ar-kalman-1

代码说明：

  基于卡尔曼算法的AR模型系数预测，利用卡尔曼滤波算法对AR模型的系数进行实时更新，可以观察到预测准确度有明显提高(Kalman algorithm based on AR model coefficients predicted using the Kalman filter AR model coefficients for real-time updates can be observed significantly improve prediction accuracy)