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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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) H3 w7 E& E u8 x' q/ g; G标签:灰色模型 gm(1 1) 二次拟合 matlab 分类:技术点滴 , z: d5 G% n ]* X& _$ ^# ]2 h
! }8 J/ }8 @5 m0 f& q8 ^+ n
%by allen @ 红嘴海鸥
" Y5 q% C' Q. O%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
. H% s) |8 P4 F/ K' b
: z" W. ^$ S% Y* l) w%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
# C0 Y6 x( x; H! f$ b
- A& i7 o$ B& [%x = [5999,5903,5848,5700,7884];gm1(x); 测试数据
Z8 p+ A3 W' y6 j3 n' O3 A8 U `6 S/ s" O8 I3 ^, _
%二次拟合预测GM(1,1)模型/ N. |& j( y3 q# D. F2 M
function gmcal=gm1(x)1 H w6 {" ~9 D
sizexd2 = size(x,2);
& Q9 b+ F' P4 L7 l x6 }% V* f$ h%求数组长度- d3 K2 H% C. J. r! k; C5 E
E4 y6 b% q% N1 e7 dk=0;& Q& H8 B& R+ K, S4 z
for y1=x6 y" H7 x3 ]; S- t. j+ y4 m
k=k+1;- b5 V e2 b- T) v$ g
if k>1' ^5 m' z# J3 T" ?0 a
x1(k)=x1(k-1)+x(k);
" T( l: d) l2 I5 l K! [4 S- q %累加生成
b) z$ f0 w8 P9 R z1(k-1)=-0.5*(x1(k)+x1(k-1)); * Z4 f% h8 H+ j8 Q6 Y
%z1维数减1,用于计算B
9 o5 U9 B" {$ ^ yn1(k-1)=x(k);; O- O$ {; F6 N! `5 P4 O2 E9 a8 {
else! b- o. f, n6 s; J" r
x1(k)=x(k);
" ]# I' c, {0 U- b' _* t end
$ ?, O: _) e; h6 R/ Z: o# T, Pend
% G' y8 z+ \: m: q$ a. [%x1,z1,k,yn1* D( y/ \7 \' `( U
+ }' p7 `2 N% k* c, t! L( C) vsizez1=size(z1,2);
1 ?0 m* I% n6 H m1 n%size(yn1);
6 \& ^' T L K( Cz2 = z1';) R+ V# k8 b& n: N
z3 = ones(1,sizez1)';
9 n% J* b" t( n) J, o Q" ?
4 r! E& G& u" A) M8 }# n+ b& zYN = yn1'; %转置- G# o) k1 X1 V) \
%YN
e. w$ O/ d1 q: S
$ o% Q3 h R; V9 U) ?( UB=[z2 z3];
* j$ v6 Z( c' F1 oau0=inv(B'*B)*B'*YN;
( r& i3 e* I" Q! z3 J, Q" i# Pau = au0';' q' R0 `- a" B6 T5 \2 J
%B,au0,au4 S5 t5 _9 e3 ~- X& N% {2 A
. n; G# E2 e9 I3 Q# g6 a- Q* ?
afor = au(1);
. L' l0 L* a" v# \( J$ M4 b) S, Pufor = au(2);
: j# \4 J8 j( [3 C5 b# K9 T0 d( zua = au(2)./au(1);
+ A# j. X! p/ a7 T3 p# S1 s# y%afor,ufor,ua " d9 l C$ [ k J$ y
%输出预测的 a u 和 u/a的值
$ y2 B# v, K+ X
7 G9 O+ [) c# econstant1 = x(1)-ua; S' e2 l2 M: _% A7 E
afor1 = -afor;
, G" A8 q- [0 H8 E6 b3 j5 j9 C* }x1t1 = 'x1(t+1)';
1 b3 Q0 }! y6 Y" W& [; aestr = 'exp';
' q B6 ]4 j3 P; p2 m& t& S, Jtstr = 't';
& @6 C! x3 |' ^% n, q0 [# F: Nleftbra = '(';* H( _& L- `6 \/ ] {
rightbra = ')';5 q% b% X$ f( p" ^1 u7 R
%constant1,afor1,x1t1,estr,tstr,leftbra,rightbra# M- s1 i, h8 i' P9 o
1 o9 u4 r% o& e- |) B* A
strcat(x1t1,'=',num2str(constant1),estr,leftbra,num2str(afor1),tstr,rightbra,'+',leftbra,num2str(ua),rightbra)
2 D/ }/ g+ |. F% H, E7 f%输出时间响应方程
+ y! \7 a/ N4 F" V9 w: Z. }1 `/ G/ k7 t$ x4 ^0 H7 z$ b5 I
%******************************************************
6 h7 g: k) t8 e, x+ | ^/ P%二次拟合; l' ~. t4 n1 H
( g% }' W( o: z
