runs Kalman-Bucy filter over observations matrix Z for 1-step prediction onto matrix X (X can = Z) with model order p V = initial covariance of observation sequence noise returns model parameter estimation sequence A, sequence of predicted outcomes y_pred and error matrix Ey (reshaped) for y and Ea for a along with inovation prob P = P(y_t | D_t-1) = evidence
標簽: matrix observations Kalman-Bucy prediction
上傳時間: 2016-04-28
上傳用戶:huannan88
support vector machine based prediction
標簽: prediction support machine vector
上傳時間: 2013-12-03
上傳用戶:zhangzhenyu
股票價格預算Stock prediction Based on Price Patterns (國外原程序包)
標簽: prediction Patterns Stock Based
上傳時間: 2014-01-21
上傳用戶:wyc199288
機器學習經(jīng)典書籍The Elements of Statistical Learning--Data Mining, Inference and prediction. 作者:Friedman
標簽: Statistical prediction Inference Elements
上傳時間: 2014-12-03
上傳用戶:奇奇奔奔
This function calculates Akaike s final prediction error % estimate of the average generalization error. % % [FPE,deff,varest,H] = fpe(NetDef,W1,W2,PHI,Y,trparms) produces the % final prediction error estimate (fpe), the effective number of % weights in the network if the network has been trained with % weight decay, an estimate of the noise variance, and the Gauss-Newton % Hessian. %
標簽: generalization calculates prediction function
上傳時間: 2014-12-03
上傳用戶:maizezhen
This function calculates Akaike s final prediction error % estimate of the average generalization error for network % models generated by NNARX, NNOE, NNARMAX1+2, or their recursive % counterparts. % % [FPE,deff,varest,H] = nnfpe(method,NetDef,W1,W2,U,Y,NN,trparms,skip,Chat) % produces the final prediction error estimate (fpe), the effective number % of weights in the network if it has been trained with weight decay, % an estimate of the noise variance, and the Gauss-Newton Hessian. %
標簽: generalization calculates prediction function
上傳時間: 2016-12-27
上傳用戶:腳趾頭
Train a two layer neural network with a recursive prediction error % algorithm ("recursive Gauss-Newton"). Also pruned (i.e., not fully % connected) networks can be trained. % % The activation functions can either be linear or tanh. The network % architecture is defined by the matrix NetDef , which has of two % rows. The first row specifies the hidden layer while the second % specifies the output layer.
標簽: recursive prediction algorithm Gauss-Ne
上傳時間: 2016-12-27
上傳用戶:ljt101007
analog device vdsp branch prediction tutorial
標簽: prediction tutorial analog device
上傳時間: 2013-12-27
上傳用戶:JIUSHICHEN
Ansys code for the life prediction of melt
標簽: prediction Ansys code life
上傳時間: 2013-12-31
上傳用戶:二驅(qū)蚊器
ANN prediction using Excel
標簽: prediction Excel using ANN
上傳時間: 2017-04-03
上傳用戶:xuanjie
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