Code covered by the BSD License
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ARJones_irreg(msnnr,rcinit,pA...
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ARMA_MLfit(rcs,im,xm,lagmax,p...
The likelihood fit.
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ARMLfit_irreg(rcs,msnn,lagmax...
The conditional-likelihood fit.
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ARfil(im,xm,rcinit,lagmax,p)
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ARfil_irreg(msnn,rcinit,lagma...
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ARjones(ti,xi,rcinit,p)
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[asel,bsel,sellog]=ARMAsel_ir...
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[asel,bsel,sellog]=ARMAsel_mi...
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jonesfit(rcs,ti,xi,p);
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jonesfit_irreg(rcs,mdsnn,p);
% function lhtot = jonesfit_irreg(rcs,mdsnn,p);
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keepdata(x,p)
% Keeps arbitrary fraction p of equidistant data x at times ti.
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mssnnr(ti, xi, T, w);
multi shift slotted nearest neighbor resampling
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nnresample(ti, xi, Tres_ratio...
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irreg_demo.m
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mis_demo.m
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simple_irreg_demo.m
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simple_mis_demo.m
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View all files
ARMAsel for Irregular or Missing Data
by Piet M T Broersen
23 Jan 2008
(Updated 15 Apr 2010)
Spectral and Autocorrelation Analysis with automatic selection from AR, MA and ARMA models
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| File Information |
| Description |
Accurate estimates of the autocorrelation function or the power spectrum can be obtained with a parametric model (AR, MA or ARMA). With automatic inference, not only the model parameters but also the model structure are determined from the given data. It is assumed that the ARMASA and the Automatic Spectral Analysis toolboxes are present. |
| Required Products |
Optimization Toolbox
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| MATLAB release |
MATLAB 7.3 (R2006b)
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| Other requirements |
ARMASA toolbox, file # 1330 |
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| Updates |
| 27 Aug 2008 |
Additional software for irregularly sampled data |
| 29 Sep 2008 |
Removal of rc2par error message |
| 12 Nov 2008 |
Nearest Neighbor Resampling added |
| 25 May 2009 |
minor modifications of demo's |
| 15 Apr 2010 |
removal of error message in nnresample |
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