贝叶斯突变点检测与时间序列分解(Matlab)

上传者: 59771180 | 上传时间: 2025-12-13 17:16:14 | 文件大小: 6.09MB | 文件类型: ZIP
在数据分析和统计建模领域,贝叶斯突变点检测是一种重要的技术,它用于识别时间序列数据中的结构变化或突变点。这种技术基于贝叶斯统计理论,可以帮助研究人员理解数据集随时间的变化模式,特别是在生物信息学、金融、工程等领域有着广泛应用。本资料包包含与贝叶斯突变点检测及时间序列分解相关的Matlab实现,以及可能的Python和R语言版本。 1. **贝叶斯突变点检测**: 贝叶斯方法的核心在于使用先验知识更新对后验概率的估计。在突变点检测中,这一方法用于估计数据序列中发生突变的潜在位置。通过构建适当的贝叶斯模型,我们可以计算在每个时间点上存在突变的后验概率。这通常涉及到计算不同假设(有无突变)下的似然函数,并结合先验概率进行贝叶斯更新。Matlab中,可以使用如`BayesianChangePoint`等工具箱来实现这个过程。 2. **时间序列分解**: 时间序列分解通常包括趋势分析、季节性分析和随机性分析,目的是将复杂的时间序列拆分为更简单的成分,便于理解和预测。在Matlab中,可以使用`decompose`函数或者自定义算法进行这些操作。例如,平滑法(如移动平均法)、季节性分解Loess(STL)和状态空间模型等都是常用的方法。 3. **Matlab实现**: 提供的`Matlab`目录可能包含了用于执行贝叶斯突变点检测和时间序列分解的脚本和函数。用户可以通过加载数据,调用相应的函数,可视化结果,从而进行分析。注意,Matlab代码通常需要对Matlab环境有一定的熟悉度,包括矩阵运算、数据处理和图形绘制等方面的知识。 4. **Python和R实现**: 除了Matlab,文件列表中还提到了Python和R的实现。这两个开源语言也有各自的库支持贝叶斯突变点检测,如Python的`ruptures`库和R的`changepoint`包。Python实现可能更注重效率和可扩展性,而R实现则可能提供更丰富的统计分析功能。使用者可以根据自己的需求和熟悉程度选择合适的技术栈。 5. **README.md**: 这个文件通常会提供项目简介、安装指南、使用示例和可能的注意事项,是理解整个工具包的重要入口。通过阅读此文件,用户可以快速掌握如何运行和利用提供的代码资源。 这个资料包为研究者和数据分析人员提供了一套全面的工具,用于在Matlab、Python和R环境中进行贝叶斯突变点检测和时间序列分解。通过学习和应用这些工具,不仅可以深入理解数据集的变化特性,还能进一步进行预测和决策支持。

