white.cpp

时间序列分析

#include<iostream.h>
#include<math.h>
#include<fstream.h>
#define P 3.1415926
void main()
{	
	ofstream fop("WNoise.txt");
	double e[1001],u[1000],c[1000];
	int A=179;
	double M,f,d;
	M=pow(2,35);
	int x=11,n;
	e[1]=double(x/M);
	cout<<"请输入白噪声的均值："<<endl;
	cin>>f;
	cout<<"请输入白噪声的方差："<<endl;
	cin>>d;
	cout<<"请输入白噪声的序列长度：( 在1到1000之间)"<<endl;
	cin>>n;
	for (int i=2;i<=n+1;i++)
		e[i]=(A*e[i-1]-int(A*e[i-1]));
	cout<<"输出白噪声序列："<<endl;
	for (int a=1;a<n;a++)
	{
		u[a]=sqrt((-2)*log(e[a]))*cos(2*P*e[a+1]);
		c[a]=f+d*u[a];
		cout<<u[a]<<"  ";
		fop<<u[a]<<"  ";
	}
	cout<<endl<<"输出结果在文件WNoise.txt中."<<endl;
	fop.close();
}