ARIMA模型原理及其java实现
一.基本原理
ARIMA模型是通过将预测对象随时间推移而形成的数据序列当成一个随机序列，进而用一定的数学模型来近似表述该序列。根据原序列是否平稳以及回归中所包含部分的不同分为AR、MA、ARMA以及ARIMA过程。
在模型的使用过程中需要根据时间序列的自相关函数、偏自相关函数等对序列的平稳性进行判别；而对于非平稳序列一般都需要通过差分处理将其转换成平稳序列（ARIMA）；对得到的平稳序列进行建模以确定最佳模型（AR、MA、ARMA或者ARIMA）。在使用中最重要也是最关键的就是对序列进行参数估计，以检验其是否具有统计意义。具体的理论分析见相关函数及偏相关函数。
二. 模型参数估计
AR、MA以及ARMA过程的参数估计方法主要包含Yule-Walker估计、最小二乘估计、最大似然估计以及逆相关函数法、信息估计方法等，具体的推导过程以及证明参见时间序列 ARMA模型的参数估计。
三. Java实现
在Java实现中，主要给出了AR、MA以及ARMA的参数估计方法，并未对其平稳性以及模型的最佳阶数进行严格性证明，只是通过遍历模型参数列表的方式由AIC准则或者BIC准则确定最佳p、q阶数。同时在参数估计的过程中，主要是利用Yule-Walker方法进行求解；同时为了避免在求解过程中进行逆矩阵的计算，采用Levinson递推公式求解Y-W方程，得到模型的参数。详细的理论推导见前一链接。
1). Y-W方程求解
/**
* @param garma 代表的是数据的协方差
* @return 返回经由Y-W方程求解的结果，其中数组的最后
* 一个元素存储的是模型中的噪声方差
*/
public double [] YWSolve(double [] garma)
{
int order = garma.length - 1;
double [] garmaPart = new double[order];
System.arraycopy(garma, 1, garmaPart, 0, order);
// 将协方差转换为矩阵的形式
double [][] garmaArray = new double[order][order];
for (int i = 0; i < order; ++i)
{
// 对角线
garmaArray[i][i] = garma[0];
//下三角
int subIndex = i;
for (int j = 0; j < i; ++j)
{
garmaArray[i][j] = garma[subIndex--];
}
//上三角
int topIndex = i;
for (int j = i + 1; j < order; ++j)
{
garmaArray[i][j] = garma[++topIndex];
}
}
/* 调用了juma包，其实现了大部分对矩阵的操作 */
/* 可能会存在矩阵不可逆的情况，在矩阵不可逆时
可以通过将对角线元素全部增加1e-6做修正 */
Matrix garmaMatrix = new Matrix(garmaArray);
Matrix garmaMatrixInverse = garmaMatrix.inverse();
Matrix autoReg = garmaMatrixInverse.times(new Matrix(garmaPart, order));
double [] result = new double[autoReg.getRowDimension() + 1];
for (int i = 0; i < autoReg.getRowDimension(); ++i)
{
result[i] = autoReg.get(i, 0);
}
double sum = 0.0;
for (int i = 0; i < order; ++i)
{
sum += result[i] * garma[i];
}
result[result.length - 1] = garma[0] - sum;
return result;
}2). Levinson 递推公式求解
/**
* @param garma 代表的是数据的协方差
* @return 返回结果的第一行元素代表的是在迭代过程中的方差，
* 其余的元素代表的是迭代过程中存储的系数
*/
public double [][] LevinsonSolve(double [] garma)
{
int order = garma.length - 1;
double [][] result = new double[order + 1][order + 1];
double [] sigmaSq = new double[order + 1];
sigmaSq[0] = garma[0];
result[1][1] = garma[1] / sigmaSq[0];
sigmaSq[1] = sigmaSq[0] * (1.0 - result[1][1] * result[1][1]);
for (int k = 1; k < order; ++k)
{
double sumTop = 0.0;
double sumSub = 0.0;
for (int j = 1; j <= k; ++j)
{
sumTop += garma[k + 1 - j] * result[k][j];
sumSub += garma[j] * result[k][j];
}
result[k + 1][k + 1] = (garma[k + 1] - sumTop) / (garma[0] - sumSub);
for (int j = 1; j <= k; ++j)
{
result[k + 1][j] = result[k][j] - result[k + 1][k + 1] * result[k][k + 1 - j];
}
sigmaSq[k + 1] = sigmaSq[k] * (1.0 - result[k + 1][k + 1] * result[k + 1][k + 1]);
}
result[0] = sigmaSq;
return result;
}3). AR(p) 参数估计
/**
* @param originalData 原始数据
* @param p 模型的阶数
* @return AR模型的系数
