时间序列预测（必须掌握）
时间序列预测（必须掌握）与马尔可夫链预测互补，至少有两个点需要信息的传递，ARMA模型，周期模型，季节模型等
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clc,clear
y=[533.8 574.6 606.9 649.8 705.1 772.0 816.4 892.7 963.9 1015.1
1102.7];
m=length(y);
n=; %n 为移动平均的项数
for i=1:length(n)
%由于n 的取值不同，yhat 的长度不一致，下面使用了细胞数组
for j=1:m-n(i)+1
yhat{i}(j)=sum(y(j:j+n(i)-1))/n(i);
end
y12(i)=yhat{i}(end);
s(i)=sqrt(mean((y(n(i)+1:m)-yhat{i}(1:end-1)).^2));
end
y12,s
https://img-blog.csdnimg.cn/20190823152527222.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
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y=[6.35 6.20 6.22 6.66 7.15 7.89 8.72 8.94 9.28
9.8];
w=;
m=length(y);n=3;
for i=1:m-n+1
yhat(i)=y(i:i+n-1)*w;
end
yhat
err=abs(y(n+1:m)-yhat(1:end-1))./y(n+1:m)
T_err=1-sum(yhat(1:end-1))/sum(y(n+1:m))
y1989=yhat(end)/(1-T_err)
https://img-blog.csdnimg.cn/20190823152640477.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
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clc,clear
load fadian.txt %原始数据以列向量的方式存放在纯文本文件中
yt=fadian; n=length(yt);
alpha=0.3; st1(1)=yt(1); st2(1)=yt(1);
for i=2:n
st1(i)=alpha*yt(i)+(1-alpha)*st1(i-1);
st2(i)=alpha*st1(i)+(1-alpha)*st2(i-1);
end
xlswrite('fadian.xls',)
a=2*st1-st2
b=alpha/(1-alpha)*(st1-st2)
yhat=a+b;
xlswrite('fadian.xls',yhat','Sheet1','C2')
str=char(['C',int2str(n+2)]);
xlswrite('fadian.xls',a(n)+2*b(n),'Sheet1',str)
https://img-blog.csdnimg.cn/20190823154134210.png
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clc,clear
load touzi.txt %原始数据以列向量的方式存放在纯文本文件中
yt=touzi; n=length(yt);
alpha=0.3; st1_0=mean(yt(1:3)); st2_0=st1_0;st3_0=st1_0;
st1(1)=alpha*yt(1)+(1-alpha)*st1_0;
st2(1)=alpha*st1(1)+(1-alpha)*st2_0;
st3(1)=alpha*st2(1)+(1-alpha)*st3_0;
for i=2:n
st1(i)=alpha*yt(i)+(1-alpha)*st1(i-1);
st2(i)=alpha*st1(i)+(1-alpha)*st2(i-1);
st3(i)=alpha*st2(i)+(1-alpha)*st3(i-1);
end
xlswrite('touzi.xls',)
st1=;st2=;st3=;
a=3*st1-3*st2+st3;
b=0.5*alpha/(1-alpha)^2*((6-5*alpha)*st1-2*(5-4*alpha)*st2+(4-3*alpha)*st3);
c=0.5*alpha^2/(1-alpha)^2*(st1-2*st2+st3);
yhat=a+b+c;
xlswrite('touzi.xls',yhat','Sheet1','D1')
plot(1:n,yt,'*',1:n,yhat(1:n),'O')
legend('实际值','预测值',2)
xishu=;
yhat1990=polyval(xishu,2)
https://img-blog.csdnimg.cn/20190823154529326.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
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https://img-blog.csdnimg.cn/20190823155114852.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
https://img-blog.csdnimg.cn/20190823155121924.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
https://img-blog.csdnimg.cn/20190823155126943.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
https://img-blog.csdnimg.cn/20190823155131924.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzI1ODYyMjA5,size_16,color_FFFFFF,t_70
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原文链接：https://blog.csdn.net/qq_25862209/article/details/100029925
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