滑动t检验突变在matlab中代码实现
步长为5a
clc,clear;
%% 读取数据
excelFile='c\奥特曼\被检序列.xlsx'; % 文件路径
myData=xlsread(excelFile); % 读取数据
timeSeries=myData(:,1); % 时间序列数据
dataSeries=myData(:,2); %
dataCount=length(dataSeries); %%设置步长与检验值
step=5; % 步长
v=step+step-2; % 计算自由度
ttest=2.87; % 查表得t检验值,修改
len1=step;
len2=step;
x=timeSeries(step:dataCount-step);
for i=step:dataCount-step
n1=dataSeries(i-step+1:i);
n2=dataSeries(i+1:i+step);
mean1=mean(n1);
mean2=mean(n2);
c=(len1+len2)/(len1*len2);
var1=1/len1*sum((n1-mean1).^2);
var2=1/len2*sum((n2-mean2).^2);
delta1=len1*var1+len2*var2;
delta=delta1/(len1+len2-2);
t(i-step+1)=(mean1-mean2)/sqrt(delta*c);
end;
%% 制图
figure(1);
plot(x,t,'r-','linewidth',1.5);
xlabel('年份','FontName','TimesNewRoma