Periods是一个函数,其目的是找到时间序列数据的主要谐波分量。该函数获取时间序列中主要谐波分量的周期、幅度和滞后相位。它基于循环下降的周期性回归方法,包括统计显著性检验。上述功能非常易于使用,并不需要用户完全理解时间序列理论或大量输入,但足够灵活以承担更复杂的任务,例如预测。此外,根据先前的知识,可以轻松地包括或排除特定时期。González-Rodríguez, E.等人提供了有关如何使用该功能的参考资料和更详细的信息;(2015)时间序列中周期的提取和建模的计算方法。开放统计杂志,5, 604-617。http://dx.doi.org/10.4236/ojs.2015.56062。Periods在MATLAB 2013a版本及后续版本上进行了测试。任何问题/意见都可以通过电子邮件发送至egonzale@cice
Finding Main Harmonics in Time Series Data with Periods Function
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