文件下载

资源详情

[{"title":"( 266 个子文件 6.09MB ) 贝叶斯突变点检测与时间序列分解(Matlab)","children":[{"title":"plotbeast.asv <span style='color:#111;'> 20.44KB </span>","children":null,"spread":false},{"title":"abc_vec_avx512.c <span style='color:#111;'> 102.74KB </span>","children":null,"spread":false},{"title":"abc_vec_avx512.c <span style='color:#111;'> 102.74KB </span>","children":null,"spread":false},{"title":"abc_vec_avx2.c <span style='color:#111;'> 98.86KB </span>","children":null,"spread":false},{"title":"abc_vec_avx2.c <span style='color:#111;'> 98.86KB </span>","children":null,"spread":false},{"title":"beastv2_COREV4_gui.c <span style='color:#111;'> 86.32KB </span>","children":null,"spread":false},{"title":"beastv2_COREV4_gui.c <span style='color:#111;'> 86.32KB </span>","children":null,"spread":false},{"title":"beastv2_COREV4_mthrd.c <span style='color:#111;'> 82.91KB </span>","children":null,"spread":false},{"title":"beastv2_COREV4_mthrd.c <span style='color:#111;'> 82.91KB </span>","children":null,"spread":false},{"title":"beastv2_COREV4.c <span style='color:#111;'> 80.51KB </span>","children":null,"spread":false},{"title":"beastv2_COREV4.c <span style='color:#111;'> 80.51KB </span>","children":null,"spread":false},{"title":"glue_code.c <span style='color:#111;'> 61.24KB </span>","children":null,"spread":false},{"title":"glue_code.c <span style='color:#111;'> 61.24KB </span>","children":null,"spread":false},{"title":"beastv2_io_in_args.c <span style='color:#111;'> 53.35KB </span>","children":null,"spread":false},{"title":"beastv2_io_in_args.c <span style='color:#111;'> 53.35KB </span>","children":null,"spread":false},{"title":"mrbeast_io.c <span style='color:#111;'> 50.47KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_allocmem_q.c <span style='color:#111;'> 45.83KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_allocmem_q.c <span style='color:#111;'> 45.83KB </span>","children":null,"spread":false},{"title":"abc_vec_generic.c <span style='color:#111;'> 44.60KB </span>","children":null,"spread":false},{"title":"abc_vec_generic.c <span style='color:#111;'> 44.60KB </span>","children":null,"spread":false},{"title":"beastv2_basis_proposeNew_q.c <span style='color:#111;'> 42.34KB </span>","children":null,"spread":false},{"title":"beastv2_basis_proposeNew_q.c <span style='color:#111;'> 42.34KB </span>","children":null,"spread":false},{"title":"abc_math_avx.c <span style='color:#111;'> 37.88KB </span>","children":null,"spread":false},{"title":"abc_math_avx.c <span style='color:#111;'> 37.88KB </span>","children":null,"spread":false},{"title":"_beastv2_gui_winmain.c <span style='color:#111;'> 33.50KB </span>","children":null,"spread":false},{"title":"_beastv2_gui_winmain.c <span style='color:#111;'> 33.50KB </span>","children":null,"spread":false},{"title":"abc_mat.c <span style='color:#111;'> 32.85KB </span>","children":null,"spread":false},{"title":"abc_mat.c <span style='color:#111;'> 32.85KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_tsextractprint.c <span style='color:#111;'> 29.29KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_tsextractprint.c <span style='color:#111;'> 29.29KB </span>","children":null,"spread":false},{"title":"abc_ide_util.c <span style='color:#111;'> 28.87KB </span>","children":null,"spread":false},{"title":"abc_vec.c <span style='color:#111;'> 28.35KB </span>","children":null,"spread":false},{"title":"abc_vec.c <span style='color:#111;'> 28.35KB </span>","children":null,"spread":false},{"title":"abc_common.c <span style='color:#111;'> 27.96KB </span>","children":null,"spread":false},{"title":"beastv2_model_allocinit_q.c <span style='color:#111;'> 27.25KB </span>","children":null,"spread":false},{"title":"beastv2_model_allocinit_q.c <span style='color:#111;'> 27.25KB </span>","children":null,"spread":false},{"title":"abc_common.c <span style='color:#111;'> 27.08KB </span>","children":null,"spread":false},{"title":"beastv2_func_q.c <span style='color:#111;'> 23.51KB </span>","children":null,"spread":false},{"title":"beastv2_func_q.c <span style='color:#111;'> 23.51KB </span>","children":null,"spread":false},{"title":"abc_ide_util_python.c <span style='color:#111;'> 22.48KB </span>","children":null,"spread":false},{"title":"abc_ide_util_python.c <span style='color:#111;'> 22.12KB </span>","children":null,"spread":false},{"title":"abc_math_avx512.c <span style='color:#111;'> 21.67KB </span>","children":null,"spread":false},{"title":"abc_math_avx512.c <span style='color:#111;'> 21.67KB </span>","children":null,"spread":false},{"title":"abc_pthread.c <span style='color:#111;'> 20.76KB </span>","children":null,"spread":false},{"title":"abc_pthread.c <span style='color:#111;'> 20.76KB </span>","children":null,"spread":false},{"title":"beastv2_prior_precfunc.c <span style='color:#111;'> 20.18KB </span>","children":null,"spread":false},{"title":"beastv2_prior_precfunc.c <span style='color:#111;'> 20.18KB </span>","children":null,"spread":false},{"title":"abc_cpu.c <span style='color:#111;'> 18.04KB </span>","children":null,"spread":false},{"title":"abc_cpu.c <span style='color:#111;'> 18.04KB </span>","children":null,"spread":false},{"title":"abc_vec_avx_old.c <span style='color:#111;'> 17.12KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_global.c <span style='color:#111;'> 