给x0赋值,然后利用下面的主程序:
function GM1=GM(x0)%输入原始数据x0
T=input('T=');%从键盘输入从最后一个历史数据算起的第T时点
x1=zeros(1,length(x0));
B=zeros(length(x0)-1,2);
yn=zeros(length(x0)-1,1);
Hatx0=zeros(1,length(x0)+T);
Hatx00=zeros(1,length(x0));Hatx1=zeros(1,length(x0)+T);
epsilon=zeros(length(x0),1);
omega=zeros(length(x0),1);
for i=1:length(x0)
for j=1:i
x1(i)=x1(i)+x0(j);
end
end
for i=1:length(x0)-1
B(i,1)=(-1/2)*(x1(i)+x1(i+1));
B(i,2)=1;
yn(i)=x0(i+1);
end
HatA=(inv(B'*B))*B'*yn
for k=1:length(x0)+T
Hatx1(k)=(x0(1)-HatA(2)/HatA(1))*exp(-HatA(1)*(k-1))+HatA(2)/HatA(1);
end
Hatx0(1)=Hatx1(1);
for k=2:length(x0)+T
Hatx0(k)=Hatx1(k)-Hatx1(k-1)
end
for i=1:length(x0)
epsilon(i)=x0(i)-Hatx0(i);
omega(i)=(epsilon(i)/x0(i))*100
end
% x0;Hatx0;epsilon;omega;
c=std(epsilon)/std(x0) ;p=0;
for i=1:length(x0)
if abs(epsilon(i)-mean(epsilon))<0.6745*std(x0)
p=p+1;
end
end
p=p/length(x0)
if p>0.95&c<0.35
disp('The model is good ,and the forecast is:'),disp(Hatx0(length(x0)+T))
elseif p>0.85&c<0.5
disp('The model is eligibility ,and the forecast is:'),disp(Hatx0(length(x0)+T))
elseif p>0.70&c<0.65
disp('The model is not good ,and the forecast is:'),disp(Hatx0(length(x0)+T))
else p<=0.70&c>0.65
disp('The model is bad and try again')
end
for i=1:length(x0)
Hatx00(i)=Hatx0(i);
end
z=1:length(x0);
plot(z,x0,'-',z,Hatx00,':')
text(2,x0(2),'History data:real line')
text(length(x0)/2,Hatx00(length(x0))/2,'Simulation data :broken line')
end