package?arma;

public?class?ARMA?{

	//?計算AR模型的系數
	static?public?double[]?ARCoeff（double[]?datas?int?delay）?{
		double[][]?dAllParCorrs?=?ParCorr.calcAllParCorr（datas?delay）;
		double[]?arCoeffs?=?new?double[delay];
		for?（int?i?=?0;?i?			arCoeffs[i]?=?dAllParCorrs[delay?-?1][i];
		}
		return?arCoeffs;
	}

	//	計算殘差平方和?sum?square?error
	static?public?double?SSE?（double[]?datas?double[]?coeffs）?{
		int?coeffLen?=?coeffs.length;
		double?sum?=?0;
		double?estimated?=?0;
		for?（int?i=coeffLen;?i			estimated?=?0;
			for?（int?j=0;?j				estimated?+=?coeffs[j]?*?datas[i-j-1];
			}
			sum?+=?Math.pow（datas[i]?-?estimated?2）;
		}
		
		return?sum?*?1.0?/?（datas.length?-?coeffLen）;
	}
	
	//?AIC信息量
	static?public?double?AIC（double?sigma2?int?dataCount?int?argsCount）?{
		return?dataCount?*?Math.log（sigma2?*?10）?+?2?*?argsCount;
	}
}

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件????????358??2012-04-25?10:05??ARMA\.classpath

?????文件????????380??2012-04-25?10:02??ARMA\.project

?????文件????????629??2012-04-25?09:58??ARMA\.settings\org.eclipse.jdt.core.prefs

?????文件???????1144??2012-04-25?10:07??ARMA\bin\arma\ARMA.class

?????文件???????1636??2012-04-25?10:07??ARMA\bin\arma\ARModel$Equation.class

?????文件???????5652??2012-04-25?10:07??ARMA\bin\arma\ARModel.class

?????文件???????1017??2012-04-25?10:07??ARMA\bin\arma\AutoCorr.class

?????文件???????1260??2012-04-25?10:07??ARMA\bin\arma\Diff.class

?????文件????????755??2012-04-25?10:07??ARMA\bin\arma\ErrorAnalysis.class

?????文件???????3956??2012-04-25?10:07??ARMA\bin\arma\MainDemoTest.class

?????文件???????1743??2012-04-25?10:07??ARMA\bin\arma\ParCorr.class

?????文件???????1277??2012-04-25?10:07??ARMA\bin\arma\Predictor.class

?????文件???????1537??2012-04-25?10:07??ARMA\bin\arma\StatComTool.class

?????文件????????286??2012-04-25?10:07??ARMA\bin\arma\StationaryChecker.class

?????文件????????678??2012-04-25?10:07??ARMA\bin\arma\Toeplitz.class

?????文件????????903??2012-04-25?10:07??ARMA\bin\arma\WNChecker.class

?????文件??????32775??2012-04-09?17:22??ARMA\lib\Jama-1.0.2.jar

?????文件????????945??2012-04-25?10:07??ARMA\src\arma\ARMA.java

?????文件???????7962??2012-04-25?10:07??ARMA\src\arma\ARModel.java

?????文件????????928??2012-04-25?10:07??ARMA\src\arma\AutoCorr.java

?????文件???????1287??2012-04-25?10:07??ARMA\src\arma\Diff.java

?????文件????????476??2012-04-25?10:07??ARMA\src\arma\ErrorAnalysis.java

?????文件???????3113??2012-04-25?10:07??ARMA\src\arma\MainDemoTest.java

?????文件???????1724??2012-04-25?10:07??ARMA\src\arma\ParCorr.java

?????文件???????1516??2012-04-25?10:07??ARMA\src\arma\Predictor.java

?????文件???????1430??2012-04-25?10:07??ARMA\src\arma\StatComTool.java

?????文件?????????56??2012-04-25?10:07??ARMA\src\arma\StationaryChecker.java

?????文件????????603??2012-04-25?10:07??ARMA\src\arma\Toeplitz.java

?????文件????????696??2012-04-25?10:07??ARMA\src\arma\WNChecker.java

?????目錄??????????0??2012-04-25?10:07??ARMA\bin\arma

............此處省略9個文件信息