https://github.com/xiaorancs/autoregressive-model
C++实现自回归模型
https://github.com/xiaorancs/autoregressive-model
aautoregressive-model c
Last synced: about 1 year ago
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C++实现自回归模型
- Host: GitHub
- URL: https://github.com/xiaorancs/autoregressive-model
- Owner: xiaorancs
- Created: 2017-12-11T12:37:10.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2017-12-11T12:38:43.000Z (over 8 years ago)
- Last Synced: 2025-06-03T22:31:39.769Z (about 1 year ago)
- Topics: aautoregressive-model, c
- Language: C++
- Homepage:
- Size: 183 KB
- Stars: 18
- Watchers: 1
- Forks: 6
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# 自回归模型
C++实现的自回归模型(AR)和自回归滑动平均模型的拟合(ARMA)。从矩阵的运算，参考资料一步一步实现。[百度百科](https://baike.baidu.com/item/%E8%87%AA%E5%9B%9E%E5%BD%92%E6%A8%A1%E5%9E%8B/1037587?fr=aladdin
)
+ papers/: 参考资料，分别是AR.pdf 和 ARMA.pdf.
+ [code/AR.cpp](./code/AR.cpp) 是AR模型的实现代码.
+ [code/ARMA.cpp](./code/ARMA.cpp) ARMA.cpp 是ARMA模型的实现代码.
+ [code/head.h](./code/head.h): 用到的头文件集合.
+ [code/mat.cpp](./code/mat.cpp): 用到的所有矩阵的操作.
+ [code/source.cpp](./code/source.cpp): AR和ARMA中公用到的函数.
注意：代码中头文件的引用不是很规范;本代码在Ubuntu下开发，使用G++。