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📋📋📋本文目录如下:🎁🎁🎁
目录
💥1 概述
通过分析序列进行合理预测,做到提前掌握未来的发展趋势,为业务决策提供依据,这也是决策科学化的前提。
时间序列分析:
时间序列就是按时间顺序排列的一组数据序列。
时间序列分析就是发现这组数据的变动规律并用于预测的统计技术。
时间序列分析有三个基本特点:
- 假设事物发展趋势会延伸到未来
- 预测所依据的数据具有不规则性
- 不考虑事物发展之间的因果关系
📚2 运行结果
部分代码:
%% Initialization
clear ; close all; clc
%% ======================= Part 2: Plotting =======================
fprintf('Plotting Data ...\n')
data = load('P1.txt');
X = data(:, 1); y = data(:, 2);
m = length(y); % number of training examples
% Plot Data
% Note: You have to complete the code in plotData.m
plotData(X, y);
fprintf('Program paused. Press enter to continue.\n');
pause;
%% =================== Part 3: Cost and Gradient descent ===================
X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1); % initialize fitting parameters
% Some gradient descent settings
iterations = 1500;
alpha = 0.01;
fprintf('\nTesting the cost function ...\n')
% compute and display initial cost
J = computeCost(X, y, theta);
fprintf('With theta = [0 ; 0]\nCost computed = %f\n', J);
% further testing of the cost function
J = computeCost(X, y, [-1 ; 2]);
fprintf('\nWith theta = [-1 ; 2]\nCost computed = %f\n', J);
fprintf('Program paused. Press enter to continue.\n');
pause;
fprintf('\nRunning Gradient Descent ...\n')
% run gradient descent
theta = gradientDescent(X, y, theta, alpha, iterations);
% print theta to screen
fprintf('Theta found by gradient descent:\n');
fprintf('%f\n', theta);
%fprintf('Expected theta values (approx)\n');
% Plot the linear fit
hold on; % keep previous plot visible
plot(X(:,2), X*theta, '-')
legend('Training data', 'Linear regression')
hold off % don't overlay any more plots on this figure
fprintf('Program paused. Press enter to continue.\n');
pause;
%% ============= Part 4: Visualizing J(theta_0, theta_1) =============
fprintf('Visualizing J(theta_0, theta_1) ...\n')
% Grid over which we will calculate J
theta0_vals = linspace(-10, 10, 100);
theta1_vals = linspace(-1, 4, 100);
% initialize J_vals to a matrix of 0's
J_vals = zeros(length(theta0_vals), length(theta1_vals));
% Fill out J_vals
for i = 1:length(theta0_vals)
for j = 1:length(theta1_vals)
t = [theta0_vals(i); theta1_vals(j)];
J_vals(i,j) = computeCost(X, y, t);
end
end
🌈3 Matlab代码实现
🎉4 参考文献
部分理论来源于网络,如有侵权请联系删除。
[1]杨学威.基于机器学习算法的股指期货价格预测模型研究[J].软件工程,2022,25(12):1-8.DOI:10.19644/j.cnki.issn2096-1472.2022.012.001.