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升级   44% TA的每日心情 | 开心 2012-9-10 21:57 |
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签到天数: 53 天 [LV.5]常住居民I
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标签:灰色模型 gm(1 1) 二次拟合 matlab 分类:技术点滴 ( i! R! Z+ l& X9 t
+ A' @; ]6 R7 }) r3 |
%by allen @ 红嘴海鸥
9 ?2 B- D* |0 y) k4 @+ ~) h%灰色模型预测是在数据不呈现一定规律下可以采取的一种建模和预测方法,其预测数据与原始数据存在一定的规律相似性2 a/ C# p l+ K: y n$ w! K7 e
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%下面程序是灰色模型GM(1,1)程序二次拟合和等维新陈代谢改进预测程序,matlab6.5 ,使用本程序请注明,程序存储为gm1.m. Q3 I7 K4 a2 s; v8 _& A0 u
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%x = [5999,5903,5848,5700,7884];gm1(x); 测试数据
* R @& k0 B$ D1 j* k4 b
- o% M1 p/ ?3 U. `4 \* h%二次拟合预测GM(1,1)模型/ q8 v% x/ i8 I$ n) G8 T
function gmcal=gm1(x). m9 G2 x/ t. r1 a4 |/ [8 S
sizexd2 = size(x,2);
2 W! x, X8 R$ ]* ^" T! O. ^! T$ ]& b%求数组长度! d5 Z4 h6 ?) Y# s4 v# x! z, W& y
; M- P& v5 ^5 Q* d6 Wk=0;0 R0 p) F; q* \) F/ O7 {- B" M
for y1=x
- `' f6 c. X* | H0 p" i1 s5 P% Y k=k+1;+ v/ ~ a+ D& x4 d- ~( f! O% a' }/ X
if k>1
/ s. z* r3 n- K3 }4 ?9 m' i x1(k)=x1(k-1)+x(k);/ _# U2 Y) ?) P+ a! V3 P
%累加生成
* O! m8 Z# b0 w8 k z1(k-1)=-0.5*(x1(k)+x1(k-1)); 7 n* T4 ?2 A J
%z1维数减1,用于计算B# J, E. F$ z2 x/ \% t7 Z) S
yn1(k-1)=x(k);
: P9 v3 r& ]8 X D else
7 H+ t/ o( Q( T. y' p" I x1(k)=x(k);
4 V& @5 e+ z! q% } end
4 M5 B/ s/ p9 U, q9 \end' E$ p v( n% G1 A. y9 t. c5 g
%x1,z1,k,yn10 F% b& s3 |8 g. A4 V/ n
5 t y! k2 J& `- P5 Y# \sizez1=size(z1,2);, b: n- r! z- ]3 U$ N: g
%size(yn1);7 L6 o6 N- j2 _) `9 Y9 A1 v3 _
z2 = z1';
: m% _) V; F. K7 Lz3 = ones(1,sizez1)';
: b3 q+ ?+ I2 Y( G# c" I4 {# u) Q y7 f3 K% G, H: w
YN = yn1'; %转置) |) x3 |' N- O6 r z
%YN
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_% `9 S9 b2 [: j% lB=[z2 z3];
2 v! I- U4 f" L( v, {! n5 G9 Jau0=inv(B'*B)*B'*YN;
9 C4 _$ K& a+ Z7 X: j- J$ Hau = au0';
( h- m j& F9 l- u% t% F; w+ \%B,au0,au9 ~9 }8 S5 h8 ` L
3 x+ \1 o- ^+ [/ H+ j3 \
afor = au(1);
4 |' z4 D/ y7 o# ]1 y$ Bufor = au(2);
$ a3 @1 N9 h( @$ d7 e6 H! D7 fua = au(2)./au(1);
}" A$ u4 g4 B0 l A2 S4 S# d%afor,ufor,ua . S4 d! N' [# E
%输出预测的 a u 和 u/a的值! {5 n" i4 R$ J% {+ M1 K
6 x( _) {0 H/ e5 G! w3 ?1 ]7 K- _constant1 = x(1)-ua;: G; {4 W7 k% S
afor1 = -afor;
# ^! S" R8 B& q( z9 Hx1t1 = 'x1(t+1)';. ~ M6 R* |+ h2 _
estr = 'exp';
/ J( K. r* w4 ^( y( u; P R( Ktstr = 't';7 B# e! I9 k# ]0 R
leftbra = '(';
1 y6 M7 |3 o* a' W0 v2 o6 mrightbra = ')';5 J3 \' o! v8 \2 P8 E3 D
%constant1,afor1,x1t1,estr,tstr,leftbra,rightbra0 J; d( K4 g. @
T: s9 H) \6 N3 i
strcat(x1t1,'=',num2str(constant1),estr,leftbra,num2str(afor1),tstr,rightbra,'+',leftbra,num2str(ua),rightbra)+ R: v% s8 A3 q. r
%输出时间响应方程
/ I! z5 x/ f- e8 p( _6 A
/ Z2 ]- h0 g2 q+ v%******************************************************
* j3 Y* `+ T9 b%二次拟合7 X6 I5 T1 H% {
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k2 = 0;7 G3 X3 R% v1 L" ]# N
for y2 = x1
0 y; I P( R5 M/ B8 T1 l8 p k2 = k2 + 1;0 \% \* N7 Z: G2 x
if k2 > k
_7 J9 O/ H" _' t else# q5 n. m( D% |2 U, Q
ze1(k2) = exp(-(k2-1)*afor);
3 {# O- |6 ^+ H& T6 h$ X end) B. X5 K; r( ~7 J6 ]5 X
end1 N0 t- r1 Q) R
%ze1
/ ~& C7 ?5 k: p$ T) m! F* ]9 ?( D- l) W7 e! r! g! s8 F' w. E% f
sizeze1 = size(ze1,2);- i8 e& N( L& p
z4 = ones(1,sizeze1)';
$ q8 S2 a8 w- E$ C. D1 A# v) _G=[ze1' z4];
7 O& w4 Y9 T& N1 d& sX1 = x1';
* p" W7 ~9 M4 u |9 _) A- rau20=inv(G'*G)*G'*X1;
- y) _! ]3 a2 c# X: Mau2 = au20';
& I% c) X/ c+ V4 q%z4,X1,G,au20
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Aval = au2(1);, s6 A/ V* P3 W# b5 ?
