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[matlab例程Clark (1989) model for estimating unobservable components model

说明:The code allows to estimate the Clarck model by maximum likelihood. It is assumed that the series has 2 unobservable components: a trend and a cycle. In the case of the trend, an autoregressive process of order 2 is assumed and for the case of the cy
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:1.57kb | 下载:0

[matlab例程Autocorrelation Function and Partial Autocorrelation Function

说明:The code allows calculating the autocorrelation function and the partial autocorrelation function of a time series. The algorithm is based on the Schwartz selection criteria, also called the BIC criterion. Also, the code allows to project the time se
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:3.08kb | 下载:0

[matlab例程Newton-Rapshon Optimization

说明:The following code allows you to optimize non-linear functions using the algorithm of newton raphson. Analytical derivatives are used, the gradient and the Hessian matrix of the function to find maxima and minima. Two examples are provided, one basic
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:1.93kb | 下载:0

[matlab例程Estimation codes of Econometric Modelling with Time Series: Specification, Estimation and Testing

说明:The present codes allow for estimation of multiple model in time series analysis. Among the principal models are ARMA, Vector Error Correction and Vector Autoregressive. The codes are written in Matlab.
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:3.33mb | 下载:0

[matlab例程Kalman filter: Multivariate and Univariate

说明:This code allows to calculate the recursive kalman filter and to estimate kalman filter. The files are: 1) Calculate recursive univariate kalman filter 2) Calculate recurisve multivariate kalman filter 3) Estimate kalman filter parameters
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:4.28kb | 下载:0

[matlab例程Markov-Switching

说明:This code performs the univariate analysis of Markov-Switching model. The model shows step by step the implementation of Markov Chains to estimate multiple states and asymmetries in time series. The example is performed ovr the United States GNP.
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:2.3kb | 下载:0

[matlab例程Autoregressive Conditional Heterocedasticity

说明:This code performs multiple ARCH models in order to model the second moment of time series. It is implemented in Matlab and it is used to model variance of returns in S&P 500 and returns of Latin American countries.
<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:870.71kb | 下载:0

[matlab例程promethee code

说明:this is promethee code used for multi criterion decision making
<prakhar098> 在 2025-07-16 上传 | 大小:606kb | 下载:0

[matlab例程Example_3_SOR

说明:使用有限体积法,并通过sor方法求解简单二维非稳态传热问题应用示例(an example of two dimensional heat transfer issue solved by sor method)
<ddsdsdssd> 在 2025-07-16 上传 | 大小:1kb | 下载:0

[matlab例程example1

说明:一维稳态传热问题,有限差分法,SOR求解方法(one dimensional stead heat transfer problem, finite difference method, solution method: sor)
<ddsdsdssd> 在 2025-07-16 上传 | 大小:1kb | 下载:0

[matlab例程决策树C4.5算法matlab源代码(完美运行)

说明:可以完美的实现用于统计学习的算法C4.5分类,完整的matlab程序(Classification of algorithm C4.5 for statistical learning)
<mapleZL> 在 2025-07-16 上传 | 大小:2kb | 下载:0

[matlab例程潮流计算MATLAB程序

说明:可以用来计算多个节点的潮流,利用牛拉法利用MATLAB(It can be used to calculate the power flow of multiple nodes.)
<刘12345想> 在 2025-07-16 上传 | 大小:7kb | 下载:0

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