gmpred.m

这是一个有预测功能的程序

function [Predict]=gmpred(x,N)
m=N-1+length(x);
n=length(x);
sum0=0;
x1=[];
for i=1:n
    sum0=sum0+x(i);
    x1=[x1 sum0];
end
for i=1:n-1
    b(i)=-(x1(i)+x1(i+1))/2;
    Yn(i)=x(i+1);
end
b;
B=[b;ones(size(b))]';
Coe=pinv(B)*Yn';
a=Coe(1);
b=Coe(2);
for i=1:m+1
    Xm1(i)=(x(1)-b/a)*exp(-a*(i-1))+b/a;
end
for i=1:m
    Xm0(i)=Xm1(i+1)-Xm1(i);
end
Predict=Xm0((length(Xm0)-N+1):length(Xm0));