Bval = au2(2);
1 G5 w5 d1 h. A: D8 h4 z0 F%Aval,Bval
f. P+ U8 l& O: Q$ Y' b) b0 J" T%输出预测的 A,B的值4 j5 [0 n: Y) |2 e4 _
+ k, W6 x6 h* Fstrcat(x1t1,'=',num2str(Aval),estr,leftbra,num2str(afor1),tstr,rightbra,'+',leftbra,num2str(Bval),rightbra)" [ E( S8 w' W( b! [( C0 j
%输出时间响应方程6 R% z5 q% R0 J6 m7 V
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nfinal = sizexd2-1 + 1;
" @5 h; {% s5 Y; y. h" c0 e%决定预测的步骤数5 这个步骤可以通过函数传入
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y$ j; ?8 H5 s; X" v%nfinal = sizexd2 - 1 + 1;
L% u7 T, c2 w+ \0 E) v%预测的步骤数 17 ?* f) j4 m$ R; g
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for k3=1:nfinal
+ _/ ?3 H8 R' I x3fcast(k3) = constant1*exp(afor1*k3)+ua;1 ]- b1 T$ j3 C4 ^) z
end
5 K0 W: ~) z2 o3 M' `. }( X%x3fcast
5 \" @# V3 m$ v, S2 v e%一次拟合累加值 @1 D; `% ?, ?- ?+ c) C* h
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for k31=nfinal:-1:0+ B$ t- K' E% w# ? w6 [9 B- w
if k31>1: O. v4 P' t, A3 a
x31fcast(k31+1) = x3fcast(k31)-x3fcast(k31-1);
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if k31>0# k: y9 m6 M# H3 o
x31fcast(k31+1) = x3fcast(k31)-x(1);3 \3 D' [; t- O" C& c5 O/ }
else, R+ ]' Z* d" G+ O
x31fcast(k31+1) = x(1);
" @, ?' A# Q" }- F: r end
. \; E7 H6 i8 [0 }2 i A3 Q( b end
u" q0 f6 h6 j' v3 k; {* z3 A2 U
; h0 {% T/ \3 ]' [2 K& e, Uend
& \1 @# g$ b8 b4 @x31fcast1 O' |6 f5 V, I; q
%一次拟合预测值% H# q9 q9 b. ^$ v; H
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6 R, [7 H: k* L% p8 ?& L! J' d/ ?for k4=1:nfinal
4 M) |8 G7 t, z* C5 [0 Q# B2 i' d x4fcast(k4) = Aval*exp(afor1*k4)+Bval;& O# r% v) n# G+ C' e
end1 t. [! h2 }( M/ I1 v5 ]/ i% P
%x4fcast4 \5 U* s* C9 M7 L8 ]3 t6 f$ n
+ ]. L% b9 w& y" t
for k41=nfinal:-1:0
$ p% K+ N% [6 q2 c, X3 U' ?1 W9 U if k41>1
6 O/ q o# K" C4 u/ t x41fcast(k41+1) = x4fcast(k41)-x4fcast(k41-1);$ C7 g5 y2 F% g6 |! X
else0 T) k- s9 r8 J" @" {
if k41>0! m, d3 X5 w+ b" m# o# N
x41fcast(k41+1) = x4fcast(k41)-x(1);
! \, |+ c8 `- Y0 F else
1 x) S+ a1 F' Y; P% x/ C; L x41fcast(k41+1) = x(1);# T6 P( \$ J: q4 K- ?
