📄 invest1.html
字号:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of invest1</title> <meta name="keywords" content="invest1"> <meta name="description" content="First Investigation of a signal (time series) - interactive"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > invest1.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>invest1</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>First Investigation of a signal (time series) - interactive</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [AutoCov,AutoCorr,ARPMX,E,C,s]=invest1(Y,Pmax,D); </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> First Investigation of a signal (time series) - interactive [AutoCov,AutoCorr,ARPMX,E,CRITERIA,MOPS]=invest1(Y,Pmax,show); Y time series Pmax maximal order (optional) show optional; if given the parameters are shown AutoCov Autocorrelation AutoCorr normalized Autocorrelation PartACF Partial Autocorrelation E Error function E(p) CRITERIA curves of the various (see below) criteria, MOPS=[optFPE optAIC optBIC optSBC optMDL optCAT optPHI]; optimal model order according to various criteria FPE Final Prediction Error (Kay, 1987) AIC Akaike Information Criterion (Marple, 1987) BIC Bayesian Akaike Information Criterion (Wei, 1994) SBC Schwartz's Bayesian Criterion (Wei, 1994) MDL Minimal Description length Criterion (Marple, 1987) CAT Parzen's CAT Criterion (Wei, 1994) PHI Phi criterion (Pukkila et al. 1988) minE order where E is minimal REFERENCES: P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991. S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996. M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. C.E. Shannon and W. Weaver "The mathematical theory of communication" University of Illinois Press, Urbana 1949 (reprint 1963). W.S. Wei "Time Series Analysis" Addison Wesley, 1990.</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"><li><a href="histo3.html" class="code" title="function [R,tix]=histo3(Y)">histo3</a> HISTO3 calculates histogram and performs data compression</li><li><a href="invest0.html" class="code" title="function [AutoCov,AutoCorr,MX,E,NC]=invest0(Y,Pmax,Mode);">invest0</a> First Investigation of a signal (time series) - automated part</li><li><a href="selmo.html" class="code" title="function [FPE,AIC,BIC,SBC,MDL,CATcrit,PHI,optFPE,optAIC,optBIC,optSBC,optMDL,optCAT,optPHI,p,C]=selmo(e,NC);">selmo</a> Model order selection of an autoregrssive model</li><li><a href="sinvest1.html" class="code" title="">sinvest1</a> SINVEST1 shows the parameters of a time series calculated by INVEST1</li></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"><li><a href="tsademo.html" class="code" title="">tsademo</a> TSADEMO demonstrates INVEST1 on EEG data</li></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -