![]() ![]() Latin Hypercube Sampling (LHS) is a statistical method to generate a sampling set from a multidimensional distribution. Latin Hypercube Sampling for Correlated Random Variable, MATLAB Central File Exchange. The associated MATLAB code is available on MathWorks. A quick review of this technique along with an application in energy systems is presented in this document. ![]() Portfolio optimization is a mathematical approach that provides a trade-off between expected profit and risk and commonly used to make investment decisions across a collection of financial assets. (Photos courtesy of and copyright Free Range Stock, Portfolio Optimization, MATLAB Central File Exchange. For more information on TSAF, please watch our YouTube videos. TSAF also features advanced settings such as batch fit and customized filtering. TSAF can fit observed time series to ARIMA models which can be used either to better understand the data or predict future points in the time series. Time-domain and frequency-domain plots along with the autocorrelation and partial autocorrelation graphs enable user to evaluate existence of trend or seasonality and also to identify a particular behaviour in a given time series. TSAF is a free MATLAB toolbox developed to analyze time series and forecast the future. Time Series Analysis and Forecast (TSAF), MATLAB Central File Exchange. ![]()
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