k2 = 0;6 x* O l3 B W. ]+ D# b
for y2 = x1
& u0 k# n% b1 J: S: x V k2 = k2 + 1; q n7 a+ G6 ^3 i) d$ C. D$ I$ P
if k2 > k
7 ^0 S; K1 `# G+ a6 Q else$ H6 e3 k5 D# A1 f
ze1(k2) = exp(-(k2-1)*afor); 8 i$ Z1 ]3 U) V) n3 }1 e8 u
end
" m* u6 y) L0 K2 \% Tend
. \9 v. t% W7 L* U%ze1
! D8 m( R4 Q3 g* I8 V. r3 s' q
" }1 f E' a9 o" }! q7 j( Bsizeze1 = size(ze1,2);
4 G! C& C# y, O4 z/ z0 Nz4 = ones(1,sizeze1)';
: q2 S$ J Z' b- U1 R. g. XG=[ze1' z4];0 R! j( b& k" z) |' D; B0 b& }
X1 = x1';+ M ~% m+ b# }
au20=inv(G'*G)*G'*X1;- K* A- ^: G- N8 C0 m
au2 = au20';4 H# i: i8 N f1 ^5 H
%z4,X1,G,au20
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Aval = au2(1);; c5 Q! ?$ m+ `( a* B% ]
Bval = au2(2);, S0 u c" `) @1 M g
%Aval,Bval
) x7 P2 } N0 R. F D% C%输出预测的 A,B的值
# R3 N/ J- \5 H
1 K, m4 C+ y; V) F* g7 x& K6 pstrcat(x1t1,'=',num2str(Aval),estr,leftbra,num2str(afor1),tstr,rightbra,'+',leftbra,num2str(Bval),rightbra)
" K c8 C% r8 F% n6 {%输出时间响应方程+ e6 T% I$ ?% ?' U9 f# f
% W+ [/ X: @. ~. g7 Vnfinal = sizexd2-1 + 1; N$ n: s/ e/ K# z$ e/ K, n
%决定预测的步骤数5 这个步骤可以通过函数传入/ g- X& D2 z1 v, ?
4 ]9 S b! ^0 E& z
%nfinal = sizexd2 - 1 + 1;; I5 `8 q( w3 Z: `/ {& L+ g
%预测的步骤数 1
2 h7 P" k7 z0 w& s
l8 l+ l. G1 Xfor k3=1:nfinal
( S1 e+ n$ u; s; ]8 S x3fcast(k3) = constant1*exp(afor1*k3)+ua;1 L8 h! U2 X; `# E1 [6 Z$ n! B
end
+ f3 i, o# y/ H1 a/ o4 ^6 E%x3fcast
1 E# c+ w/ u+ i9 |% t; u4 m%一次拟合累加值7 V; u! G* w3 O5 s6 F
9 m% W+ W2 T8 Z* {0 mfor k31=nfinal:-1:05 N# e/ O8 r I& R( l K! ~
if k31>1) e3 D4 C* |4 r* [' @' w Y
x31fcast(k31+1) = x3fcast(k31)-x3fcast(k31-1);
0 A4 w. n8 t7 n" { else/ [ Z- p5 \: V+ Q S
if k31>01 H! i4 y$ n5 h, m
x31fcast(k31+1) = x3fcast(k31)-x(1);
, L4 r8 F" @9 l1 |5 E% [ else( u e9 E% R& L4 o
x31fcast(k31+1) = x(1);/ o$ `5 F% m; u6 z; z
end
5 Z9 W$ v4 `) v' o: d" x& k end2 s1 E, o& T" Z. J- [8 Q; _
/ v% r% k6 U3 y" b0 ^* qend7 ^/ }7 s+ Z) N: o
x31fcast2 A# u: Y2 g2 [8 p0 Q
%一次拟合预测值0 r9 a8 j4 y: V5 x' b& V* a
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( f* w/ h' X* X' {6 {( qfor k4=1:nfinal7 P0 Q8 ^ m3 A
x4fcast(k4) = Aval*exp(afor1*k4)+Bval;0 _7 a+ G4 p9 D! q: g7 A0 j
end4 c/ [1 x6 {8 w
%x4fcast5 {1 b6 `: @8 T0 P Z) n) i
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for k41=nfinal:-1:04 Z. m) B- h C1 f/ X# n4 |( U
if k41>1& k3 k8 U4 y! [# n+ v$ t, Z
x41fcast(k41+1) = x4fcast(k41)-x4fcast(k41-1);9 z( k7 u. f% p$ s
else
( \# j* f+ V& L2 w if k41>03 {+ h: _2 d7 C5 t8 P+ n
x41fcast(k41+1) = x4fcast(k41)-x(1);
+ t3 V3 W( f, c/ o) P' P6 c. I4 v else
/ a: S/ c" a4 n: q6 B+ v' O x41fcast(k41+1) = x(1);2 `' s* a8 C4 @+ d0 @5 b
end
2 z7 {3 ]$ S/ X' c7 j end
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1 r" b- }, h0 u* u8 V. Z, I0 |end
