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AR_with_remove

于 2014-12-24 发布 文件大小:2KB
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代码说明:

  时间序列分析,AR模型,用于流数据预测与滤波 输入参数:y为原始数据矩阵,p为AR模型的阶数,la为自回归模型的遗忘系数 输出参数:预测值,置信区间,离群点等(Time series analysis, AR model for prediction and filtering data stream input parameters: y original data matrix, p is the order of the AR model, la self-forgetting coefficient regression model output parameters: predictive value, confidence intervals, outlier points)

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