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check.m
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check.m
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fid = fopen('file.txt');
N=fscanf(fid,'%u',1);
ON=N;
out=textscan(fid,'%f',N);
fclose(fid);
series=out{1};
series1=series;
time=[1:1:N];
figure,plot(time,series)
[ p ]=Autocorrelation(series,N);
k=[0:1:N-1];
figure,plot(k,p)
m=mean(series);
s=std(series);
series=(series-m)/s;
figure,plot(time,series)
[ p ]=Autocorrelation(series,N);
figure,plot(k,p)
N=int64(3*ON/4);
nseries=series(1:N);
tseries=series(N+1:ON);
iseries=series(1:N/2);
id=IDDATA(iseries);
model=parameter_estimate(id);
maxlike=0;
for p=1:6
for q=0:2
for i=1:q
e(i)=0.0;
e2(i)=0.0;
end
sum1=0.0;
for i=q+1:N
k=2;
sum=0.0;
j=i-1;
while j>=i-p
if j>0
sum=sum-model(p,q+1).A(k)*series(j);
end
k=k+1;
j=j-1;
end
k=2;
j=i-1;
while j>=i-q
if j>0
sum=sum+model(p,q+1).C(k)*e(j);
end
k=k+1;
j=j-1;
end
e(i)=series(i)-sum;
e2(i)=e(i)*e(i);
if i>=N/2
sum1=sum+e2(i);
end
end
e1=e(N/2+1:N);
e2=e2(N/2+1:N);
mse=2*sum1/N;
like=-(N/2)*log(std(e1))-p-q;
if p==1 && q==0
mxlike=like;
msemin=mse;
msep=1;
mseq=0;
rp=1;
rq=0;
end
if maxlike<=like
maxlike=like;
rp=p;
rq=q;
e3=e;
end
if msemin>mse
msemin=mse;
msep=p;
mseq=q;
e4=e;
end
end
end
model1=model(rp,rq+1);
for i=N+1:1:ON
k=2;
sum=0.0;
j=i-1;
while j>=i-rp
if j>0
sum=sum-model(rp,rq+1).A(k)*series(j);
end
k=k+1;
j=j-1;
end
k=2;
j=i-1;
while j>=i-rq
if j>0
sum=sum+model(rp,rq+1).C(k)*e3(j);
end
k=k+1;
j=j-1;
end
e3(i)=series(i)-sum;
forecast(i)=sum;
end
%figure,plot(time,forecast);
figure,plot(time,e3);
for i=N+1:ON
k=2;
sum=0.0;
j=i-1;
while j>=i-msep
if j>0
sum=sum-model(msep,mseq+1).A(k)*series(j);
end
k=k+1;
j=j-1;
end
k=2;
j=i-1;
while j>=i-mseq
if j>0
sum=sum+model(msep,mseq+1).C(k)*e4(j);
end
k=k+1;
j=j-1;
end
e4(i)=series(i)-sum;
forecast1(i)=sum;
end
%figure,plot(time,forecast1);
%figure,plot(time,e4);
forecast=forecast*s+m;
figure,plot(time,forecast);
forecast1=forecast1*s+m;
%error calc
error3=0.0;
sum=0.0;
for i=N+1:ON
error3=error3+abs(forecast(i)-series1(i));
sum=sum+series1(i);
end
e=transpose(e);
e3=transpose(e3);
error3=abs(error3)/sum*100;
error4=abs((forecast(N+1)-series1(N+1)))*100/series1(N+1);