金融数量分析:基于MATLAB编程(第3版)

说明：  在matlab环境下图像加上噪声然后用中值滤波方式去除噪声(Image in matlab environment with noise and then median filtering method to remove noise)

实现希尔伯特-黄变换的功能，并带有一段测试数据。希尔伯特-黄变换是使用EMD分解将信号分解为本征模态函数（IMF），然后求得IMF分量的瞬时频率。其对于非稳态和非线性信号具有优良的效果。(The function plot_hht is a realization of the Hilbert-Huang transform (HHT). The HHT decomposes a signal into intrinsic mode functions (or IMFs), and obtain the instantaneous frequency data. It is designed to work well for data that are nonstationary and nonlinear.)

the Network Simplex Algorithm

matlab编程常用命令集，编程命令的使用方法及命令的快速查找(matlab programming of commonly used command sets, the use of the programming commands and orders quickly find)

画出每个IMF分量及最后一个剩余分量residual的图形 画出每个IMF分量及剩余分量residual的幅频曲线 用Hilbert变换直接求该信号的瞬时频率 计算HHT时频谱和边际谱(Draw each IMF component and the last one remaining residual component graphics draw each IMF component and the amplitude of the remaining component of the residual frequency curve directly seeking the instantaneous frequency of the signal with the Hilbert transform spectrum and marginal spectrum calculation HHT)

首先对采样信号进行傅里叶变换，计算出功率谱或幅值谱，然后用功率谱或者幅值谱的数据，计算每一个中心频率的带宽内数据的平均值。(Firstly, Fourier transform is applied to the sampled signal to calculate the power spectrum or amplitude spectrum, and then the average value of the data within the bandwidth of each center frequency is calculated by using the power spectrum or amplitude spectrum data.)

MATLAB程序：滤波器设计，方法很简单，很使用，可与大家共享一下。(MATLAB program：very easy ，very useful)

系统仿真和辨识,包括递推最小二乘法ＲＬＳ和目前先进的辨识理论，适合于系统仿真用.(system simulation and identification, including RLS recursive least squares method and the current advanced identification theory is suitable for system simulation.)

matlab自编潮流程序，包括潮流，最优潮流，连续潮流等(self definite power flow program, include power flow, optimal power flow, continuous power flow)

Matlab与数值分析实验：一本比较好的MATLAB书籍，适合于初学者(Matlab and numerical analysis of experiments: a good MATLAB books for beginners)