時(shí)間序列地matlab實(shí)例編程

1、%時(shí)間序列ex1 * %x-72個(gè)源數(shù)據(jù)%各個(gè)圖像需要單獨(dú)的操作完成手工進(jìn)行x=90078106 8928 913710017 10826 11317 10744 9713 9938 9161 8927 77506981 8038 8422 8714 9512 10120 9823 8743 9192 8710 8680 8162 7306 8124 78709387 9556 10093 96208285 8433 8160 8034 7717 74617776 7925 8634894510078 91798037 84887874 8647 77926957 7726 8106 8890

2、 9299 1062593028314 8850 8265 8796 7836 6892 7791 8129 9115 9434 10484 9827 9110 9070 8633 9240；Tl=zeros(1,72);t=965175 8723.75 8585.8+1/30 8396.75 8576.8+1/30 8796.75；亡人數(shù)for i=1:6T1(12*k11):(12*i)=t(i);%趨勢(shì)項(xiàng) T1 的賦值end%據(jù)圖和分段趨勢(shì)% plot(x)：% hold on% plot仃仁T);% hold off%m ethodi -分段趨勢(shì)法輕彩対Snze6s(h72)八Em2

3、隘血國(guó)S13関戾 aa 占 S 二江 2三+2*5)nsumx(+l 2、oe,rl (+2WO5DU®endRlMXHlwr 或 ss FM 加游®s?pot(s)% ho-d on%PO(R5"% ho_d offmeihod，ramniyh。nes(2-2)八Y(2Trf7J?All.rw(YWY茨TFA()+ASV»三72=治強(qiáng)鯊召T23彈曲2%pot(©% ho-d 03w% po_m% ho_d off s2Hzeros?72x蛹淞文案fori=1:12 海節(jié)項(xiàng)S2的賦值S2(i:12Xi+12*5)jsum(x(i+12.*IO:

4、5)-T2(i+12.*0:5)/6; endH2=xT2S2； %協(xié)財(cái)R2及繪圖 % plot(S2);% hold on% plot(R2；r,);% hold off%forecastfcT=A( 1 )+A(2).*73:84I； %趨勢(shì)項(xiàng)預(yù)測(cè)fcS=S2(1:12);%季節(jié)項(xiàng)預(yù)測(cè)fcx=fcT+fcS;%死亡人數(shù)預(yù)測(cè)function asb,sig2arma2_4(rsk)%功能:根據(jù)自協(xié)方差函數(shù)列求ARMA(2,2)模型%輸入:卜自協(xié)方差函數(shù)列，k矩陣的階數(shù)%輸出:a-模型的數(shù)值項(xiàng)系數(shù)；b-噪聲項(xiàng)系數(shù);sig2礫聲項(xiàng)的方差%2021-4-17,Designed by luli. a

5、temp=r(3) r(2);r(4) r(3)r(4)：r(5); %系數(shù) a 的計(jì)算a=-1 ;atemp(1 ):atemp(2)j;ry=zeros(1,3); %變換后的MA(2)模型的自協(xié)方差函數(shù)列梢彩文檔foir-l -3ryflra丄srFl) r(i+2)=3ax(3>)sr(+)m(4)3ax(3L) endRuzerospki)；RmTry; aho1Q乂 cxlok omaHzeros(2>八 oma (二TrysjomauMrrys oma(2lrry (3)一 r2 丄ry(2)Tyw)k gmaHzerosk) o二1汶?!*gmawrRfirbs (

6、工4才endendpr(oma/gmaroma Sig2ury (二，c.mci b=(r2AP<cusig? Vfunction gammak=arma2 5(L,Max)精彩文檔%功能:計(jì)算ARMA(2,2)的自協(xié)方差因數(shù)列%輸入心變量的計(jì)算下標(biāo);Max-i+W自協(xié)方差的最大次數(shù)(默認(rèn) 10000)% 輸出:gamak<1»effiK%2021 -4-17> Designed by lulla1 =0.0894;%初始參數(shù)的賦值a2=-0.6265; % bO=1;b1h0.3334;b2=0.8158;sig2=4.0119； psy=eye(1Max); %

