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HMM-based-valuation-model
给定观测序列 O=O1O2O3…Ot和模型参数λ=(A,B,π),怎样有效计算某一观测序列的概率,进而可对该HMM做出相关评估。例如,已有一些模型参数各异的HMM,给定观测序列O=O1O2O3…Ot,我们想知道哪个HMM模型最可能生成该观测序列。通常我们利用forward算法分别计算每个HMM产生给定观测序列O的概率,然后从中选出最优的HMM模型。(Given the observation sequence O = O1O2O3 ... Ot and model parameters λ = (A, B, π), how to effectively calculate the probability that a single observation sequence, and thus can make the relevant assessment of the HMM. For example, there are a number of different model parameters HMM, given the observation sequence O = O1O2O3 ... Ot, we want to know which model is most likely to generate the HMM observation sequence. Usually we use forward algorithm calculates the probability of a given observation sequence O generated for each HMM, HMM and then to choose the best model.)
- 2015-05-22 04:03:23下载
- 积分:1
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VWAP_from_Intra_Daily_Data
使用matlab计算交易价的VWAP。是程序化交易和算法交易的必备代码。(Matlab calculate the trading price of the VWAP. Program trading and algorithmic trading must code.)
- 2012-12-28 18:03:06下载
- 积分:1
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Matlab2010jiaocai
matlab软件的使用方法,很好,很清晰。。。(Matlab about software to use, very good, very clear. . .)
- 2012-09-15 14:34:55下载
- 积分:1
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zoomfft
matlab中的一个zoomfft例程,用于对fft频谱细化,以得到更大的分辨力。(zoomfft)
- 2009-04-20 09:06:51下载
- 积分:1
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MUSIC_V1
利用MUSIC算法对函数的频率进行估计并画出图形(you can obtain frequency of the function by the MUSIC algorithm and get the figure)
- 2010-12-11 09:19:32下载
- 积分:1
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c
说明: 约瑟夫问题的实现:设有n个人围坐在圆桌周围,现从某个位置m(1≤m≤n)上的人开始报数,报数到k的人就站出来。下一个人,即原来的第k+1个位置上的人,又从1开始报数,再报数到k的人站出来。依此重复下去,直到全部的人都站出来为止。试设计一个程序求出出列序列。(Joseph realized the problem: There are n people sitting around the round table, is from a position of m (1 ≤ m ≤ n) reported on the number of people began to be reported to the k number of people to come forward. The next person, that is, the original positions on the first k+1 people, and from the number reported at 1, then the number reported to the k to stand up. So repeat this until all the others can stand up. Try to design a program derived from the column sequence.)
- 2011-03-23 15:36:50下载
- 积分:1
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MIMO_STBC_code
This matlab code is to make understand the concept of space time block codes in mimo wireless communication system
- 2014-01-19 14:13:00下载
- 积分:1
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source_code_yiwl3q
成功实现计算RprwHX算法的程序,本人测试已经通过,性能已基本达到RprwHX算法的性能,需要MATLAB 2009b环境运行,如有问题,欢迎讨论
(The successful implementation of the program to calculate RprwHX algorithm, I have passed the test, need MATLAB2009b operating environment, any questions, please contact me
)
- 2015-12-13 17:50:35下载
- 积分:1
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MPC-mobile-robot-Path-following-master
MPC 仿真,轨迹跟踪,实现轨迹跟踪功能(MPC-mobile-robot-Path-following-master)
- 2021-04-20 14:28:50下载
- 积分:1
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bbukf
unscented kalman filter
- 2009-04-23 01:39:17下载
- 积分:1