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