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Time-series-Analysis

于 2010-06-28 发布文件大小:14KB

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下载积分: 1 下载次数: 45

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代码说明：

该源码实现对时间序列进行算法复杂性计算，近似熵计算等功能。(computes the algorithmic complexity on the time series，the approximate entropy that measures the so-called "pattern similarity" in a given time series and so on.)

文件列表：

AAFTsur.m,3571,2010-02-16
AddNoise.m,1954,2010-02-16
AlgorithmicComplexityHisDis.m,3159,2010-02-16
AlgorithmicComplexityHisPro.m,3181,2010-02-16
AMRBootstrap.m,3706,2010-02-16
ApproximateEntropy.m,5687,2010-02-16
ARfitite.m,4554,2010-02-16
ARMAfitite.m,4535,2010-02-16
ARMApreite.m,4774,2010-02-16

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In this paper we discuss the problem of recovering the vertices of a planar polygon from its measured complex moments.Because the given, measured moments can be noisy, the recovered vertices are only estimates of the true ones. The literature offers many algorithms for solving such an estimation problem. We will restrict our discussion to the Total Least Squares (TLS) data fitting models HTLS and STLS and the matrix pencil method GPOF. We show the close link between the HTLS and the GPOF method. We use the HTLS method to compute starting values for the STLS method. We compare the accuracy of these three methods on simulated data. 2005 Elsevier B.V. All rights reserved.

2010-12-07 21:39:46下载

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Time-series-Analysis

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