bp.java

销售预测的实现,包括移动平均,指数平滑,时间序列分解,自回归

/*
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 * and open the template in the editor.
 */

package forcast;

/**
 *
 * @author Administrator
 */
public class bp
{


    double E;
    double rate;
    int step,number;
    double result;

    double[][] W1,W2;
    double[] Input,Output,HI,HO,M1,M2,data,datachange,forcastchange,forcast;


    public bp(double[] d )
    {
      W1 = new double[3][4];
      W2 = new double[4][1];

      Input = new double[3];
      Output = new double[1];
      HI = new double[4];
      HO = new double[4];

      M1 = new double[4];
      M2 = new double[1];
      //this.assaign(W1,0.1);
      //this.assaign(W2,0.1);

      rate = 0.5;
      number=5;

      E = 0.02;
      step = 1000;
      data=d;


    }





    public void bp_main()
    {
        int n=0;
        double max,min;
        max=min=0;
        datachange=new double[data.length];
        forcastchange=new double[data.length+number];
        forcast=new double[data.length+number];
        double[] forcasttemp=new double[3];

        for(int i=0;i<data.length;i++)
        {
            if(max<data[i])
            {
                max=data[i];
            }
            if(min>data[i])
            {
                min=data[i];
            }
        }
        for(int i=0;i<data.length;i++)
        {
            datachange[i]=(data[i]-min)/(2*(max-min));
        }

        int k=0;
        while(n<step)
        {
            double err=0;
            for(int i=0;i<data.length-3;i++)
            {
                double[] in = new double[4];
                for(int j=0 ; j<in.length ; j++)
                {
                    in[j]=datachange[j+i];
                }
               this.inToOut(in, Input);

               double real = in[in.length-1];

               this.computeOnLevel(W1, Input, HI);


               this.inToOut(HI, HO);
               this.computeOnLevel(W2, HO,Output);

                result = this.sigMoid(Output[0]);

                double temp = real - result;

                M2[0] = - temp*this.sigMoid_diff(Output[0]);

                this.modifyWeight(W2, M2, HO);

                this.computeMu(W2, M1, M2, HI);

                this.modifyWeight(W1, M1, Input);

                this.printArray(W1, "W1");
                this.printArray(W2, "W2");

                n++;

                //double err = temp*temp*0.5;

                //System.out.println("Result:"+ result+" "+ in[in.length-1]+" " +k);

            }
            for(int i=0;i<data.length-3;i++)
            {
                double[] in = new double[4];
                for(int j=0 ; j<in.length ; j++)
                {
                    in[j]=datachange[j+i];
                }
                this.inToOut(in, Input);

                double real = in[in.length-1];

                this.computeOnLevel(W1, Input, HI);


                this.inToOut(HI, HO);
                this.computeOnLevel(W2, HO,Output);

                result = this.sigMoid(Output[0]);

                double temp = real - result;
                if(err<(temp*temp*0.5))
                {
                    err=temp*temp*0.5;
                }
            }
                

                if(err<E)
                {

                    System.out.println("ERR:"+err);
                    break;
                }
            
        }
        for(int i=0;i<3;i++)
        {
            forcastchange[i]=0;
            forcast[i]=0;
        }
        for(int i=3;i<datachange.length+1;i++)
        {
            forcasttemp[0]=datachange[i-1];
            forcasttemp[1]=datachange[i-2];
            forcasttemp[2]=datachange[i-3];
            forcastchange[i]=bpforcast(forcasttemp);
        }
        for(int i=datachange.length+1;i<forcastchange.length;i++)
        {
            forcasttemp[0]=forcastchange[i-1];
            forcasttemp[1]=forcastchange[i-2];
            forcasttemp[2]=forcastchange[i-3];
            forcastchange[i]=bpforcast(forcasttemp);
        }
        for(int i=0;i<forcast.length;i++)
        {
            forcast[i]=2*(max-min)*forcastchange[i]+min;
        }
        this.printArray(data, "实际值");
        this.printArray(forcast, "预测值");



    }

    public double bpforcast(double[] in)
    {
        this.inToOut(in, Input);

        this.computeOnLevel(W1, Input, HI);

        this.inToOut(HI, HO);

        this.computeOnLevel(W2, HO,Output);

        //this.printArray(W1, "W1");
        //this.printArray(W2, "W2");
        //System.out.println("E:"+ Output[0]);
        return this.sigMoid(Output[0]);

    }



    private void computeOnLevel(double[][] w,double[] from,double[] to)
    {
        for(int i=0 ; i<to.length ; i++)
        {
            to[i]=0;
            for(int j=0 ; j<from.length ; j++)
            {
                to[i] += w[j][i]*from[j];
            }
        }
    }

    private void computeMu(double[][] w,double[] m1,double[] m2,double[] in)
    {

        for(int i=0 ; i<in.length ; i++)
        {
            m1[i]=0;

            for(int j=0 ; j<w[0].length ; j++)
            {
                m1[i] += m2[j]*w[i][j];
            }
            m1[i]=m1[i]*sigMoid_diff(in[i]);
        }

    }

    private void  modifyWeight(double[][] w,double[] m, double[] out)
    {
        for(int i=0 ; i<w.length ; i++)
        {
            for(int j=0 ; j<w[0].length ; j++)
            {
                //w[i][j] += rate * m[j]*out[i];//-号?
                w[i][j] += (-rate * m[j]*out[i]);
            }
        }
    }

    private void inToOut(double[] in , double[] out)
    {
        for(int i=0 ; i<in.length && i<out.length ; i++)
        {
            out[i]= sigMoid(in[i]);
        }
    }

    public double sigMoid(double x)
    {
        return 1.0/(1.0 + Math.exp(-x));
    }

    public double sigMoid_diff(double x)
    {
        return sigMoid(x)*(1-sigMoid(x));
    }


    private void assaign(double[][] x,double r)
    {
        for(int i=0 ; i<x.length ; i++)
        {
            for(int j=0 ; j<x[0].length ; j++)
            {
                x[i][j]=r;
            }
        }
    }

    private void printArray(double[][] x , String str)
    {
         System.out.println(str+ ":");
        for(int i=0 ; i<x.length ; i++)
        {
            for(int j=0 ; j<x[0].length ; j++)
            {
               System.out.print(x[i][j]+" ");
            }

            System.out.println();
        }

    }

    private void printArray(double[] x,String str)
    {

        System.out.println(str+ ":");
         for(int j=0 ; j<x.length ; j++)
         {
               System.out.print(x[j]+" ");
         }

            System.out.println();
    }

}