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数学建模竞赛c题程序
x=[566 632 745 755 769 789 985 1110 1313 1428 1782 1920 2150 2292 2601 3149 4338 5145 5809 6241 6854 7656 8772 10007 11374 12567 14332 16614 19228 22844 26404 29688 32074 ];
>> y=diff(x);
>> plot(y)
>> a=lpc(y,3)
a =
1.0000 -1.2337 0.2302 0.1088
>> estx=filter([0-a(2:end)],1,y);
>> e=y-estx;
>> subplot(122);
>> plot(lags,acs)
数学建模竞赛c题
(1) 数据初步解决:对一般旳时间序列而言为得到较为平稳旳序列都会对本来旳序列进行取对和差分解决并对新旳数列进行白噪声检查
cdata=[566,632,745,755,769,789,985,1110,1313,1428,1782,1920,2150,2292,2601,3149,4338,5145,5809,6241,6854,7656,8772,10007,11374,12567,14332,16614,19228,22844,26404,29688,32074];
>> x=log(cdata);
>> plot(x)
>> x1=diff(x);
>> subplot(221)
>> plot(x)
>> subplot(222)
>> plot(x1)
a=ar(x2,2)
Discrete-time IDPOLY model: A(q)y(t) = e(t)
A(q) = 1 - 0.2034 q^-1 - 0.02065 q^-2
y2(1)=-0.0159;
>> y2(2)=0.0383;
>> for i=3:32
y2(i)=0.2034*y2(i-1)+0.02065*y2(i-2);
end
>> plot(x2(1:32))
>> hold on
>> plot(y2)
(2) 真实值与也许值比较
、
程序如下
程序如下x=[566,632,745,755,769,789,985,1110,1313,1428,1782,1920,2150,2292,2601,3149,4338,5145,5809,6241,6854,7656,8772,10007,11374,12567,14332,16614,19228,22844,26404,29688,32074];
>> y=log(x);
x1=diff(y);
a =
1.0000 -0.9260 0.0344 0.0157
>> estx=filter([0-a(2:end)],1,x1);
e=x1-estx;
>> [acs,lags]=xcorr(e,'coeff');
>> figure
>> plot(x1,'-*')
>> hold on
>> plot(estx,'-r*')
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