*/
public double [] computeARCoe(double [] originalData, int p)
{
double [] garma = this.autoCovData(originalData, p); //p+1
double [][] result = this.LevinsonSolve(garma); //(p + 1) * (p + 1)
double [] ARCoe = new double[p + 1];
for (int i = 0; i < p; ++i)
{
ARCoe[i] = result[p][i + 1];
}
ARCoe[p] = result[0][p]; //噪声参数
// return this.YWSolve(garma);
return ARCoe;
}4） MA(q) 参数估计
在求解MA系数的过程中，需要先求解AR(pn)模型。通过确定的pn阶数来求取MA(q)模型的偏相关函数，从而求得MA(q)的系数。当然此处的AR(pn)的阶数也可自己给定，比如K*log(N),K为一整数，N为数据长度，具体可参见前一链接。
/**
* @param originalData 原始数据
* @param q 模型阶数
* @return MA系数
*/
public double [] computeMACoe(double [] originalData, int q)
{
// 确定最佳的p
int p = 0;
double minAIC = Double.MAX_VALUE;
int len = originalData.length;
if (len > 10)
{
len = 10;
}
for (int i = 1; i < len; ++i)
{
double [] garma = this.autoCovData(originalData, i);
double [][] result = this.LevinsonSolve(garma);
double [] ARCoe = new double[i + 1];
for (int k = 0; k < i; ++k)
{
ARCoe[k] = result[i][k + 1];
}
ARCoe[i] = result[0][i];
// double [] ARCoe = this.YWSolve(garma);
Vector<double []> vec = new Vector<>();
vec.add(ARCoe);
double aic = this.getModelAIC(vec, originalData, 2);
if (aic < minAIC)
{
minAIC = aic;
p = i;
}
}
// System.out.println("The best p is " + p);
// 求取系数
double [] bestGarma = this.autoCovData(originalData, p);
double [][] bestResult = this.LevinsonSolve(bestGarma);
double [] alpha = new double[p + 1];
alpha[0] = -1;
for (int i = 1; i <= p; ++i)
{
alpha[i] = bestResult[p][i];
}
// double [] result = this.YWSolve(bestGarma);
// double [] alpha = new double[p + 1];
// alpha[0] = -1;
// for (int i = 1; i <= p; ++i)
// {
// alpha[i] = result[i - 1];
// }
double [] paraGarma = new double[q + 1];
for (int k = 0; k <= q; ++k)
{
double sum = 0.0;
for (int j = 0; j <= p - k; ++j)
{
sum += alpha[j] * alpha[k + j];
}
paraGarma[k] = sum / bestResult[0][p];
}
double [][] tmp = this.LevinsonSolve(paraGarma);
double [] MACoe = new double[q + 1];
for (int i = 1; i < MACoe.length; ++i)
{
MACoe[i] = tmp[q][i];
}
MACoe[0] = tmp[0][q]; //噪声参数
// double [] tmp = this.YWSolve(paraGarma);
// double [] MACoe = new double[q + 1];
// System.arraycopy(tmp, 0, MACoe, 1, tmp.length - 1);
// MACoe[0] = tmp[tmp.length - 1];
return MACoe;
}5) ARMA(p, q) 参数估计
/**
* @param originalData 原始数据
* @param p AR模型阶数
* @param q MA模型阶数
* @return ARMA模型系数
*/
public double [] computeARMACoe(double [] originalData, int p, int q)
{
double [] allGarma = this.autoCovData(originalData, p + q);
double [] garma = new double[p + 1];
for (int i = 0; i < garma.length; ++i)
{
garma[i] = allGarma[q + i];
}
double [][] arResult = this.LevinsonSolve(garma);
// AR
double [] ARCoe = new double[p + 1];
for (int i = 0; i < p; ++i)
{
ARCoe[i] = arResult[p][i + 1];
