yule-walker

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Andreza-Nascimento / System-Identification

This repository contains a collection of assignments completed for the System Identification and Parameter Estimation (TIP7044) course at the Federal University of Ceará during my Master's degree.

time-series parameter-estimation system-identification information-criterion ols-regression-model arx-model yule-walker

Updated Feb 15, 2024
MATLAB

Tugbars / ARIMA-in-C

Star

This repository is a self-contained ARIMA (AutoRegressive Integrated Moving Average) implementation in C

arima newton-raphson qr-decomposition time-series-analysis maximum-likelihood-estimation arima-model mle time-series-prediction time-series-forecasting arima-forecasting least-squares-estimation yule-walker

Updated Mar 1, 2025
C

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