whatis

不同算法对时间序列进行奇异谱分解的源程序代码

Syntax: [kaic,kmdl,aic,mdl]=itc(V,n); |ITC
PC - calculates principal components |PC
Syntax: [R]=rc(A,E); |RC
SSA - driver routine to perform Singular Spectrum Analysis |SSA
Calculates various heuristic confidence limits for SSA. |SSACONF
SSAEIG - starts an SSA of series 'x', for embedding dimension 'M'. |SSAEIG
Syntax c=ac(x,k);  c=ac(x,k,'biased'); |AC
Syntax: C=bk(X, M); |BK
 |CONTENTS