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updated 1 year ago

A neural network based dynamic forecasting model for Trend Impact Analysis by Mohamed Saleh

The Matlab code associated with this paper: http://goo.gl/Twlh1 (forecasting, neural networks, trend impact analysis)

ComputeFracChgVect.m

DrawTIA.m

GenerateDegreeSeverity.m

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updated 1 year ago

An enhanced approach for Trend Impact Analysis by Mohamed Saleh

The Matlab code associated with this paper: http://goo.gl/E3fl4 (forecasting, future studies, trend impact analysis)

ComputeFracChgVect.m

DrawTIA.m

GenerateDegreeSeverity.m

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updated 1 year ago

Mining Economics with MATLAB by David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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updated 2 years ago

Temperature forecasting by Peyman

Next 24 h temperature prediction; for each 15 minutes. (modeling, interpolation, data exploration)

Final.m

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updated almost 3 years ago

ARMAX-GARCH-K Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) by Alexandros Gabrielsen

ARMAX-GARCH-K Toolbox (garch, gjrgarch, egarch)

[mu h]=egarchcore(parameters, data, ar, ma, x, p, q, y, m...

agarchcore(parameters, data, ar, ma, x, p, q, y, m, z, v,...

apgarchcore(parameters, data, ar, ma, x, p, q, y, m, z, v...

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updated 3 years ago

Thomas-Fiering model for hydrology analysis by Imron Rosyadi

Thomas-Fiering model is one of some approaches of stochastic modeling. (forecasting, simulation, water)

D=buangnan(matriks)

Z=foreanfis(n_data,n_day)

Z=foreanfis2(n_data,n_day)

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updated 3 years ago

Dynamic Pooled Forecasting by Semin Ibisevic

Dynamic combined forecasting and dynamic principal component regression frameworks. (dynamic, pooled, forecasting)

combinefc(y, Yiv, type, theta, q0)

indivfc(X, y, m, rol, lag, distr)

pcafc(X, y, m, J, Zbin, rol, lag, distr)

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updated 3 years ago

Cointegration and Pairs Trading with Econometrics Toolbox by Stuart Kozola

Demo files from the webinar of same title. (cointegration, trading, pairs trading)

Demo 1: Cointegration

Intraday Pairs trading

README.M

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updated 3 years ago

Demo files for "MATLAB for Excel Users" webinar by Jiro Doke

This is the demo used in March 22, 2011 webinar "MATLAB for Excel Users". (excel, webinar, mathworks)

Energy Forecast Demo

ForecastGUI(varargin)

createSurfaceFit(thisHour, thisTemp, thisPower)

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updated 4 years ago

Local Regression 2D by Arnout Tilgenkamp

Local Regression for 2D Data with plot/figure (finance, regression, local regression)

[y0]=MLR(X,y,span,X0,robuust)

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updated 4 years ago

Fan chart by Marco B.

Fan chart (fan chart, forecasting, density forecasts)

[]=FanChart(fore,hist,datefinal,datestep)

dv=createdatevec(rdate,p,indic)

Illustrate_FanChart.m

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updated almost 5 years ago

Using MATLAB to Develop Macroeconomic Models by Bob Taylor

Analyze a stylized version of the Smets-Wouters model for the United States economy. (econometrics, macroeconomics, time series analysis)

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updated almost 7 years ago

Mackey-Glass Time Series Forecasting using Method 2 Single Stage Fuzzy Forecaster by Satvir Singh

For Mackey-Glass Time Series Forecasting : Method 2 Fuzzy Forecaster (system identification, mackeyglass, fuzzy)

fsloc(x);

mgts(n);

st1(mydata, np)

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updated almost 7 years ago

Mackey-Glass Time Series Forecasting using Method 1 Single Stage Fuzzy Forecaster by Satvir Singh

For Mackey-Glass Time Series Forecasting : Method 1 Fuzzy Forecaster (fuzzy logic, neural networks, mackeyglass)

mgts(nm);

st1(mydata, n)

ttsf(mydata)

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updated 12 years ago

Magic 8 Ball by Scott Copeland

70's novelty (games, forecasting, prediction)

magic8ball(n)

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