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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 N+ T7 P% T$ v
T=input('T=');%从键盘输入从最后一个历史数据算起的第T时点) R) C8 H$ b x
x1=zeros(1,length(x0));B=zeros(length(x0)-1,2);
# W! y# ?& g% A. k' Q( \. kyn=zeros(length(x0)-1,1);Hatx0=zeros(1,length(x0)+T);
- f9 @' x, L) O! aHatx00=zeros(1,length(x0));Hatx1=zeros(1,length(x0)+T);4 m4 `2 p% B* m1 `" c' a' |. |
epsilon=zeros(length(x0),1);omega=zeros(length(x0),1);5 T% e/ d$ j' ^. J5 R; K: N
for i=1:length(x0)
; F5 p" k m! d' Y- _ for j=1:i
' @# g3 G# a( c0 `2 n% s x1(i)=x1(i)+x0(j); w* S2 s. K8 G4 \
end/ V) k! @( H4 y' S2 B
end
V0 z5 c1 l, U6 c/ _7 G/ x1 mfor i=1:length(x0)-1/ q9 c3 \3 o; f- x$ u u
B(i,1)=(-1/2)*(x1(i)+x1(i+1));1 _) n `9 h) y8 D
B(i,2)=1;3 L7 l! g$ R% ^4 V
yn(i)=x0(i+1);
8 e8 h _/ \/ w6 r5 uend
5 L3 F9 c: g# U' s! |- sHatA=(inv(B'*B))*B'*yn % GM(1,1)模型参数估计
. j# f0 V3 B. k) xfor k=1:length(x0)+T
; i6 r. f& V# Q. w6 ] |0 t Hatx1(k)=(x0(1)-HatA(2)/HatA(1))*exp(-HatA(1)*(k-1))+HatA(2)/HatA(1);. v e; E9 y/ Q
end
0 e; {& D/ B( b& P6 f r: }) tHatx0(1)=Hatx1(1);6 l: i' v1 z" A4 H( c
for k=2:length(x0)+T
- I6 T. r+ q% @6 \7 D Hatx0(k)=Hatx1(k)-Hatx1(k-1);%累计还原得到历史数据的模拟值
% t2 g6 Y9 A( n! @" e/ v0 n8 Xend
3 o8 u& H$ t. i9 ~& x0 W6 Cfor i=1:length(x0) %开始模型检验; q# V1 G5 S y
epsilon(i)=x0(i)-Hatx0(i);( k8 G' G$ A( w: A8 Q* O9 a: _/ v
omega(i)=(epsilon(i)/x0(i))*100;
: [: |* f- {' I: C+ Q: Kend
0 Z3 b2 @% \$ X o$ t% x0;Hatx0;epsilon;omega; %必要时去掉%得到各种数据# C! I2 t" Q! p' `
c=std(epsilon)/std(x0);p=0;" g8 T' o8 H0 r2 \2 i$ |! U" i! f+ j! Z
for i=1:length(x0)& k( U) g( X4 x6 l7 v m2 W
if abs(epsilon(i)-mean(epsilon))<0.6745*std(x0)
1 N; j5 L3 ~9 | p=p+1;: R: G: A! Q6 C' L
end9 r5 n( p o5 v
end
' h: E5 B7 B! O' c: Lp=p/length(x0)" {: l" G, k y; L# @% v- `
if p>0.95 & c<0.358 V" ?: e* V, p9 \& o, k+ @% C: f
disp('The model is good,and the forecast is:'),+ V( G6 Q5 M: |
disp(Hatx0(length(x0)+T))
. f' P5 q6 D- U5 \- N, t/ @0 b3 Felseif p>0.85 & c<0.5
/ {; I' D0 u q$ l k disp('The model is eligibility,and the forecast is:'),9 h% J( p' J2 x; I' {
disp(Hatx0(length(x0)+T))
4 X) C. [& y" i. ^. @/ W8 a8 lelseif p>0.7 & c>0.651 d; T) v1 ~% E5 H
disp('The model is not good,and the forecast is:'),
7 s u. _& E( I8 K8 h+ ` disp(Hatx0(length(x0)+T))4 u5 r7 {0 ^( }4 W+ K8 Y! U
else p<=0.7 & c>0.65
) L" d3 u# F7 W% [5 t4 b. C disp('The model is bad and try again')
* h* A+ i2 g" y9 m% S& C6 Kend) _1 I. i) d( j) P- K% d$ s
for i=1:length(x0)
- I! ]* d- s5 H5 D# B, I Hatx00(i)=Hatx0(i);- u/ q6 ?* @; g7 y
end
# G8 U* s# W8 U$ K- a0 L. _z=1:length(x0);
. W9 L8 _. ^1 | m) D* _' Aplot(z,x0,'-',z,Hatx00,':') %将原始数据和模拟值画在一个图上帮助观察
, K0 j, S- o" S6 V7 x" |text(2,x0(2),'History data: real line')
4 j/ w# z, z& Y1 E2 Ktext(length(x0)/2,Hatx00(length(x0))/2,'Simulation data:broken line')% N+ _1 x1 H; K7 X
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: p1 Z5 {) m+ [
0.07925621
+ [2 @' G) @( r1 w; Y2 y, G0.0523188181 G- u! N7 l# x% L( g& [& o
0.041252502
, [8 y# B' A* ~+ r9 ^6 V3 I- O: B8 g g0.021800479" G0 M! o0 t5 s+ A! v8 h
0.053132975
5 k% A/ C* B" N# d' M0.089908836, U8 H4 x0 [2 q8 |) I, ?
0.109153219
) Z& _- a3 @* j, B% e8 [. w' a) \0.0793318326 w1 n9 l0 g; L: |; [# b/ h
0.342192598" G7 r/ H* U, }0 W1 r8 N
0.099718142! I4 s0 E6 {- M; ^
0.135194823
) q% r$ v/ n! q6 O. ?, g3 i6 H0.109274037
; K7 h- _$ B% w2 q0 O0.08152013% x% l: A2 x% F- v+ `7 z8 _
0.067876355
# M- q3 ] M( w; \& S9 m$ U( z0.064706843
1 E8 m: A5 I0 |" F$ V0.055562197
1 j' o( R8 j* L1 L- h M0.050848544- y4 S4 y- X2 b" N: |3 d2 _3 }
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