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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- R; e+ Q6 _, ~. o1 U! o- Q
T=input('T=');%从键盘输入从最后一个历史数据算起的第T时点5 d; U8 }, n" \ _) D) O
x1=zeros(1,length(x0));B=zeros(length(x0)-1,2);
1 t$ z( V5 W) T* hyn=zeros(length(x0)-1,1);Hatx0=zeros(1,length(x0)+T);
Q% z1 U; L4 H1 H' [% y$ b1 SHatx00=zeros(1,length(x0));Hatx1=zeros(1,length(x0)+T);
6 M. I; x- P1 nepsilon=zeros(length(x0),1);omega=zeros(length(x0),1); `& U4 q- P9 E7 d8 \
for i=1:length(x0)4 I$ w7 G; p# q) R0 j
for j=1:i
; {( P6 E) i- W- v, m% H x1(i)=x1(i)+x0(j);
* s/ X9 r3 X. }7 Q% n1 A9 j8 x end: b6 n& ] k, _+ }' i1 a
end
; c9 }, Z/ g1 X2 w6 C8 F* j) m [- Hfor i=1:length(x0)-1
0 U U: J2 F5 z B(i,1)=(-1/2)*(x1(i)+x1(i+1));
, D& g+ l, d* c4 V B(i,2)=1;2 O; y, H% z5 T" E7 s: m$ a' [/ H4 s
yn(i)=x0(i+1);! h! `8 t0 J; o3 l
end
( V, f' a. c+ ?7 K5 T% a7 ]HatA=(inv(B'*B))*B'*yn % GM(1,1)模型参数估计
( H- L2 C* Q: S% @2 z% t- `6 ]for k=1:length(x0)+T4 n1 X% z1 m' l( I
Hatx1(k)=(x0(1)-HatA(2)/HatA(1))*exp(-HatA(1)*(k-1))+HatA(2)/HatA(1);
K$ j; |+ ]4 r( t x% @8 Bend
. A0 T/ W" h3 Q; @( ZHatx0(1)=Hatx1(1);
- v3 S' G& |, l9 U' M& H5 `for k=2:length(x0)+T
, f% ]; _' x- }9 A; o! p6 S Hatx0(k)=Hatx1(k)-Hatx1(k-1);%累计还原得到历史数据的模拟值
+ k3 v* ?- I o% E" u- y3 b8 Jend3 O1 q' s8 N6 S0 o
for i=1:length(x0) %开始模型检验7 |/ V7 T) H* l, I5 w0 Y7 L
epsilon(i)=x0(i)-Hatx0(i);
2 o9 a9 i$ m* l5 v+ |( _0 Y0 r4 j omega(i)=(epsilon(i)/x0(i))*100;% P6 E! u2 i) ~9 M/ C
end- Z: n" X. b) X9 C
% x0;Hatx0;epsilon;omega; %必要时去掉%得到各种数据7 }! ]. e8 ^' U4 |) _% z
c=std(epsilon)/std(x0);p=0;& v l A' o2 X3 Y! Q
for i=1:length(x0)
8 f- q- p( a$ ]' W9 V if abs(epsilon(i)-mean(epsilon))<0.6745*std(x0)
1 H( z7 p% F$ a2 |) b1 P p=p+1;
: o B7 l- \, Y k& D6 E2 b end
, J1 J3 M4 `* n' ^3 O# cend
% y. x2 l/ @& Sp=p/length(x0)
1 I/ [( |8 R6 O1 }7 h* N3 nif p>0.95 & c<0.35! F- f; j6 y1 s3 C' [; D+ W3 U+ \3 ?6 X
disp('The model is good,and the forecast is:'),
- f0 j, \0 ^1 L disp(Hatx0(length(x0)+T)): ^/ d& f$ ~: n* e
elseif p>0.85 & c<0.5: e: z" _" b9 S2 f
disp('The model is eligibility,and the forecast is:'),
m* w4 _ G' {& W4 Z* H disp(Hatx0(length(x0)+T))# g! j* }5 A" c6 b. X$ Y
elseif p>0.7 & c>0.65, N, A7 L! Q* @5 Y8 i8 O' J
disp('The model is not good,and the forecast is:'),7 w% c% h3 T/ `( A1 P/ Q
disp(Hatx0(length(x0)+T))4 v# | r: l% _* G( H4 U/ t
else p<=0.7 & c>0.65: r5 j7 F2 X( M$ N& W+ R
disp('The model is bad and try again')% u3 e0 ]# `0 o5 X k3 R$ r- A
end
, m) }6 H/ |' R7 M9 ^% e- w- _for i=1:length(x0)
4 n7 Y1 q4 \ Y4 ~2 \2 ]$ A Hatx00(i)=Hatx0(i);: W$ x/ c; Z9 S0 Q+ g. E; [
end ?( ?+ F6 H$ S; l8 d
z=1:length(x0);
* Q) Q. l. D% y% |0 K4 `plot(z,x0,'-',z,Hatx00,':') %将原始数据和模拟值画在一个图上帮助观察' H- ]% ^4 r0 a: c( { |( L* [
text(2,x0(2),'History data: real line')
+ p1 f$ x, i/ K) r0 ^# dtext(length(x0)/2,Hatx00(length(x0))/2,'Simulation data:broken line')% S5 J. H/ h# W9 n$ z" ?$ T K" }
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# l: D. N; O. h" F% Q" j8 u
0.07925621- z A# H( ]4 T' g
0.052318818" W h& f6 S" G. ^/ b5 i" O" a
0.041252502' p$ G% r+ o% |8 X2 c2 Z
0.021800479" Z; Q. ~3 r8 U/ ^/ w6 r5 Y( T
0.053132975: A* H9 O8 Z! x. H7 m: C) \
0.089908836
7 p2 p8 f+ A7 O0.1091532193 T3 N' J4 p: z- M+ O" F& E7 T% \
0.079331832
7 W1 l3 `: Y- N2 T4 x: [5 r0.342192598
, ]0 @6 K9 L: h+ l0.099718142
, k F% c7 y9 L+ d1 d. F3 k9 P0.135194823
# f% i0 ~' X, Y9 n+ d3 n+ @0.1092740377 ^ k( V" @' v
0.081520139 s+ J* P+ o. H4 G9 V2 D
0.067876355. T7 x3 F* ~" k6 {
0.064706843
" Q7 K& B/ ^8 n0.055562197
1 V3 ~9 g# b9 |; M0.050848544% T* ^0 k6 k2 p; p* Q* U3 J
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