gm21模型python_灰色预测 GM11模型

importSeriesfrom pandas importDataFrameimportpandas as pdimportmatplotlib.pyplot as pltclassGray_model:def __init__(self):

self.a_hat=None

self.x0=Nonedeffit(self,

series=pd.Series(index=[1996, 1997, 1998, 1999], data=[1, 2, 3, 4])):"""Series is a pd.Series with index as its date.

:param series: pd.Series

:return: None"""self.a_hat=self._identification_algorithm(series.values)

self.x0=series.values[0]defpredict(self, interval):

result=[]for i inrange(interval):

result.append(self.__compute(i))

result= self.__return(result)returnresultdef_identification_algorithm(self, series):

B= np.array([[1] * 2] * (len(series) - 1))

series_sum=np.cumsum(series)for i in range(len(series) - 1):

B[i][0]= (series_sum[i] + series_sum[i + 1]) * (-1.0) / 2Y= np.transpose(series[1:])

BT=np.transpose(B)

a=np.linalg.inv(np.dot(BT, B))

a=np.dot(a, BT)

a=np.dot(a, Y)

a=np.transpose(a)returnadefscore(self, series_true, series_pred, index):

error=np.ones(len(series_true))

relativeError=np.ones(len(series_true))for i inrange(len(series_true)):

error[i]= series_true[i] -series_pred[i]

relativeError[i]= error[i] / series_pred[i] * 100score_record= {'GM': np.cumsum(series_pred),'1—AGO': np.cumsum(series_true),'Returnvalue': series_pred,'Real_value': series_true,'Error': error,'RelativeError(%)': (relativeError)

}

scores= DataFrame(score_record, index=index)returnscoresdef __compute(self, k):return (self.x0 - self.a_hat[1] / self.a_hat[0]) * np.exp(-1 * self.a_hat[0] * k) + self.a_hat[1] /self.a_hat[

0]def __return(self, series):

tmp=np.ones(len(series))for i inrange(len(series)):if i ==0:

tmp[i]=series[i]else:

tmp[i]= series[i] - series[i - 1]returntmpdefevaluate(self, series_true, series_pred):

scores=self.score(series_true, series_pred, np.arange(len(series_true)))

error_square=np.dot(scores, np.transpose(scores))

error_avg=np.mean(error_square)

S= 0 #X0的关联度

for i in range(1, len(series_true) - 1, 1):

S+= series_true[i] - series_true[0] + (series_pred[-1] - series_pred[0]) / 2S=np.abs(S)

SK= 0 #XK的关联度

for i in range(1, len(series_true) - 1, 1):

SK+= series_pred[i] - series_pred[0] + (series_pred[-1] - series_pred[0]) / 2SK=np.abs(SK)

S_Sub= 0 #|S-SK|b

for i in range(1, len(series_true) - 1, 1):

S_Sub+= series_true[i] - series_true[0] - (series_pred[i] - series_pred[0]) + ((series_true[-1] -series_true[0])-(

series_pred[i]-series_pred[0]))/ 2S_Sub=np.abs(S_Sub)

T= (1 + S + SK) / (1 + S + SK +S_Sub)

level=0if T >= 0.9:

level= 1

#print ('精度为一级')

elif T >= 0.8:

level= 2

#print ('精度为二级')

elif T >= 0.7:

level= 3

#print ('精度为三级')

elif T >= 0.6:

level= 4

#print ('精度为四级')

return 1 -T, leveldefplot(self, series_true, series_pred, index):

df= pd.DataFrame(index=index)

df['Real'] =series_true

df['Forcast'] =series_pred

plt.figure()

df.plot(figsize=(7, 5))

plt.xlabel('year')

plt.show()