}
ARCoe[p] = arResult[0][p];
// double [] ARCoe = this.YWSolve(garma);
// MA
double [] alpha = new double[p + 1];
alpha[0] = -1;
for (int i = 1; i <= p; ++i)
{
alpha[i] = ARCoe[i - 1];
}
double [] paraGarma = new double[q + 1];
for (int k = 0; k <= q; ++k)
{
double sum = 0.0;
for (int i = 0; i <= p; ++i)
{
for (int j = 0; j <= p; ++j)
{
sum += alpha[i] * alpha[j] * allGarma[Math.abs(k + i - j)];
}
}
paraGarma[k] = sum;
}
double [][] maResult = this.LevinsonSolve(paraGarma);
double [] MACoe = new double[q + 1];
for (int i = 1; i <= q; ++i)
{
MACoe[i] = maResult[q][i];
}
MACoe[0] = maResult[0][q];
// double [] tmp = this.YWSolve(paraGarma);
// double [] MACoe = new double[q + 1];
// System.arraycopy(tmp, 0, MACoe, 1, tmp.length - 1);
// MACoe[0] = tmp[tmp.length - 1];
double [] ARMACoe = new double[p + q + 2];
for (int i = 0; i < ARMACoe.length; ++i)
{
if (i < ARCoe.length)
{
ARMACoe[i] = ARCoe[i];
}
else
{
ARMACoe[i] = MACoe[i - ARCoe.length];
}
}
return ARMACoe;
}6) 求解过程中运用到的相关函数
/**
* @param originalData
* @return 均值
*/
public double avgData(double [] originalData)
{
return this.sumData(originalData) / originalData.length;
}
/**
* @param originalData
* @return 求和
*/
public double sumData(double [] originalData)
{
double sum = 0.0;
for (int i = 0; i < originalData.length; ++i)
{
sum += originalData[i];
}
return sum;
｝
/**
* 计算标准差 sigma = sqrt(var);
* @param originalData
* @return 标准差
*/
public double stdErrData(double [] originalData)
{
return Math.sqrt(this.varErrData(originalData));
}
/**
* 计算方差 var = sum(x - mu) ^2 / N;
* @param originalData
* @return 方差
*/
public double varErrData(double [] originalData)
{
if (originalData.length <= 1)
return 0.0;
double var = 0.0;
double mu = this.avgData(originalData);
for (int i = 0; i < originalData.length; ++i)
{
var += (originalData[i] - mu) * (originalData[i] - mu);
}
var /= (originalData.length - 1); //方差的无偏估计
return var;
｝
/**
* @param dataFir
* @param dataSec
* @return 皮尔逊相关系数(互相关)
*/
public double mutalCorr(double [] dataFir, double [] dataSec)
{
double sumX = 0.0;
double sumY = 0.0;
double sumXY = 0.0;
double sumXSq = 0.0;
double sumYSq = 0.0;
int len = 0;
if (dataFir.length != dataSec.length)
{
len = Math.min(dataFir.length, dataSec.length);
}
else
{
len = dataFir.length;
}
for (int i = 0; i < len; ++i)
{
sumX += dataFir[i];
sumY += dataSec[i];
sumXY += dataFir[i] * dataSec[i];
sumXSq += dataFir[i] * dataFir[i];
sumYSq += dataSec[i] * dataSec[i];
}
double numerator = sumXY - sumX * sumY / len;
double denominator = Math.sqrt((sumXSq - sumX * sumX / len) * (sumYSq - sumY * sumY / len));
if (denominator == 0)
{
return 0.0;
}
return numerator/ denominator;
}
/**
* @param data
* @return 互相关矩阵
*/
public double [][] computeMutalCorrMatrix(double [][] data)
