matlabfunction.m

matlab时间序列预测

clear all
clc

test=datamain(1);
len = test(2);%原始数据个数
i=[1:1:len]';
X=[(i.^0),i,(i.^2)];
Y=[];
for tm=1:1:len
    test=datamain(tm);
    Y=[Y;test(1)];%读取原始数据
end
YOrigin=Y;%保留原始数据


th=arx(YOrigin,7)
fd=predict(YOrigin,th)

preErrArraylist=[];%误差列表
preErrSum=0;%误差和
for i=1:1:1063
    preErr=abs((YOrigin(i)-fd(i))/YOrigin(i));
    preErrArraylist=[preErrArraylist,preErr];
    preErrSum = preErrSum + preErr;
end
preAverageError=preErrSum/length(preErrArraylist) %平均预测误差
i=1:1:1063;
plot(i,preErrArraylist(i))