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自回归模型参数估计算法

于 2021-04-01 发布 文件大小:2KB
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代码说明:

  自回归模型的阶数确定:包括基于残差、基于AIC和基于BIC这三种确定方法;以及自回归模型参数估计算法。(Since the order of the regression model to determine: including those based on residuals, AIC and BIC determine which method is based on three and self-regression model parameter estimation algorithms.)

文件列表:

arModel_shm.m,3606,2012-11-02
zh_ARorder.m,903,2015-01-07

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