?? pre_lya_change1.m
字號:
function MSE=pre_lya_change1(data,tau,m,P,lmd,MaxStep)
%單步預測
% clc
% tau=1;
% m=35;
% P=2;
% lmd=.016;
% disp('--------最大預測步數---------')
% MaxStep=round(1/lmd)
% MaxStep=5;%避免預測太長控制在10步
prestep=MaxStep;
%-----------最近距離不考慮相角--------------
for step=1:prestep
step
newdata1=data(1:length(data)-prestep+step-1);
[idx,min_d,idx1,min_d1]=nearest_point(tau,m,newdata1,length(newdata1),P);
%[x_1,x_2]=prebylya_new(newdata1,m,tau,lmd,P,idx);
% [x_1,x_2]=pre_by_lya_new(m,lmd,newdata1,length(newdata1),P,idx1);
[x_1,x_2]=pre_by_lya1(tau,m,lmd,newdata1,length(newdata1),idx1,min_d1,1);
pre_value1(step)= x_1;
end
%-----------最近距離考慮相角--------------
% for step=1:prestep
% step
% newdata2=data(1:length(data)-prestep+step-1);
% [idx,min_d,idx1,min_d1]=nearest_point(tau,m,newdata2,length(newdata2),P);
% [x_1,x_2]=pre_by_lya1(tau,m,lmd,newdata2,length(newdata2),idx,min_d,1);
% pre_value2(step) = x_1;
% end
% % plot(length(data)-prestep+1:length(data),data(length(data)-prestep+1:length(data)),'b-',length(data)-prestep+1:length(data),pre_value1,'r-')
% % hold on
%plot(length(data)-prestep+1:length(data),pre_value2,'m--');
% % legend('原數據','lyap指數法');%,'Predict(考慮相角)');
% disp('-----------求標準差-----------------')
% delt1=std(data(length(newdata)+1:length(data))-newdata1(length(newdata)+1:length(data)))
% delt2=std(data(length(newdata)+1:length(data))-newdata2(length(newdata)+1:length(data)))
disp('-----------求RMSE----------------------')
old=data(length(data)-prestep+1:length(data))';
q=mean(old);
RMSE1=norm(pre_value1-old,2)/norm(old-q,2)
%RMSE2=norm(pre_value2-old,2)/norm(old-q,2)
disp('-------------中誤差-----------------')
v=abs(pre_value1-old);
MSE=sqrt(sum(v.^2)/length(old))
disp('----------MAPE平均絕對百分比誤差---------------')
for i=1:length(old)
a1(i)=abs((old(i)-pre_value1(i))/old(i));
% a2(i)=abs((old(i)-pre_value2(i))/old(i));
end
MAPE1=sum(a1)/length(old)*100
%MAPE2=sum(a2)/length(old)*100
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -