No self-introduction
Loading
Profile
Follow
codes (5)
Unit root test in Matlab
no vote
In statistics, a unit root test tests whether
a time series variable is non-stationary and possesses a unit root. The null
hypothesis is generally defined as the presence of a unit root and the
alternative hypothesis is either stationarity, trend stationarity or explosive
root depending on the test used.
This function test time series with ADF
(Augmented Dickey-Fuller) and PP (Phillips-Perron). Inputs are Y(A time series),
TestKind(ADF or PP) and maxLag(maximum Lag). It will test all possible combinations to find best model and prints the answers on command window.
xox_ir 0 0
1
Least Squares Support Vector Regression in MATLAB
no vote
Least Squares Support Vector Regression
(LS-SVR)
least squares versions of support vector Regression
(SVR) which are a set of related supervised learning methods that analyze data
and recognize patterns, and which are used for regression analysis. In this
version one finds the solution by solving a set of linear equations instead of
a convex quadratic programming (QP) problem.
This script use Gaussian and Morlet Kernel to
show you how apply LS-SVR in MATLAB
xox_ir 0 0
1
numerical Jacobian calculation in MATLAB
no vote
The Jacobian generalizes the gradient of a scalar-valued
function of multiple variables, which itself generalizes the derivative of a
scalar-valued function of a single variable. In other words, the Jacobian for a
scalar-valued multivariate function is the gradient and that of a scalar-valued
function of single variable is simply its derivative. This is simple numerical Jacobian
calculation in MATLAB.
xox_ir 1 0
1
Simple TSK fuzzy model in MATLAB
no vote
The Sugeno Fuzzy model (also known as the TSK fuzzy model)
was proposed by Takagi, Sugeno, and Kang in an effort to develop a systematic
approach to generating fuzzy rules from a given input-output dataset. This is
very basic example of TSK in Matlab which has one input with 4 membership
functions. It shows dynamically how the Back Propagation Algorithm converge.
xox_ir 3 0
1
Granger causality in Matlab
no vote
Granger causality test is also applied to Matlab. This is statistical hypothesis testing
xox_ir 1 0
1
No more~
Follows0
Fans0