function GM1=fungry1(x0) %输入原始数据x0
T=input('T=')
x1=zeros(1,length(x0))
B=zeros(length(x0)-1,2)
yn=zeros(length(x0)-1,1)
Hatx0=zeros(1,length(x0)-1,2)
Hatx00=zeros(1,length(x0))
Hatx1=zeros(1,length(x0)+T)
epsilon=zeros(length(x0),1)
omega=zeros(length(x0),1)
for i=1:length(x0)
for j=1:i
x1(i)=x1(i)+x0(j)
end
end
for i=1:length(x0)-1
B(i,1)=(-1/2)*(x1(i)+x1(i+1))
B(i,2)=1
yn(i)=x0(i+1)
end
HatA=(inv(B'*B))*B'*yn% GM(1,1)模型参数估计
a=HatA(1)
b=HatA(2)
for k=1:length(x0)+T
Hatx1(k)=(x0(1)-b/a)*exp(-a*(k-1))+b/a
end
Hatx0(1)=Hatx1(1)
for k=2:length(x0)+T
Hatx0(k)=Hatx1(k)-Hatx1(k-1)% 累减还原得到历史数据的模拟值
end
for i=1:length(x0) % 开始模型检验
epsilon(i)=x0(i)-Hatx0(i)
omega(i)=(epsilon(i)/x0(i))*100
end
c=std(epsilon)/std(x0)p=0
for i=1:length(x0)
if abs(epsilon(i)-mean(epsilon))<0.6745*std(x0)
p=p+1
end
p=p/length(x0)
if p>0.95 &c<0.35
disp('裤侍The model is good,and the forecast is:')
disp(Hatx0(length(x0)+T))
elseif p>0.85 &c<0.5
disp('The model is eligibility,and the forecast is:')
disp(Hatx0(length(x0)+T))
elseif p>0.70 &c<0.65
disp('The model is not good,and the forecast is:')
disp(Hatx0(length(x0)+T))
else p<=0.70 &c>0.65
disp('The model is bad and try again')
end
for i=1:length(x0)
Hatx00(i)=Hatx0(i)
end
z=1:length(x0)
plot(z,x0,'-',z,Hatx00,':') %将原始数据和模拟值画在一个图上帮助观察
end
主要是用regress函数来进行孝晌:给你举个例子来说明吧。x=[0 1 2 3 4 ]'y=[1.0 1.3 1.5,2.0 2.3]'
x=[ones(5,1),x]%给出两个数组元素
[b,bint,r,rint,stats]=regress(y,x,0.05) %对x和y进行一元知做线性回归,并得到相关系数,其中,stats中第一个数搭慎衡即为相关系数,大于0.9就认为拟合很好。
结果:stats =
0.9829 171.94740.00100.0063
即为0.9829.
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