{
double [][] result = new double[data.length][data.length];
for (int i = 0; i < data.length; ++i)
{
for (int j = 0; j < data.length; ++j)
{
result[i][j] = this.mutalCorr(data[i], data[j]);
}
}
return result;
}
/**
* 计算自协方差，C(k)=sum((x(t)-mu)*(x(t-k)-mu))/(N-k);
* @param originalData
* @param order
* @return 自协方差(gama(k))-->认为是自相关系数
*/
public double [] autoCovData(double [] originalData, int order)
{
double mu = this.avgData(originalData);
double [] autoCov = new double[order + 1];
for (int i = 0; i <= order; ++i)
{
autoCov[i] = 0.0;
for (int j = 0; j < originalData.length - i; ++j)
{
autoCov[i] += (originalData[i + j] - mu) * (originalData[j] - mu);
}
autoCov[i] /= (originalData.length - 1);
}
return autoCov;
}
/**
* 计算自相关函数(系数) rou(k) = C(k) / C(0);
* 其中 C(k) = sum((x(t) - mu)*(x(t - k) - mu)) / (N - k),
* C(0) = var = sum(x(t) - mu) ^2 / N;
* @param originalData
* @param order
* @return 自相关函数(rou(k))
*/
public double [] autoCorrData(double [] originalData, int order)
{
double [] autoCov = this.autoCovData(originalData, order);
double [] autoCorr = new double[order + 1]; //默认初始化为0
double var = this.varErrData(originalData);
if (var != 0)
{
for (int i = 0; i < autoCorr.length; ++i)
{
autoCorr[i] = autoCov[i] / var;
}
}
return autoCorr;
}7) AIC准则
注：本文中关于AIC准则的计算参考自瀚海小松
/**
* @param vec 模型的系数
* @param data 数据
* @param type 选定的模型
* @return
*/
public double getModelAIC(Vector<double []>vec, double [] data, int type)
{
int n = data.length;
int p = 0, q = 0;
double tmpAR = 0.0, tmpMA = 0.0;
double sumErr = 0.0;
Random random = new Random();
/* MA */
if (type == 1)
{
double [] maCoe = vec.get(0);
q = maCoe.length;
double [] errData = new double[q];
for (int i = q - 1; i < n; ++i)
{
tmpMA = 0.0;
for (int j = 1; j < q; ++j)
{
tmpMA += maCoe[j] * errData[j];
}
for (int j = q - 1; j > 0; --j)
{
errData[j] = errData[j - 1];
}
errData[0] = random.nextGaussian() * Math.sqrt(maCoe[0]);
sumErr += (data[i] - tmpMA) * (data[i] - tmpMA);
}
// return Math.log(sumErr) + (q + 1) * 2 / n;
return (n - (q - 1)) * Math.log(sumErr / (n - (q - 1))) + (q + 1) * 2;
// return (n-(q-1))*Math.log(sumErr/(n-(q-1)))+(q)*Math.log(n-(q-1)); //AIC 最小二乘估计
}
/* AR */
else if (type == 2)
{
double [] arCoe = vec.get(0);
p = arCoe.length;
for (int i = p - 1; i < n; ++i)
{
tmpAR = 0.0;
for (int j = 0; j < p - 1; ++j)
{
tmpAR += arCoe[j] * data[i - j - 1];
}
sumErr += (data[i] - tmpAR) * (data[i] - tmpAR);
}
// return Math.log(sumErr) + (p + 1) * 2 / n;
return (n - (p - 1)) * Math.log(sumErr / (n - (p - 1))) + (p + 1) * 2;
// return (n-(p-1))*Math.log(sumErr/(n-(p-1)))+(p)*Math.log(n-(p-1)); //AIC 最小二乘估计
}
/* ARMA */
else
{
double [] arCoe = vec.get(0);
double [] maCoe = vec.get(1);
p = arCoe.length;
