rcpsp
2021-05-20 21:04:23 1.23MB 理论研究
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高通平台camera驱动调试步骤中文版,适合新手快速入门调试参考。
2021-04-28 08:48:44 1.81MB sensor power up procedure
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PCIE 4.0 connector high speed electrical test procedure
2021-04-19 09:04:12 402KB pci-e
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kettle批量导出mysql存储过程,利用kettle的循环批量导出mysql 单个存储过程sql脚本,并生成命令行.source文件
2021-04-15 11:17:23 12KB kettle mysql procedure
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telnet客户端程序-telnet customer end procedure
2021-04-14 09:03:35 21KB telnet
完整英文电子版(22页)Appendix y to subpart b of part 430—uniform test method for measuring the energy consumption of battery chargers(430部分b的附录y –测量电池充电器能量消耗的统一测试方法)。本附录提供了用于测量在直流或美国交流线路电压(115V交流60Hz)下工作的电池充电器的能耗的测试要求。
2021-03-12 13:03:12 498KB DoE test 充电器 能效
英文原版《有限单元法》第2版,K. J Bathe 的经典之作。
2020-01-08 03:11:28 36.91MB finite element; fea; K.J
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Aimed at econometricians who have completed at least one course in time series modeling, Multiple Time Series Modeling Using the SAS VARMAX Procedure will teach you the time series analytical possibilities that SAS offers today. Estimations of model parameters are now performed in a split second. For this reason, working through the identifications phase to find the correct model is unnecessary. Instead, several competing models can be estimated, and their fit can be compared instantaneously. Consequently, for time series analysis, most of the Box and Jenkins analysis process for univariate series is now obsolete. The former days of looking at cross-correlations and pre-whitening are over, because distributed lag models are easily fitted by an automatic lag identification method. The same goes for bivariate and even multivariate models, for which PROC VARMAX models are automatically fitted. For these models, other interesting variations arise: Subjects like Granger causality testing, feedback, equilibrium, cointegration, and error correction are easily addressed by PROC VARMAX. One problem with multivariate modeling is that it includes many parameters, making parameterizations unstable. This instability can be compensated for by application of Bayesian methods, which are also incorporated in PROC VARMAX. Volatility modeling has now become a standard part of time series modeling, because of the popularity of GARCH models. Both univariate and multivariate GARCH models are supported by PROC VARMAX. This feature is especially interesting for financial analytics in which risk is a focus. This book teaches with examples. Readers who are analyzing a time series for the first time will find PROC VARMAX easy to use; readers who know more advanced theoretical time series models will discover that PROC VARMAX is a useful tool for advanced model building.
2019-12-21 21:07:23 22.73MB sas
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