7、wold 系數(shù)的初值psy(2)=b1+a1;psy (3)=b2+a24a1 *psy ；for j=4:Max%wo Id系數(shù)列的計(jì)算psy( j)=a1 *psy0-1)+a2*psyG-2);end自協(xié)方差函數(shù)的計(jì)算gammak=sig2*sum(psy(1:Max-L).*psy(L+1:Max); %fun ctio n v=MA2(r1 ,k)%功能:根據(jù)自協(xié)方差函數(shù)求MA(2)模型%輸入:門自協(xié)方差因數(shù)序矩陣的階數(shù) %輸出M模型的參數(shù)組合%2021-4-17 Designed by luliFzeroscl>去=O蘆 口辿！ i ;F?汁 gYrliAxo 1o0=CX1

8、s;Omauze63(2>= oma?lnn (2)j oma?2Trl (3)； oma(2lTn(3)i r2 占二 25(3 汙gmauzeH3s(k-k)jorlr'-l -ksegma 131orlr-pkgma(LTr(abs (工)+才endendpro3a/gmaoma； Sig2=r1(f prp b«r2>衛(wèi)6)/sigw vx片b- 2g2K £爵圧迓禪 funaonITAR2simll-i nk(mNMJOWJheia)農(nóng)常>RS3翟oc J Hl獅腿文案%輸出：HH的第一行是樣本數(shù)向最N；H的第二行是佶計(jì)的樣本均值A(chǔ)vem

9、u;H的第三行是估計(jì)的噪%聲項(xiàng)均值A(chǔ)vee;H的第四行是估計(jì)的樣本方差Stdmu ;H的第五行是估計(jì)的噪聲項(xiàng)方差 Stde.%2021 -5-1,Designed by luli.format short gH=zeros(5je ngth(N);%各參數(shù)的初始for j=1 :le ngth(N)%不同觀測(cè)數(shù)的循環(huán)模擬Avemu=zeros(1 ,le ngth(N);Avee=zeros(1,le ngth(N);Stdmu=zeros(1 Je ngth(N);Stde=zeros(1,le ngth(N)；.for k=1:M%屢次模擬計(jì)算Y=zeros(1,m+N(j);terr=z

10、eros(1 E 十 N(j)；mu=zeros(1,M);%序列值的計(jì)郭e=zeros(1tM);for l=3:m+N(j)terr(l)=ra ndn;Yl)-2Vow*cos(theta)*Y(l-1)-rowA2*Y(l-2)+terr(l);end%各參數(shù)的賦值 l f w »* 輕影文檔XHY?m4pm+N0) errHs-Iru -m+Ner mu(kTmea n( x)i e(knmea n( err).if MlAvemu(TmLGAveeolle ssmuuTp srdeeHoie_serlJ % A ve mAus 匸 m3u) * M 八AveejTsum(

11、e=M 八srdrnuuHsqmsum(muAvemu§A2)、(Ma= sfdeoTsqrt(su3(?Avee( j)>2)、？) j endHETr N( j)>vemu(j5vee( DcoidmuesQlegi6?Endfun cfo'nTTsimu-i nk3zM6WJh2.a)HHZe6s(5Je ngthN)Kfor j=1 :le ngth(N)for k=1:MY=zeros(1,m-FN(j);terr=zeros(1fm+N( );X=zeros(1,N(j);err=zeros(1,N(j);for l=3:m+N(j)terr(l)=ra ndn;Y(l)=2*row*cos(theta)*Y(l-1)-rowA2*Y(l-2)+terr(l); endX=Y(1,m4-1:m+N);err=terr(1 ,m+1 :m+N);mu(k)=mea n( X);e(k)=mea n( err);endif M=1Av