q = maCoe.length;
double [] errData = new double[q];
for (int i = p - 1; i < n; ++i)
{
tmpAR = 0.0;
for (int j = 0; j < p - 1; ++j)
{
tmpAR += arCoe[j] * data[i - j - 1];
}
tmpMA = 0.0;
for (int j = 1; j < q; ++j)
{
tmpMA += maCoe[j] * errData[j];
}
for (int j = q - 1; j > 0; --j)
{
errData[j] = errData[j - 1];
}
errData[0] = random.nextGaussian() * Math.sqrt(maCoe[0]);
sumErr += (data[i] - tmpAR - tmpMA) * (data[i] - tmpAR - tmpMA);
}
// return Math.log(sumErr) + (q + p + 1) * 2 / n;
return (n - (q + p - 1)) * Math.log(sumErr / (n - (q + p - 1))) + (p + q) * 2;
// return (n-(p-1))*Math.log(sumErr/(n-(p-1)))+(p+q-1)*Math.log(n-(p-1)); //AIC 最小二乘估计
}
}8) 相关模型的主类
a) AR 类
package arima;
import java.util.Vector;
public class ARModel
{
private double [] data;
private int p;
public ARModel(double [] data, int p)
{
this.data = data;
this.p = p;
}
public Vector<double []> solveCoeOfAR()
{
Vector<double []>vec = new Vector<>();
double [] arCoe = new ARMAMethod().computeARCoe(this.data, this.p);
vec.add(arCoe);
return vec;
}
}
b) MA 类
package arima;
import java.util.Vector;
public class MAModel
{
private double [] data;
private int q;
public MAModel(double [] data, int q)
{
this.data = data;
this.q = q;
}
public Vector<double []> solveCoeOfMA()
{
Vector<double []>vec = new Vector<>();
double [] maCoe = new ARMAMethod().computeMACoe(this.data, this.q);
vec.add(maCoe);
return vec;
}
}
c) ARMA 类
package arima;
import java.util.Vector;
public class ARMAModel
{
private double [] data = {};
private int p; //AR阶数
private int q; //MA阶数
public ARMAModel(double [] data, int p, int q)
{
this.data = data;
this.p = p;
this.q = q;
}
/**
* 在ARMA模型中，首先根据原始数据求得AR模型的自回归系数(AR系数)
* 利用AR系数与原始数据，求解的残差序列，根据残差序列的自协方差
* 最终求得ARMA中MA系数
* @return ar, ma
*/
public Vector<double []> solveCoeOfARMA()
{
Vector<double []>vec = new Vector<>();
//ARMA模型
double [] armaCoe = new ARMAMethod().computeARMACoe(this.data, this.p, this.q);
//AR系数
double [] arCoe = new double[this.p + 1];
System.arraycopy(armaCoe, 0, arCoe, 0, arCoe.length);
//MA系数
double [] maCoe = new double[this.q + 1];
System.arraycopy(armaCoe, (this.p + 1), maCoe, 0, maCoe.length);
vec.add(arCoe);
vec.add(maCoe);
return vec;
}
}d) ARIMA 类
package arima;
import java.util.ArrayList;
import java.util.Random;
import java.util.Vector;
public class ARIMAModel
{
double [] originalData = {};
double [] dataFirDiff = {};
Vector<double []>arimaCoe = new Vector<>();
public ARIMAModel()
{
}
public ARIMAModel(double [] originalData)
{
this.originalData = originalData;
}
public double [] preFirDiff(double [] preData) //一阶差分(1)
{
double [] tmpData = new double[preData.length - 1];
for (int i = 0; i < preData.length - 1; ++i)
{
tmpData[i] = preData[i + 1] - preData[i];
}
return tmpData;
