文件名称:Arma
- 所属分类：
- Linux/Unix编程
- 资源属性：
- [C/C++] [源码]
- 上传时间：
- 2012-11-26
- 文件大小：
- 166kb
- 下载次数：
- 0次
- 提 供 者：
- J**
- 相关连接：
- 无
- 下载说明：
- 别用迅雷下载，失败请重下，重下不扣分！
介绍说明－－下载内容均来自于网络，请自行研究使用
To estimate the parameters of ARMA(ip,iq) model and
estimate the PSD
First using the Cholesky decomposition method to solve eq(12.8.5)
to find AR model s parameters, this is finished by calling
subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find
MA s parameters, this is done as same as subroutine MMAYUWA.-To estimate the parameters of ARMA(ip,iq) model and
estimate the PSD
First using the Cholesky decomposition method to solve eq(12.8.5)
to find AR model s parameters, this is finished by calling
subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find
MA s parameters, this is done as same as subroutine MMAYUWA.
estimate the PSD
First using the Cholesky decomposition method to solve eq(12.8.5)
to find AR model s parameters, this is finished by calling
subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find
MA s parameters, this is done as same as subroutine MMAYUWA.-To estimate the parameters of ARMA(ip,iq) model and
estimate the PSD
First using the Cholesky decomposition method to solve eq(12.8.5)
to find AR model s parameters, this is finished by calling
subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find
MA s parameters, this is done as same as subroutine MMAYUWA.
相关搜索： arma
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下载文件列表
Arma
....\.deps
....\.....\Arma.Po
....\.....\main.Po
....\.....\main.Tpo
....\.DS_Store
....\aclocal.m4
....\Arma.cpp
....\Arma.h
....\autom4te.cache
....\..............\output.0
....\..............\output.1
....\..............\requests
....\..............\traces.0
....\..............\traces.1
....\autoscan.log
....\config.log
....\config.status
....\configure
....\configure.in
....\depcomp
....\install-sh
....\main.cpp
....\Makefile
....\Makefile.am
....\Makefile.in
....\missing
....\.deps
....\.....\Arma.Po
....\.....\main.Po
....\.....\main.Tpo
....\.DS_Store
....\aclocal.m4
....\Arma.cpp
....\Arma.h
....\autom4te.cache
....\..............\output.0
....\..............\output.1
....\..............\requests
....\..............\traces.0
....\..............\traces.1
....\autoscan.log
....\config.log
....\config.status
....\configure
....\configure.in
....\depcomp
....\install-sh
....\main.cpp
....\Makefile
....\Makefile.am
....\Makefile.in
....\missing