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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x08 \, g2 S1 c& A
T=input('T=');%从键盘输入从最后一个历史数据算起的第T时点
H5 l, ]# h) m- y2 Ex1=zeros(1,length(x0));B=zeros(length(x0)-1,2);
& T8 f8 ^) p. [' z0 Xyn=zeros(length(x0)-1,1);Hatx0=zeros(1,length(x0)+T);* w3 j4 K( D; f
Hatx00=zeros(1,length(x0));Hatx1=zeros(1,length(x0)+T);
& i+ i6 d+ S- R) K" Depsilon=zeros(length(x0),1);omega=zeros(length(x0),1);
0 v' e( ]! W; S: Q1 l% Xfor i=1:length(x0)
4 J( k( E4 Z1 Q8 N; P2 e for j=1:i
1 X" V3 _/ J8 V# Q% O x1(i)=x1(i)+x0(j);! V8 R$ u& C0 k2 g' `
end
0 e( y/ j9 @4 _* ]4 pend
& \9 y9 _+ f+ z# Qfor i=1:length(x0)-13 S* d; v4 c) x+ z, s x
B(i,1)=(-1/2)*(x1(i)+x1(i+1));
' q' j- i% g( ` ]! ` B(i,2)=1;& J( ?% @& _% O0 D
yn(i)=x0(i+1);; i9 c2 W( f) A
end
$ k' G/ c: _! T9 {5 @" pHatA=(inv(B'*B))*B'*yn % GM(1,1)模型参数估计9 z) ~; w( ~+ ^3 |8 I
for k=1:length(x0)+T
9 P- X2 b1 N2 U6 {" @ Hatx1(k)=(x0(1)-HatA(2)/HatA(1))*exp(-HatA(1)*(k-1))+HatA(2)/HatA(1);; D& J1 Y' t, K9 \' E5 Y9 l
end
0 C% }7 p9 ~) aHatx0(1)=Hatx1(1);
4 {, y. a, o; ]- t7 G9 H$ yfor k=2:length(x0)+T% B% K% V& ?8 `7 p5 K
Hatx0(k)=Hatx1(k)-Hatx1(k-1);%累计还原得到历史数据的模拟值8 N$ k) h0 x" p
end# ~+ H/ b9 V+ R. r6 f1 O% T
for i=1:length(x0) %开始模型检验
4 v! x, C/ Y2 M/ ^ epsilon(i)=x0(i)-Hatx0(i);! u- P3 r2 }5 B+ _
omega(i)=(epsilon(i)/x0(i))*100;
# [1 @' i* C3 i3 _1 Yend% O. r) j% G( `( S+ X- i
% x0;Hatx0;epsilon;omega; %必要时去掉%得到各种数据
1 }! N7 z0 a; W7 C6 o. |! ^" kc=std(epsilon)/std(x0);p=0;
+ A* M3 n5 S8 L c: u+ \$ L. kfor i=1:length(x0)
. V1 o& v3 F+ {7 x1 P" A" r if abs(epsilon(i)-mean(epsilon))<0.6745*std(x0)0 M' G( K A+ |
p=p+1;
% R' k& C* g# c: `2 `, D6 |! O end
! f: N5 |+ r1 L3 Z* _. z+ Kend
5 E a5 W% m' M. n. Ap=p/length(x0)
# `+ n) q5 e5 \+ | @2 pif p>0.95 & c<0.35
a% z5 A) l$ {- E( w disp('The model is good,and the forecast is:'),7 i7 |8 ~2 Z5 u% S) C/ F
disp(Hatx0(length(x0)+T))% E+ ?& W; {9 o) {
elseif p>0.85 & c<0.5, }0 A! L8 d; F0 L p* `
disp('The model is eligibility,and the forecast is:'),
% q5 @, @( ~/ u6 o, d' h- J disp(Hatx0(length(x0)+T))
8 c% p3 k3 S& p8 w1 F- F7 j3 N2 ?. Selseif p>0.7 & c>0.654 c! t0 @9 @7 M! @: P
disp('The model is not good,and the forecast is:'),! \7 u2 U1 M, W8 t3 {$ q- c
disp(Hatx0(length(x0)+T)), n$ P r+ n1 r! g
else p<=0.7 & c>0.65# k2 ?" B6 Z V( e2 Z
disp('The model is bad and try again')
+ T4 X' E7 j- }+ ^& U, aend
* q2 z% r) O% c+ _for i=1:length(x0)
3 x! O, ^" {) r1 x" O Hatx00(i)=Hatx0(i);6 }5 P) d5 i @ a7 E, E0 R; G: l5 s i+ R
end- M* O( H, o8 O2 u
z=1:length(x0);
1 t( h9 O1 R1 [. q2 h0 kplot(z,x0,'-',z,Hatx00,':') %将原始数据和模拟值画在一个图上帮助观察
1 u; `# v' h& z _9 ltext(2,x0(2),'History data: real line')
$ w3 M+ y1 t* G( Ptext(length(x0)/2,Hatx00(length(x0))/2,'Simulation data:broken line')5 G6 r5 _1 v/ ]
endT=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. X+ H/ d+ S* z& a5 y& E
0.07925621& s/ j r6 _ Z- |
0.052318818. @- j, R8 N E( i% o
0.0412525027 x4 D# h. j) w" W$ I; A6 s8 d a) @
0.021800479
`* r) ^$ d7 Q/ k! c% Y: c8 ^, Q0.053132975
]# E0 V( s) N# C* e, W, h, F0.089908836% \. M f# V) o$ n4 J6 V- B. C
0.109153219
8 Y3 T1 e& q3 x- ~0.079331832) A. h$ P) ]0 m0 \$ E+ m: r0 ?: B2 t% q
0.342192598' I0 @- {3 B. B! I- W
0.099718142
: P3 F# D( {" a7 m7 ^0.135194823
3 d. G @" r, x& a( g f. u: n0.109274037
9 |) _* H# {4 R& N0.08152013
6 D- ^0 _' M% u9 }0.0678763552 b) [, I, L+ J
0.064706843
) { v2 E4 h+ {0.055562197
& Q) y) c7 l( b- s+ ^0.050848544
. O" }" G" e) [0 C" i) ~* w, _! C]'; |
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