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AR

于 2009-12-07 发布文件大小:4KB

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AR.m

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变采样和多相滤波器的实现。本程序实现了一个变采样程序，中间设计滤波器设计和插值抽取。其中滤波器设计用的是窗函数法，根据要求设计窗函数，得到窗函数的长度。接着是插值，滤波，抽取，得到最后变采样之后的波形文件、另外对比了用直接卷积和多相分解卷积两种方法最后的结果。 (Implementation of variable sampling and polyphase filter. This procedure implements a variable sampling procedures, intermediate design and interpolation and decimation filter design. The filter design is using the window function method, according to the requirements of the design of window function, get the length of the window function. Then the interpolation, filtering, extraction, and finally obtain the variable wave file, sampling after the addition of contrast and polyphase decomposition results of two methods for convolution last direct convolution.)

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用于时间序列的预测，包含序列特征描述、平稳性检验、序列周期判断、季节因子提取、指数平滑预测、及ARIMA预测(Sequence features for time series prediction, including the description of the stationary test, to determine the sequence cycle, seasonal factor extraction, exponential smoothing, and ARIMA forecasting)

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