chenpredictmain.m

混沌时间序列 多步预测－－多步预测问题

%Chen's系统多步预报的主程序
clear all

fid=fopen('chen.txt','r');
a=fread(fid);
b=char(a');
sj=str2num(b);%数据读取完毕
fclose(fid);

roll=sj(:,2);%取X数据
oldroll=roll;
AverRoll=roll-mean(roll);
roll=AverRoll;
mtbp=70;
taow=mtbp;
deltaT=0.001;
tao = 10;
taowdivtao=round(taow/tao);
d=8;%taowdivtao+1;
prestep=5000;
N = length(roll)-prestep;
MaxStep = 2000;
Step = 1 : 1 : MaxStep;
[PredictedData] = FunctionChaosPredict(roll(1:N),N,mtbp,deltaT,tao,d,MaxStep);%调用AOLMM进行多步预报
subplot(2,1,1);plot(roll(1:9000+MaxStep)+mean(roll));
hold on;
subplot(2,1,1);
plot(Step + N,PredictedData+mean(oldroll),'r:');
hold on;
ylabel('Chen''s System');
legend('Original','Predict');
axis([0 N+MaxStep -40 40]);
subplot(2,1,2);
plot(Step + N,PredictedData+mean(oldroll),'r:');
axis([N N+MaxStep -40 40]);
hold on;
subplot(2,1,2);
plot(Step + N,oldroll(Step + N),'b-');
ylabel('Chen''s System');
legend('Predict','Original');