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
标签: matrix observations Kalman-Bucy prediction
上传时间: 2016-04-28
上传用户:huannan88
support vector machine based prediction
标签: prediction support machine vector
上传时间: 2013-12-03
上传用户:zhangzhenyu
股票价格预算Stock prediction Based on Price Patterns (国外原程序包)
标签: prediction Patterns Stock Based
上传时间: 2014-01-21
上传用户:wyc199288
机器学习经典书籍The Elements of Statistical Learning--Data Mining, Inference and prediction. 作者:Friedman
标签: Statistical prediction Inference Elements
上传时间: 2014-12-03
上传用户: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. %
标签: generalization calculates prediction function
上传时间: 2014-12-03
上传用户: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. %
标签: generalization calculates prediction function
上传时间: 2016-12-27
上传用户:脚趾头
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.
标签: recursive prediction algorithm Gauss-Ne
上传时间: 2016-12-27
上传用户:ljt101007
analog device vdsp branch prediction tutorial
标签: prediction tutorial analog device
上传时间: 2013-12-27
上传用户:JIUSHICHEN
Ansys code for the life prediction of melt
标签: prediction Ansys code life
上传时间: 2013-12-31
上传用户:二驱蚊器
ANN prediction using Excel
标签: prediction Excel using ANN
上传时间: 2017-04-03
上传用户:xuanjie