15.43KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_global.c <span style='color:#111;'> 15.43KB </span>","children":null,"spread":false},{"title":"beastv2_basis_gensegment.c <span style='color:#111;'> 13.10KB </span>","children":null,"spread":false},{"title":"beastv2_basis_gensegment.c <span style='color:#111;'> 13.10KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_local_avx2.c <span style='color:#111;'> 12.85KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_local_avx2.c <span style='color:#111;'> 12.85KB </span>","children":null,"spread":false},{"title":"abc_ide_util_R.c <span style='color:#111;'> 12.33KB </span>","children":null,"spread":false},{"title":"abc_ide_util_R.c <span style='color:#111;'> 12.33KB </span>","children":null,"spread":false},{"title":"abc_lzw.c <span style='color:#111;'> 11.84KB </span>","children":null,"spread":false},{"title":"abc_lzw.c <span style='color:#111;'> 11.84KB </span>","children":null,"spread":false},{"title":"abc_win32_demo.c <span style='color:#111;'> 11.62KB </span>","children":null,"spread":false},{"title":"abc_win32_demo.c <span style='color:#111;'> 11.62KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_write_q.c <span style='color:#111;'> 11.46KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_write_q.c <span style='color:#111;'> 11.46KB </span>","children":null,"spread":false},{"title":"_beastv2_gui_plot.c <span style='color:#111;'> 11.39KB </span>","children":null,"spread":false},{"title":"_beastv2_gui_plot.c <span style='color:#111;'> 11.33KB </span>","children":null,"spread":false},{"title":"beastv2_basis_updateKsKe_prec0123.c <span style='color:#111;'> 10.23KB </span>","children":null,"spread":false},{"title":"beastv2_basis_updateKsKe_prec0123.c <span style='color:#111;'> 10.23KB </span>","children":null,"spread":false},{"title":"abc_ide_util_matlab.c <span style='color:#111;'> 10.08KB </span>","children":null,"spread":false},{"title":"abc_ide_util_matlab.c <span style='color:#111;'> 10.08KB </span>","children":null,"spread":false},{"title":"abc_svd.c <span style='color:#111;'> 9.93KB </span>","children":null,"spread":false},{"title":"abc_svd.c <span style='color:#111;'> 9.93KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_printargs.c <span style='color:#111;'> 9.90KB </span>","children":null,"spread":false},{"title":"beastv2_io_out_printargs.c <span style='color:#111;'> 9.90KB </span>","children":null,"spread":false},{"title":"abc_date.c <span style='color:#111;'> 9.79KB </span>","children":null,"spread":false},{"title":"abc_date.c <span style='color:#111;'> 9.79KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_local.c <span style='color:#111;'> 9.31KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_local.c <span style='color:#111;'> 9.31KB </span>","children":null,"spread":false},{"title":"beastv2_io_in_readts.c <span style='color:#111;'> 8.85KB </span>","children":null,"spread":false},{"title":"beastv2_io_in_readts.c <span style='color:#111;'> 8.85KB </span>","children":null,"spread":false},{"title":"abc_ts_func.c <span style='color:#111;'> 8.17KB </span>","children":null,"spread":false},{"title":"abc_ts_func.c <span style='color:#111;'> 8.17KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_local_avx512.c <span style='color:#111;'> 7.84KB </span>","children":null,"spread":false},{"title":"abc_rand_pcg_local_avx512.c <span style='color:#111;'> 7.84KB </span>","children":null,"spread":false},{"title":"abc_mem.c <span style='color:#111;'> 7.50KB </span>","children":null,"spread":false},{"title":"abc_ide_util_common.c <span style='color:#111;'> 7.26KB </span>","children":null,"spread":false},{"title":"abc_ide_util_common.c <span style='color:#111;'> 7.26KB </span>","children":null,"spread":false},{"title":"abc_mem.c <span style='color:#111;'> 7.24KB </span>","children":null,"spread":false},{"title":"abc_mcmc.c <span style='color:#111;'> 7.11KB </span>","children":null,"spread":false},{"title":"abc_mcmc.c <span style='color:#111;'> 7.11KB </span>","children":null,"spread":false},{"title":"beastv2_prior_model.c <span style='color:#111;'> 6.97KB </span>","children":null,"spread":false},{"title":"beastv2_prior_model.c <span style='color:#111;'> 6.97KB </span>","children":null,"spread":false},{"title":"beastv2_basis_updategoodvec.c <span style='color:#111;'> 6.32KB </span>","children":null,"spread":false},{"title":"beastv2_basis_updategoodvec.c <span style='color:#111;'> 6.32KB </span>","children":null,"spread":false},{"title":"beastv2_xxyy_allocmem_q.c <span style='color:#111;'> 5.94KB </span>","children":null,"spread":false},{"title":"beastv2_xxyy_allocmem_q.c <span style='color:#111;'> 5.94KB </span>","children":null,"spread":false},{"title":"tetris.c <span style='color:#111;'> 5.73KB </span>","children":null,"spread":false},{"title":"beastv2_basis_pickcmptId.c <span style='color:#111;'> 4.97KB </span>","children":null,"spread":false},{"title":"beastv2_basis_pickcmptId.c <span style='color:#111;'> 4.97KB </span>","children":null,"spread":false},{"title":"beastv2_basis_allocinitmem.c <span style='color:#111;'> 4.93KB </span>","children":null,"spread":false},{"title":"......","children":null,"spread":false},{"title":"<span style='color:steelblue;'>文件过多,未全部展示</span>","children":null,"spread":false}],"spread":true}]

评论信息

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明