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3、ARIMA序列预测Matlab代码、可视化(可做算法对比)

1、文件包中程序均收集、整理、汇总自网络。

2、文件包完整内容:

1)【ARIMA-功能函数】仅包含一个ARIMA算法函数,需要调用到自己的程序中使用

函数部分代码及预览图:

function [result] = ARIMA_algorithm(data, Periodicity, ACF_P, PACF_Q, n)
m1 = length(data);
%the number of raw data
for i = Periodicity+1:m1
    y(i-Periodicity) = data(i)-data(i-Periodicity);
end
%eliminating the periodicity
w = diff(y);
%first-order differential, for eliminating the Trending
m2 = length(w);
%the number of data after first-order differential
k = 0;
%the number of initial exploration models
for i = 0:ACF_P
    for j = 0:PACF_Q
        if i == 0 && j == 0
            continue
        elseif i == 0
            ToEstMd = arima('MALags',1:j,'Constant
;