predict.m

这是一个关于hht变换很有用的工具箱

function future = predict(data, d, nfut)

% The function PREDICT generates the set of values based on
% shifting the original data.
%
% Calling sequence-
% future = predict(data, d, nfut)
%
% Input-
%	data	- 2-D array data(n,ndata) 
%	d	    - vector of values d(m)
%	nfut	- length of the predicted data set
% Output-
%	future	- vector of new values future(nfut)
%	 

ndata = size(data, 2);
%m = 10; %NPOLES %size(d, 2);
m = length(d);

if(ndata < m)
    m = ndata;
end

for j=1:m
    reg(j)=data(ndata+1-j);
end

for j=1:nfut
    discrp = 0.0;
    sum1=discrp;
    
    for k=1:m
        sum1 = sum1 + d(k)*reg(k);
    end
    
    for k=m:-1:2
        reg(k) = reg(k-1);
    end
    reg(1) = sum1;
    future(j) = reg(1); 
    
end