k1 ~9 \# x1 o5 f J( p7 _8 fx41fcast,x; C3 v5 t) k6 T9 U
%二次拟合预测值6 b. W2 C9 V0 B+ |
/ ]; l! F7 q$ f5 f2 b0 I- C
%***精度检验p C************//////////////////////////////////
, {& O0 [+ m0 h# Rk5 = 0;
5 j# L( n, R4 M) I0 w. A; {for y5 = x. \: E0 m g( e
k5 = k5 + 1; r) s& ?! N6 |
if k5 > sizexd2
% N) u, Q$ }7 ^* b else
( Y) ~ n- x9 c5 c err1(k5) = x(k5) - x41fcast(k5);
$ H0 o( `$ ], l% y- w: Z3 p end
5 ]* Q7 C8 q' G5 X7 b1 |end
5 s2 a+ J# H6 K2 m6 T: C/ N' e l& C%err1
* k# M% |/ [+ }! y! }% m3 H' U%绝对误差$ i5 u% i3 k9 `8 N/ |8 i9 c
, ?8 P+ t" s/ G3 M
& j, h6 p5 A: cxavg = mean(x);- [9 y6 O. I0 E% D& F9 O" b
%xavg7 t2 k" `( n8 \& R% z* i$ G, C( z
%x平均值! ?7 y5 a' J5 c2 ?0 k9 P, R1 K$ x
) H& O! w$ r( v, s) U3 k
err1avg = mean(err1);$ Z. v( d1 ~ O Z
%err1avg
+ `( e B$ x/ U" t%err1平均值
" `, o3 E, U7 O4 P1 o/ h
' K; f; V9 w6 \/ R0 d1 I. fk5 = 0;
) b( ^) s: {5 t, m( Gs1total = 0 ;
( F Q) m. \2 Q- q2 T- wfor y5 = x& E7 b) b" r- i' ?
k5 = k5 + 1;( F0 O& w) t, Y" s( w* U" Z
if k5 > sizexd2 8 D& J9 |# ]! Y
else7 Y: e2 Z% r$ T2 o6 k
s1total = s1total + (x(k5) - xavg)^2;
+ n h( B% N7 E/ R end
2 [+ @9 i# h" K$ ]end9 w5 N1 _6 Q+ B; V) K4 @
s1suqare = s1total ./ sizexd2;7 k( z. w; j3 s
s1sqrt = sqrt(s1suqare);
& _6 e9 L" S; P" ~' F- I& o%s1suqare,s1sqrt+ R" ]3 W+ ^5 k9 @1 s# {6 i
%s1suqare 残差数列x的方差 s1sqrt 为x方差的平方根S1
* A( O" }9 q/ d y4 z7 c6 l! d6 G3 F" Q
k5 = 0;
; s3 m2 u/ i5 P( u' b0 }s2total = 0 ;8 ?' P2 T, D, Y9 P+ l& e
for y5 = x% A' L p: |- B$ f2 W$ P
k5 = k5 + 1;
. F* U. c+ _" y( N/ o3 x# K if k5 > sizexd2
* t" k, s1 p) @- }0 e8 L else
5 e+ S" W: _' {. N! h s2total = s2total + (err1(k5) - err1avg)^2;
6 m4 h/ l2 ^3 Y! \ U end
$ [: k, x! ^/ J; |end+ ~, K# }7 D4 V$ P: x% O7 t- l
s2suqare = s2total ./ sizexd2;
& |7 g2 r8 h0 }8 s%s2suqare 残差数列err1的方差S2: ?- r" p2 | Q3 j* h/ J0 B
) u& s/ P# @% c: _! @9 |- uCval = sqrt(s2suqare ./ s1suqare);$ N( J) V3 M8 f
Cval& b# N1 U3 l. k, p& b0 @* l
%nnn = 0.6745 * s1sqrt
/ _6 O7 x* v o! D% r1 J%Cval C检验值0 P: J' A. k, [" x6 o5 ^
$ |+ D, z9 _8 k% V8 z# n# ?k5 = 0;
$ ~& h: v+ R2 p; x4 i# D$ T' Tpnum = 0 ;) R3 N* D: Z' ` c
for y5 = x. O l, f8 p3 S
k5 = k5 + 1;+ R+ N/ Z2 q; x& B* \
if abs( err1(k5) - err1avg ) < 0.6745 * s1sqrt
: O5 T3 d, ]8 l) e% k' u0 r pnum = pnum + 1;* B l5 {* a' E; | |( N
%ppp = abs( err1(k5) - err1avg ) $ w# X# i$ Q3 i( ~$ F0 o5 ~) K
else
3 X: H$ N) I; c! h9 q) L: z end
) n0 p/ D8 [2 D! r4 g% ~end7 S; p% [ J* f. C: c% x
pval = pnum ./ sizexd2;( F' F1 |- F( b- X% d# @
pval! Q0 l' n: ]# h
%p检验值% m- i, e, K) j8 G B0 P
1 s# q' P6 C6 K, ]/ m# c7 ~%arr1 = x41fcast(1:6)
灰色预测MATLAB程序.txt
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