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matlab開發-周期數據處理的時間周期估計。周期性數據估算程序
代碼片段和文件信息
%?Moeti?Ncube:?The?datafile?represents?19?years?of?a?cyclical?data?process?with?monthly
%?output?for?month(i)?of?year?y:?output(iy).?
%The?empirical?means?and?standard?deviations?for?month(i)?are?m(i)?and?s(i)?respectively.?The?correlation?between?month(i)?and?month(i+1)?is?c(i+1).?
%(Note:?due?to?cyclical?nature?c(i)?is?computed?using?correlation?of?month(12)?and?month(1))
%?The?goal?is?to?simulate?this?process?‘x‘?amount?of?years?into?the?future?so?that?the?data?generated?keeps?the?same?means?standard?deviations?
%for?each?month?as?well?as?the?correlations?between?months.?This?code?constructs?an?ar(1)?process?that?can?be?use?to?replicate?data?of?this?type.?
%It?then?plots?the?historical?and?simulates?estimates?of?the?parameters?for?comparison.
clear?all
load?data.mat
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????1883??2011-01-06?14:20??cyclicaldata\cyclicalmodel.m
?????文件????????1039??2010-05-14?13:48??cyclicaldata\data.mat
?????文件????????1312??2014-02-12?13:21??license.txt
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