}
public double [] preSeasonDiff(double [] preData) //季节性差分(6, 7)
{
double [] tmpData = new double[preData.length - 7];
for (int i = 0; i < preData.length - 7; ++i)
{
tmpData[i] = preData[i + 7] - preData[i];
}
return tmpData;
}
public double [] preDealDiff(int period)
{
if (period >= originalData.length - 1) // 将6也归为季节性差分
{
period = 0;
}
switch (period)
{
case 0:
return this.originalData;
case 1:
this.dataFirDiff = this.preFirDiff(this.originalData);
return this.dataFirDiff;
default:
return preSeasonDiff(originalData);
}
}
public int [] getARIMAModel(int period, ArrayList<int []>notModel, boolean needNot)
{
double [] data = this.preDealDiff(period);
double minAIC = Double.MAX_VALUE;
int [] bestModel = new int[3];
int type = 0;
Vector<double []>coe = new Vector<>();
// model产生, 即产生相应的p, q参数
int len = data.length;
if (len > 5)
{
len = 5;
}
int size = ((len + 2) * (len + 1)) / 2 - 1;
int [][] model = new int[size][2];
int cnt = 0;
for (int i = 0; i <= len; ++i)
{
for (int j = 0; j <= len - i; ++j)
{
if (i == 0 && j == 0)
continue;
model[cnt][0] = i;
model[cnt++][1] = j;
}
}
for (int i = 0; i < model.length; ++i)
{
// 控制选择的参数
boolean token = false;
if (needNot)
{
for (int k = 0; k < notModel.size(); ++k)
{
if (model[i][0] == notModel.get(k)[0] && model[i][1] == notModel.get(k)[1])
{
token = true;
break;
}
}
}
if (token)
{
continue;
}
if (model[i][0] == 0)
{
MAModel ma = new MAModel(data, model[i][1]);
coe = ma.solveCoeOfMA();
type = 1;
}
else if (model[i][1] == 0)
{
ARModel ar = new ARModel(data, model[i][0]);
coe = ar.solveCoeOfAR();
type = 2;
}
else
{
ARMAModel arma = new ARMAModel(data, model[i][0], model[i][1]);
coe = arma.solveCoeOfARMA();
type = 3;
}
double aic = new ARMAMethod().getModelAIC(coe, data, type);
// 在求解过程中如果阶数选取过长，可能会出现NAN或者无穷大的情况
if (Double.isFinite(aic) && !Double.isNaN(aic) && aic < minAIC)
{
minAIC = aic;
bestModel[0] = model[i][0];
bestModel[1] = model[i][1];
bestModel[2] = (int)Math.round(minAIC);
this.arimaCoe = coe;
}
}
return bestModel;
}
public int aftDeal(int predictValue, int period)
{
if (period >= originalData.length)
{
period = 0;
}
switch (period)
{
case 0:
return (int)predictValue;
case 1:
return (int)(predictValue + originalData[originalData.length - 1]);
case 2:
default:
return (int)(predictValue + originalData[originalData.length - 7]);
}
}
public int predictValue(int p, int q, int period)
{
double [] data = this.preDealDiff(period);
int n = data.length;
int predict = 0;
double tmpAR = 0.0, tmpMA = 0.0;
double [] errData = new double[q + 1];
Random random = new Random();
if (p == 0)
{
double [] maCoe = this.arimaCoe.get(0);
for(int k = q; k < n; ++k)
{
tmpMA = 0;
for(int i = 1; i <= q; ++i)
{
tmpMA += maCoe[i] * errData[i];
}
//产生各个时刻的噪声
