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資源簡介

ARIMA模型全稱為差分自回歸移動平均模型(Autoregressive Integrated Moving Average Model,簡記ARIMA),

資源截圖

代碼片段和文件信息

clc
clear?all
%%load?data
load(‘travel_time0201-0207.mat‘)
load(‘travel_time0208-0214.mat‘)
load(‘travel_time0215-0221.mat‘)
load(‘travel_time0222-0228.mat‘)

y(1:2016)=tte(1:288*7)‘;
y(2017:2016*2)=tte1(1:288*7)‘;

DX=y‘;
tic
z=iddata(DX);%將DX轉化為matlab接受的格式
test?=?[];
for?p?=?1:10???%AIC
????for?q?=?1:10????
????????m?=?armax(z[p?q]);????????
????????AIC?=?aic(m);????????????????????
????????test?=?[test;p?q?AIC];
????end
end
for?k?=?1:size(test1)
????if?test(k3)?==?min(test(:3))??????%選擇AIC值最小的模型
????????p_test?=?test(k1);
????????q_test?=?test(k2);
????????break;
????end
end
m1?=?armax(z[p_test?q_test]);????????%armax(pq)[p_test?q_test]對應AIC值最小
figure(1)
e?=?resid(m1z);?????%擬合做殘差分析
plot(e);
[PrDWr]?=?dwtest(e.OutputDataz.OutputData);
if?Pr<0.05
????disp(‘can?not?use?this?model‘);
else?disp(‘can?use?this?model‘);
end


%預測過程
p=predict(m1z1)

if?i?figure(3)
pre?=?round(p.OutputData(1:288*14));?%預測后一天的,也就是第9天的數據
pret=toc;
end

true(:1:2016)=tte2(1:288*7)‘;
true(:2017:2016*2)=tte3(1:288*7)‘;?%535455
true=reshape(true288*141);
mae=sum(abs(pre-true))/(288*14);
mspe=sum(abs(pre-true)./true)/(288*14);


?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件??????15211??2014-03-02?15:59??travel_time0215-0221.mat

?????文件??????15279??2014-03-02?16:00??travel_time0222-0228.mat

?????文件???????1243??2014-03-20?22:01??arima_travel_time.m

?????文件??????15261??2014-03-02?15:56??travel_time0201-0207.mat

?????文件??????15242??2014-03-02?15:58??travel_time0208-0214.mat

-----------?---------??----------?-----??----

????????????????62236????????????????????5


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