chaos_pls.m

一个简单的pls程序吧

% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%function load_main(iteration)
%close all;
% clear;
% clear;
% load mgdata.dat
% t = mgdata(:, 1); x = mgdata(:, 2); 

% plot(t, x);
clear;
load('G:\200510\Special\data\xdata.mat');
% result2=[];
% noiselev=[0,0.001,0.01,0.1];
% for ii=1:4 
% 
% x(1:617)=x(1:617)+sqrt(noiselev(ii))*randn(1,length(x(1:617)));

for t=118:1117, 
Data(t-117,:)=[x(t-18) x(t-12) x(t-6) x(t) ]; 
end
yData=[];
for ii=1:1000
    if (ii+6)>1000
        break;
    end;
    yData=[yData;Data(ii+6,2:4)];
  
end
x=Data(1:500, :);
y=yData(1:500,:);
x=x(300:500,:);y=y(300:500,:);

chkData=Data(501:end-6, :);ychkData=yData(501:end,:);

% set parameters
global method;
method=1;


% step=20;
result2=zeros(3,20);

for step=6:7
k=0;
pre_value=[];

while k < size(chkData,1)
    for j=1:6
        if (k+j>494) 
            break; 
        end
        yy=calculatey(x,y,chkData(k+j,:));        
        pre_value(k+j)=yy(end);
           input=chkData(k+j,:);
           result=pre_value(k+j);
%            x=[x;chkData(k+j,:)];y=[y;input(2:end) result];
        for i=1:step-1
           input=[input(2:end) result];
           yy=calculatey(x,y,input);            
           pre_value(k+j+i*6)=yy(end);
           result=pre_value(k+j+i*6);
%            x=[x;input];y=[y;input(2:end) result];
       end;
    end
    k=k+6*step;
end
ape=abs((ychkData(1:494,3)-pre_value(1:494)')./ychkData(1:494,3));
mape=mean(ape);
mse1=ychkData(1:494,3)'-pre_value(1:494);
rmse=sqrt(mse1*mse1'/494);
result2(:,step)=[step;mape;rmse];
step
% result2=[result2 rmse];
end