for(int j = q; j > 0; --j)
{
errData[j] = errData[j - 1];
}
errData[0] = random.nextGaussian()*Math.sqrt(maCoe[0]);
}
predict = (int)(tmpMA); //产生预测
}
else if (q == 0)
{
double [] arCoe = this.arimaCoe.get(0);
for(int k = p; k < n; ++k)
{
tmpAR = 0;
for(int i = 0; i < p; ++i)
{
tmpAR += arCoe[i] * data[k - i - 1];
}
}
predict = (int)(tmpAR);
}
else
{
double [] arCoe = this.arimaCoe.get(0);
double [] maCoe = this.arimaCoe.get(1);
for(int k = p; k < n; ++k)
{
tmpAR = 0;
tmpMA = 0;
for(int i = 0; i < p; ++i)
{
tmpAR += arCoe[i] * data[k- i - 1];
}
for(int i = 1; i <= q; ++i)
{
tmpMA += maCoe[i] * errData[i];
}
//产生各个时刻的噪声
for(int j = q; j > 0; --j)
{
errData[j] = errData[j-1];
}
errData[0] = random.nextGaussian() * Math.sqrt(maCoe[0]);
}
predict = (int)(tmpAR + tmpMA);
}
return predict;
}
}- 主类入口
package arima;
import java.io.BufferedReader;
import java.io.File;
import java.io.FileInputStream;
import java.io.FileNotFoundException;
import java.io.IOException;
import java.io.InputStreamReader;
import java.nio.file.Path;
import java.nio.file.Paths;
import java.util.ArrayList;
public class Main
{
public static void main(String args[])
{
Path path = Paths.get("./data/", "data.txt");
File file = path.toFile();
try
(
BufferedReader br = new BufferedReader(new InputStreamReader(new FileInputStream(file)))
)
{
String line = null;
ArrayList<Double> al=new ArrayList<Double>();
while ((line = br.readLine()) != null)
{
al.add(Double.parseDouble(line));
}
double [] data = new double[al.size()];
for (int i = 0; i < data.length; ++i)
{
data[i] = al.get(i);
}
ARIMAModel arima = new ARIMAModel(data);
ArrayList<int []> list = new ArrayList<>();
int period = 7;
int modelCnt = 1, cnt = 0; //通过多次预测的平均值作为预测值
int [] tmpPredict = new int [modelCnt];
for (int k = 0; k < modelCnt; ++k) //控制通过多少组参数进行计算最终的结果
{
int [] bestModel = arima.getARIMAModel(period, list, (k == 0) ? false : true);
if (bestModel.length == 0)
{
tmpPredict[k] = (int)data[data.length - period];
cnt++;
break;
}
else
{
int predictDiff = arima.predictValue(bestModel[0], bestModel[1], period);
tmpPredict[k] = arima.aftDeal(predictDiff, period);
cnt++;
}
System.out.println("BestModel is " + bestModel[0] + " " + bestModel[1]);
list.add(bestModel);
}
al.clear();
double sumPredict = 0.0;
for (int k = 0; k < cnt; ++k)
{
sumPredict += (double)tmpPredict[k] / (double)cnt;
}
int predict = (int)Math.round(sumPredict);
System.out.println("Predict value="+predict);
}
catch (FileNotFoundException fnfe)
{
fnfe.printStackTrace();
}
catch (IOException ioe)
{
ioe.printStackTrace();
}
}
}
注：本文中有部分内容参考自瀚海小松的博客，大部分内容属于自己原创。同时自己也是首次接触到预测模型，可能对其中的相关知识存在理解性错误，如果博友发现，请通过博客联系我，忘不吝赐教。如果有博友觉着代码对自己有用，本人已上传到我的github，可前往下载。
382
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
