gmabpc.m

来自「这是一个有预测功能的程序」· M 代码 · 共 41 行

function [coe]=gmabpc(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
Err=Xm0(1:n-1)-x(2:n);
c1=std(Err);
c2=std(x);
C=c1/c2;
RelErr=abs(Err-mean(Err)*ones(size(Err)));
[Nrow, Ncol]=size(RelErr);
count=0;
for j=1:Ncol
    if RelErr(1:j)<0.6745*std(x)
        count=count+1;
    else count=count;
    end
end
P=count/Ncol;
coe=[a,b,P,C];