?? remmed.m
字號(hào):
function [y,s,means] = remmed(X,d,meanmed);
%REMMED Remove mean- or median-based seasonal component.
% Y = REMMED(X,D) returns time series X with removed mean-based seasonal
% component of period D. E.g. REMMED(X,7) returns daily data without
% the mean week as described in [1], Section 2.4.2.
% Y = REMMED(X,D,1) returns time series X with removed median-based
% seasonal component.
% [Y,S,MEANS] = REMMED(X,D) additionally returns the seasonal component
% S and the mean level MEANS of the seasonal component S.
%
% Reference(s):
% [1] R.Weron (2007) 'Modeling and Forecasting Electricity Loads and
% Prices: A Statistical Approach', Wiley, Chichester.
% Written by Rafal Weron (2005.08.07)
% Copyright (c) 2005-2006 by Rafal Weron
if nargin<3,
meanmed = 0;
end;
% Make a column vector
X = X(:);
% Make length X a multiple of d
N = length(X);
D = floor(N/d);
x = X(1:D*d);
% Reshape data
rx = (reshape(x,d,D))';
if meanmed == 1,
mx = median(rx); % meadian
else
mx = mean(rx); % mean
end
% Seasonal component
means = mean(mx);
s = mx' - means;
S = repmat(s,D,1);
% Remove seasonal component
y = X - [S; S(1:N-D*d)];
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