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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)

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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

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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)

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updated 6 years ago

Exact Negative Log-likelihood of ARMA models via Kalman Filtering by Statovic

Computation of the exact negative log-likelihood of ARMA models using the Kalman Filter (statistics, probability, arma)

arma_ACV(a, c, v, n)

arma_ConvertToSS(A, C, v)

arma_KalmanLikelihood(A, C, v, y, eps);

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updated 6 years ago

ARMA PARAMETER ESTIMATION by Miguel Angel Lagunas

Estimating the parameter of AR-MA sequences is fundamental. Here we present another method for ARMA (spectral analysis, arma, cepstrum)

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updated 7 years ago

ARMA PARAMETER ESTIMATION by Miguel Angel Lagunas Hernandez

Estimating the parameters of AR-MA sequences is fundamental. Here we present another method for ARM (spectral analysis, cepstrum, estimation)

[sigma,outn,outd]=arma_last(xinf,np,nq);

ra=spa_corc(x,nq);

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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)

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updated 12 years ago

Pole-Zero plot by Zhihua He

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

PZ_plot(Mode,a,b);

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