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matlab 高频算法交易实现, 附有详细说明文档,包括从基础的均线到高级的遗传算法在内的实现,非常实用-matlab frequency algorithmic trading, with detailed documentation, including moving average based on advanced genetic algorithm, including the realization of very practical
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数据挖掘建模工具,轻易实现BP神经网络、RBF神经网络、灰色系统、决策树、决策表、贝叶斯、懒惰算法、支持向量机、K均值聚类、Apriori关联规则、HotSpot关联规则、回归分析、指数平滑、季节移动平均及组合等算法建模。-Data mining modeling tools, easy to achieve BP neural network, RBF neural network, gray system, decision tree, decision table, Bayesian, l
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防脉冲干扰移动平均值滤波算法,防脉冲干扰移动平均值滤波算法-Anti-interference pulse moving average filter algorithm
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增广最小二乘的递推算法对应的噪声模型为滑动平均噪声,扩充了参数向量和数据向量H(k)的维数,把噪声模型的辨识同时考虑进去。最小二乘法只能获得过程模型的参数估计,而增广最小二乘法同时又能获得噪声模型的参数估计,若噪声模型为平均滑动模型,,则只能用RELS算法才能获得无偏估计。当数据长度较大时,辨识精度低于极大似然法。-Augmented least squares of recursion algorithm corresponding noise model for moving average
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平均移动算法适用于近期影响较大,需求比较稳定的预测。-The average moving algorithm is suitable for the prediction of the recent impact largely and the stability of demand.
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