image thumbnail

updated 1 year ago

ar_model by Giacomo Alessandroni

AR_MODEL compute AR-models parameters of input signal using Yule-Walker method. (statistics, dsp, ar)

ar_model(x, p)

image thumbnail

updated 1 year ago

AR filter + Minimum Entropy Deconvolution for Bearing Fault Diagnosis by Santhana Raj

AR Filter by YuleWalker method combined with Minimum Entropy Deconvolution for bearing fault diagnos (ar, filtermed, minimum entropy decon...)

med2d.m

y=ar_med_filter(signal,Fs)

image thumbnail

updated almost 3 years ago

GARCH Tool by Phil Goddard

User Interface for fitting and evaluating a generic GARCH model using the Econometrics Toolbox. (garch, ar, ma)

GARCHTool

image thumbnail

updated almost 4 years ago

2D AR and 2D ARMA parameters estimation by Simona Maggio

Algorithms for 2D AR and 2D ARMA parameters estimation. (ar, arma, 2d)

ar2d(x,k1,k2)

arma2d(x,p1,p2,q1,q2,varargin)

inv_ar2d(x,Ab,p1,p2)

image thumbnail

updated almost 5 years ago

ARFIMA simulations by Simone Fatichi

Time series simulation with ARFIMA models. (statistics, econometrics, time series)

ARFIMA_SIM(N,F,O,d,stdx,er)

image thumbnail

updated 9 years ago

Automatic Spectral Analysis by Stijn de Waele

Automatic spectral analysis for irregular sampling/missing data, analysis of spectral subband. (spectral analysis, armasel, autocorrelation)

(X+X')/2; end

90*ceil(max(phase)/90); try, axis(xx), end clear fiab fs

ARMLfit(rcs,ng,xg,rc0,lag_max)

image thumbnail

updated almost 12 years ago

Pole-Zero plot by Zhihua He

Better looking Pole-Zero plot. (dsp, polezero, ar)

PZ_plot(Mode,a,b);

image thumbnail

updated 12 years ago

Windowed Burg algorithms by Juan de la Torre Peláez

An evolution of the classic Burg algorithm which window the errors. (spectral analysis, burg, ar)

arburgw.m

pburgw.m

Contact us