ar.m

第一次上载程序

clear;
%%%AR
load   Eunitefhgz.mat    %%  Eunitef competition-data 2001

e=0.001;
NN=100;                  %%cai yang ci shu
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for h=1:1:48
    for i=1:1:700
        y(h,i)=fh((i-1)*48+h);
    end
end

% for h=1:1:48                      %%jian yan
%     for i=701:1:703
%         jy(h,i)=fh((i-1)*48+h);
%     end
% end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for d=1:1:48

for p=5:1:15             %%mo xing jie shu

  start=1;             %%KAI SHI
  Y=0;
  canshu=0;
  P=0;
%   tail=start+NN*p;         %%JIE WEI
  P=1/e*eye(p,p);          %%chu shi hua P0
  
  for i=1:1:p              %%CHU SHI HUA canshu(:,1);
    canshu(i,1)=0;
  end
  
  for N=1:1:NN           %%cai yang ci shu
    for i=1:1:p
      Y(i,N+1)=y(d,start+(N-1)+p-i);%%%(p-1)-----0
    end
    

    ZZ=1/(1+Y(:,N+1)'*P(:,:,N)*Y(:,N+1));%%SHI SHU
    P(:,:,N+1)=P(:,:,N)-ZZ*P(:,:,N)*Y(:,N+1)*Y(:,N+1)'*P(:,:,N);  %
    canshu(:,N+1)=canshu(:,N)+P(:,:,N+1)*Y(:,N+1)*(y(d,start+(N-1)+p)-Y(:,N+1)'*canshu(:,N));%%Yt
   
    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
    for i=1:1:p  %%ji lu yi xia
        fai(p,N+1,i)=canshu(i,N+1);
    end
   %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 
    
   %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%    
    BB=0;
    for k=1:1:p
        BB=BB+canshu(k,N+1)*y(d,start+(N-1)+p-k);%%==Y(t-k)
    end
    a(N+1)=y(d,start+(N-1)+p)-BB;
   %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%


   

  end%% NN
  
 
    AA=0;
    for kk=1:1:NN
       AA=AA+a(kk)*a(kk);
    end
    cetapf(p)=1/NN*AA;
    cetaxingpf(p)=(p)*cetapf(p)/NN;
  
end%% p


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  
   sum=0;
   for jj=5:1:14
      cha(jj)=cetaxingpf(jj+1)-cetaxingpf(jj);
      if cha(jj)<0.0001
        sum=sum+1;  
      end
      if sum>2
         sum=0;
         ii=jj-3;   %%zui jia can shu
         break;
      end
   end
       
    CC=0;
    for i=1:1:ii
      CC=CC+fai(ii,NN+1,i)*y(d,NN+15-i);
    end
    yb(d)=CC;

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

end%% d




for i=1:1:48
%      wucha(i)=(y(i,115)-yb(i))/yb(i)*100;
      wucha(i)=(y(i,115)-yb(i))/y(i,115)*100;
end

i=1:1:48;plot(i,wucha(i),'-');grid on;