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least_square_estimation_model_select
- 生成一组带有高斯噪声的样本,分别用一阶,二阶,三阶的最小二乘估计方法进行拟合,然后分别用AIC,MDL,fpe,CAT四种评测模型对其性能进行比较,得到最优的拟合模型.
fpe
- 按fpe定阶的 源程序：fpe.cpp M序列：M序列.txt 白噪声：Gauss.txt 程序中先用依模型阶次递推算法估计模型的参数，再用fpe方法判断模型的阶次。 程序运行结果如下： n: 1 判断阶次fpe的值: 0.0096406 -0.481665 1.07868 n: 2 判断阶次fpe的值: 0.00875755 -0.446739 0.00498181 1.07791 0.0527289 n: 3 判断阶次fpe的值: 0.
fpe
- This function calculates Akaike s final prediction error ％ estimate of the average generalization error. ％ ％ [fpe,deff,varest,H] = fpe(NetDef,W1,W2,PHI,Y,trparms) produces the ％ final prediction error estimate (fpe), the effective number of
nnfpe
- This function calculates Akaike s final prediction error ％ estimate of the average generalization error for network ％ models generated by NNARX, NNOE, NNARMAX1+2, or their recursive ％ counterparts. ％ ％ [fpe,deff,varest,H] = nnfpe(method,Ne
ARMA
- 确定时间序列中的阶数的fpe或AIC准则的matlab代码。-Determine the order of time for the fpe or AIC criterion by matlab.
HomeWork
- 关于fpe定阶，F检验定阶和自校正控制的程序，附有题目，适合入门的作业训练-About fpe order determination, F test order determination and self-tuning control of the program, with the subject, suitable for entry-job training
AR
- AR谱估计函数，内置基于fpe准则、AIC准则以及CAT准则判定AR阶数-AR spectral estimation function, built-in standards-based fpe, AIC criteria and guidelines to determine the AR order of CAT
doarima
- doarima.m MATLAB scr ipt to do an ARIMA(p,d,q) analysis where d is set but P and q can be vectors of values you want to try. It produces AIC and fpe (final prediction error) values for comparing models. The AIC is different than the one computed by S
fpe-algorithm
- 按fpe定阶的依阶次递推算法程序。先用依模型阶次递推算法估计模型的参数，再用fpe方法判断模型的阶次。-By order given by fpe order recursive algorithm. First with a recursive algorithm to estimate model parameters according to model order, then fpe way to determine the order of the model.
ARprediction
- 对序列建立AR模型，并以概率形式给出预测数列表达。先进行平稳性检验后求取自相关函数，用Y-W法求取模型参数，并应用fpe准则确定阶数，进行预测后，给出概率表达。-AR model for the sequence established, and the probability forecast given in the form of a list. After a smooth first autocorrelation function test strike strike model p
var_svd
- AIC,fpe to parametoric
fpe_burg_order
- 使用fpe准则，绘制不同阶数的fpe值，确定最优阶数(Using the fpe criterion, the fpe values of different orders are plotted, and the optimal order is determined)