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GM(1,1)灰色模型的程序实现function GM1=fungry1(x0) %输入原始数据x0$ l5 v- R. A# _' M% w, H
T=input('T=');%从键盘输入从最后一个历史数据算起的第T时点
( n1 @7 u4 Z9 x/ z1 qx1=zeros(1,length(x0));B=zeros(length(x0)-1,2); n4 b i0 u) u5 G' z$ z5 ~* o' J. R
yn=zeros(length(x0)-1,1);Hatx0=zeros(1,length(x0)+T);
/ B6 P0 n. a% l8 k+ K, w1 fHatx00=zeros(1,length(x0));Hatx1=zeros(1,length(x0)+T);
3 e0 f- {: O4 i8 f5 B0 k/ `( |epsilon=zeros(length(x0),1);omega=zeros(length(x0),1);
: T: I& ?7 ?7 P+ W. Y) Bfor i=1:length(x0)1 z- e9 ?1 a8 n
for j=1:i+ @; ^5 `: Q5 C6 d# r1 Z
x1(i)=x1(i)+x0(j);. M G( T, w" B' l" e3 y; d
end6 x. z% c5 M9 E. A2 P
end
* c7 v$ q7 G/ ^6 [% M# Z% Mfor i=1:length(x0)-1
% m. A/ w8 S+ s4 V B(i,1)=(-1/2)*(x1(i)+x1(i+1));
D0 r9 W a1 z7 w3 S! z) | B(i,2)=1;
2 N' x1 R( Z: u7 T5 S: D" { yn(i)=x0(i+1);
! \8 e* a3 x9 r8 x" W( u3 Uend
2 i5 q& y8 r2 hHatA=(inv(B'*B))*B'*yn % GM(1,1)模型参数估计) Z; I/ p3 i5 g0 z2 [
for k=1:length(x0)+T& b+ P4 @4 a4 G# F
Hatx1(k)=(x0(1)-HatA(2)/HatA(1))*exp(-HatA(1)*(k-1))+HatA(2)/HatA(1);$ K/ I& j6 H/ p+ ?0 b- F4 j; L. e
end: E1 c: A" N( C$ G/ n% x' ?
Hatx0(1)=Hatx1(1);( ]+ |4 h0 l4 m3 N/ x. z/ t
for k=2:length(x0)+T
* z0 ~% A7 Z' A. C1 @* t Hatx0(k)=Hatx1(k)-Hatx1(k-1);%累计还原得到历史数据的模拟值5 e3 g5 c0 q' E5 f. o
end
0 z( {+ t% u; e9 {for i=1:length(x0) %开始模型检验
; i& A& e# D( m2 h/ C epsilon(i)=x0(i)-Hatx0(i);
3 S( D+ D' W% t6 T4 d3 n/ V& L; X omega(i)=(epsilon(i)/x0(i))*100;
! g' \3 v/ k8 B7 J. L& _end
% }8 t8 U; h+ r. j4 }% x0;Hatx0;epsilon;omega; %必要时去掉%得到各种数据' Q; L$ T" {0 a p; l
c=std(epsilon)/std(x0);p=0;% X/ o4 s; h8 w# N1 N$ K
for i=1:length(x0)
3 L. O; |4 A, \% } if abs(epsilon(i)-mean(epsilon))<0.6745*std(x0)6 w0 A4 v [2 \. M) [4 j" y3 s* r
p=p+1;
( I0 c9 \. K! i1 e7 z; q end
- k: u' \: W- Q. l! |end
/ }1 n5 Y1 D7 ]; n1 ^& t- qp=p/length(x0)$ b! T" {+ J7 H, [% B/ i( P
if p>0.95 & c<0.35$ n1 L R3 V- U% C; w5 a4 U6 p
disp('The model is good,and the forecast is:'),1 G) p0 L/ y/ o" x8 p
disp(Hatx0(length(x0)+T))
6 y ]* |& y$ S# \elseif p>0.85 & c<0.5( H# A. F5 ?8 G/ u! Q: x
disp('The model is eligibility,and the forecast is:'),3 U0 a8 c+ @2 D) H
disp(Hatx0(length(x0)+T))
9 P- v- W- R0 ^elseif p>0.7 & c>0.65
8 ~% W% @, @! V" f9 A/ r disp('The model is not good,and the forecast is:'),3 e5 U8 |7 [$ S* V) d
disp(Hatx0(length(x0)+T))
% {. k W! l- E% E% V. k2 G- V9 `else p<=0.7 & c>0.65 q; g x. b5 d; p
disp('The model is bad and try again'); C0 a8 h/ |5 F3 t
end
& B$ `9 k: ~# X; L0 afor i=1:length(x0)
% m- E+ m& v, ?! V, Z! P Hatx00(i)=Hatx0(i);7 g, z3 F2 O/ _+ G
end) T( o) m. d* H1 J: ^
z=1:length(x0);" k, r8 K: Y! W: d2 k
plot(z,x0,'-',z,Hatx00,':') %将原始数据和模拟值画在一个图上帮助观察! Y: g; \4 a0 P
text(2,x0(2),'History data: real line')3 h8 E$ V5 e0 y
text(length(x0)/2,Hatx00(length(x0))/2,'Simulation data:broken line')
' h, B- w3 M) d v8 z/ jendT=input('T=');%从键盘输入从最后一个历史数据算起的第T时点????是指什么啊,请大哥们,大姐们教一下,我急用,请快,谢谢我的初始值x0=[1.620938526/ t9 x3 l& h. F
0.079256215 s8 V' W& w; p4 L% U
0.0523188187 D0 v/ v) }0 F8 z& m4 y
0.0412525021 {+ R, s' r, l- ^
0.021800479
6 o4 Z! s* r* f4 h$ R h% ^0.053132975
1 ~& m: w, l2 j/ ~& R ~0.089908836/ D, E5 n0 Z' i& t# B2 j
0.109153219
* f3 {( C! d* T0.079331832
' L3 T u; s4 b+ q0.342192598! f) c3 v6 A& H4 B
0.0997181426 |. I c7 s) f2 G5 d+ L3 w
0.135194823! I i* w* w, D: f
0.109274037# c; M4 [! i& s6 {
0.08152013
6 L+ Z; l, V7 }, X. d0.067876355
2 D: Z2 {) e7 y: N0.064706843
6 C8 a, w1 j6 d( ]. T" w% Z( X6 g0.0555621978 L8 F+ ^1 P: e
0.050848544
1 D5 ^* i& J% \( j p/ ]]'; |
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