建立模型.m

基于时间序列模型的一阶滤波程序

[Model,REFL]=AR(ququshixiang,3,'yw')      %Model = AR(Y,N)  or  TH = AR(Y,N,Approach)  or TH = AR(Y,N,Approach,Win)
                                           
                                           %Model: returned as an IDPOLY model with the estimated parameters of the AR-model, see HELP IDPOLY.
                                           
                                           %Y: The time series to be modelled, an IDDATA object. (See HELP IDDATA)
                                           %N: The order of the AR-model
                                           %Approach: The method used, one of the following ones:
                                                     % 'fb' : The forward-backward approach (default)
                                                     % 'ls' : The Least Squares method
                                                     % 'yw' : The Yule-Walker method
                                                     % 'burg': Burg's method
                                                     % 'gl' : A geometric lattice method
                                           % Win : Windows employed, one of the following ones:
                                                        % 'now' : No windowing (default, except when approach='yw')
                                                        %'prw' : Prewindowing
                                                        %'pow' : Postwindowing
                                                        % 'ppw' : pre- and
                                                        % post-windowing
                                           %可以得到FPE和方差值
aic=aic(Model)           %用来检验模型实用性AIC准则
    %for p=1:30
    % modelp=AR(ququshixiang,p,'yw')
     %aicp=aic(modelp);
     % aic(p)=aicp ;                                               
     %end
  %P=min(aic(p));
  ak=4.56116e-007;                     %生成模型时得到的方差值
  ququshixiangn(3)=ququshixiang(3);
  ququshixiangn(2)=ququshixiang(2);
  ququshixiangn(1)=ququshixiang(1);
  ququshixiangn(4)=-1.016* ququshixiangn(3)+0.5293* ququshixiangn(2)-0.27155*ququshixiangn(1)+ak;
  for k=5:changdu
  ququshixiangn(k)=-1.016* ququshixiangn(k-1)+0.5293* ququshixiangn(k-2)-0.27155*ququshixiangn(k-3)+ak;
end
plot(t,ququshixiang,t,ququshixiangn,'r')