NOGM(1,1)

NOGM(1,1)

基本思想: PSO优化初始条件, 即：

 

 

data = csvread('D:\matlab2016a\demo\data\air.csv');
num = size(data,1);
predictnum = 6;
train = data(1:num-predictnum,:);
test = data((num-predictnum+1):end,:);

dim = 2;
sizepop = 20;
maxgen = 100;
lb = [0.01,1]';ub = [0.99,size(train,1)]';
c1 = 2;c2 = 2;
w_min = 0.1;w_max = 0.9;

for j = 1:size(train,1)
    X(j,:) = sum(train(1:j,:));
end
Y = train(2:end,:);
for j = 2:size(X,1)
    Z(j-1,:) = (X(j,:)+X(j-1,:))/2;
end
B = [-Z,ones(size(Z,1),1)];
ab = inv(B'*B)*B'*Y;
a = ab(1,:);
b = ab(2,