lmdfx.asv

做时间序列预测的svm程序

%灵敏度分析的程序
load data3%载入原始数据
dYY=max(YY)-min(YY);
dXX=max(XX')-min(XX');
[Alpha1,Alpha2,Alpha,Flag,B]=SVMNR(XX,YY,0.002,4,4);
LMD=zeros(28,19);
for j=1:28
XT=XX(:,j);
YT=YY(j);
XT1=XT-0.05*dXX';
XT2=XT+0.05*dXX';
YT1=zeros(1,19);
YT2=zeros(1,19);
for i=1:19
    x1=XT;
    x1(i)=XT1(i);
    x2=XT;
    x2(i)=XT2(i);
    y1=Regression(Alpha,Flag,B,XX,YY,4,x1);
    y2=Regression(Alpha,Flag,B,XX,YY,4,x2);
    YT1(i)=y1;
    YT2(i)=y2;
end
LMD(j,:)=abs(YT1-YT2)/dYY;
end
meanLMD=mean(LMD);