end2 }9 |: D, O. }; R9 g" v+ z3 i
end( k: q/ p/ \5 c0 H! q7 T# T
0 _' S" g9 N7 L# R2 s1 R7 f
end. ?* X( A1 C( U/ Z K# J
x41fcast,x) r( Q: H p1 l% z( z: \, y+ u4 Q
%二次拟合预测值
' \8 m$ s& v: I: X/ C6 D, |% h
8 z9 L! l* u- [8 x- {( |, z% P%***精度检验p C************//////////////////////////////////
4 U% z) |: G7 ^0 A- @8 p: t' Gk5 = 0;
8 y3 D* V( b* y: _+ ~* dfor y5 = x
* z4 g# G- A1 d$ ^8 ~0 F k5 = k5 + 1;* Z6 R4 X% x+ g; { T- R3 l/ \# `
if k5 > sizexd2
# s* e" t' A, A else' Y: K# ?8 ]+ y7 `% P, L4 W
err1(k5) = x(k5) - x41fcast(k5); 8 z0 d) V8 b" \
end: h& x! D) n5 P; Q- I, C# g
end
1 x& e/ C# e( [: N9 T- T%err1
* d+ z' _1 P* L- w%绝对误差; c7 o# B6 I/ D! J; f% i
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% b! G5 I+ O( A" D4 P6 \1 f0 Lxavg = mean(x);
, H9 t3 B6 d1 S: B5 Z%xavg2 u# }" r! P. s4 Z
%x平均值% Y' f t8 C! b3 ?, J
2 ~3 O0 L Y; y. k" ?' S: Aerr1avg = mean(err1);
5 t! b' V2 c/ f1 Q- t%err1avg$ }5 S* u2 P* [- e+ W/ X9 Z
%err1平均值
/ G# o: H% F+ T/ p. Z" j6 y
$ F/ B: `3 t3 e* J! qk5 = 0;) w* i" r* R: P3 h( F; V( V0 K+ Y
s1total = 0 ;) n8 v2 t# A4 w4 U0 O( h$ X
for y5 = x$ }7 V, Z& Y% p2 {$ B
k5 = k5 + 1;! E- V3 ?9 `$ f$ G/ ?; y
if k5 > sizexd2
/ ^$ F. R7 u/ } else3 [# [4 U/ k% v' m
s1total = s1total + (x(k5) - xavg)^2; 0 h4 R1 W7 _+ s, \0 |
end& Y1 X T2 `6 D6 U. x2 T/ c
end
' J7 z2 K" m4 C# D J1 Hs1suqare = s1total ./ sizexd2;; U8 f* g7 ], P4 Y" c/ d7 U: t
s1sqrt = sqrt(s1suqare);+ k6 Z, C+ n' J+ v' y* @5 V& p1 u
%s1suqare,s1sqrt/ x0 X6 v, U3 h' \) k" L1 ?
%s1suqare 残差数列x的方差 s1sqrt 为x方差的平方根S1 L+ j, R+ w7 ~9 u) }* i+ Q
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k5 = 0;- o; P/ L0 [7 g+ w* F* {
s2total = 0 ;
9 w. N# U' ?* k2 L; Q s1 Sfor y5 = x
" O k' c" T# [3 E& ], w9 \9 a# ^ k5 = k5 + 1;
X& g* Q( @2 S" T) L if k5 > sizexd2 2 F4 @0 J( e% B# U, g
else( B3 ?, i6 J, [ S, W, ?& o
s2total = s2total + (err1(k5) - err1avg)^2; ) C9 G8 V! U2 c# w
end
/ z; b J" y/ o, s' x K ^0 Fend
* v8 \- o; w+ n8 |s2suqare = s2total ./ sizexd2;
0 u0 l# w$ b/ n. @( s2 G%s2suqare 残差数列err1的方差S2 ?# P; V$ x% c& C `; H4 y/ y( N- q
; k1 k/ F3 ]) k% R
Cval = sqrt(s2suqare ./ s1suqare);0 _6 g% l! [! f7 P- ] G
Cval
, L2 g6 T9 \# O' Q%nnn = 0.6745 * s1sqrt
0 Q% i# {+ F/ [+ B7 a% j' A%Cval C检验值
: r; {" P3 v' j. K2 ~* a5 e9 E0 P! q' ~; }" m0 @# S
k5 = 0;
* l. _" u$ D9 ?+ |pnum = 0 ;( U1 U% z/ S, n( r. u
for y5 = x3 G6 W' P! a9 R
k5 = k5 + 1;
2 p* p6 w4 B, f; D( a' q9 ]1 O' z if abs( err1(k5) - err1avg ) < 0.6745 * s1sqrt# r* A0 L, ?9 J; B
pnum = pnum + 1;
' f* Z) N) L! y, a9 t %ppp = abs( err1(k5) - err1avg ) # C3 X7 o9 k6 O) N; e* s
else. n9 ~ y0 w, g/ ?
end
& m+ x5 ]" I* y( z$ gend$ ~% f+ d' q- l9 L' }8 p
pval = pnum ./ sizexd2;
, N$ ~4 o: z* u9 hpval
9 ]) C9 Z) }" Z%p检验值
! p: T# p" T7 [: H$ m L/ A
5 w. z" H L0 g* ]2 ?%arr1 = x41fcast(1:6)
灰色预测MATLAB程序.txt
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