灰色預測java實現

/**
* 灰度預測模型
*
* @author Sean Chen
* @version 1.0 2012-12-6
*/
public class GrayModel {
private double a0, a1, a2;
private int size;
private double error;

public GrayModel() {
}

public void build(double[] x0) {
size = x0.length;
double[] x1 = new double[size];
x1[0] = x0[0];
for (int i = 1; i < size; i++) {
x1[i] = x0[i] + x1[i - 1];
}
double[][] b = new double[size - 1][2];
double[][] bt = new double[2][size - 1];
double[][] y = new double[size - 1][1];
for (int i = 0; i < b.length; i++) {
b[i][0] = -(x1[i] + x1[i + 1]) / 2;
b[i][1] = 1;
bt[0][i] = b[i][0];
bt[1][i] = 1;
y[i][0] = x0[i + 1];
}
double[][] t = new double[2][2];
multiply(bt, b, t);
t = inverse(t);
double[][] t1 = new double[2][size - 1];
multiply(t, bt, t1);
double[][] t2 = new double[2][1];
multiply(t1, y, t2);
a0 = t2[0][0];
double u = t2[1][0];
a2 = u / a0;
a1 = x0[0] - a2;
a0 = -a0;

error = 0;
for (int i = 0; i < x0.length; i++) {
double d = (x0[i] - getX0(i));
error += d * d;
}
error /= x0.length;
}

/**
* 誤差
*
* @return
*/
public double getError() {
return error;
}

double getX1(int k) {
return a1 * Math.exp(a0 * k) + a2;
}

double getX0(int k) {
// return a0 * a1 * Math.exp(a0 * k);
if (k == 0)
return a1 * Math.exp(a0 * k) + a2;
else
return a1 * (Math.exp(a0 * k) - Math.exp(a0 * (k - 1)));
}

/**
* 預測後續的值
*
* @param index
* @return
*/
public double nextValue(int index) {
if (index < 0)
throw new IndexOutOfBoundsException();
return getX0(size + index);
}

/**
* 預測下一個值
*
* @return
*/
public double nextValue() {
return nextValue(0);
}

static double[][] inverse(double[][] t) {
double[][] a = new double[2][2];
double det = t[0][0] * t[1][1] - t[0][1] * t[1][0];
a[0][0] = t[1][1] / det;
a[0][1] = -t[1][0] / det;
a[1][0] = -t[0][1] / det;
a[1][1] = t[0][0] / det;
return a;
}

static void multiply(double[][] left, double[][] right, double[][] dest) {
int n1 = left.length;
int m1 = left[0].length;
int m2 = right[0].length;
for (int k = 0; k < n1; k++) {
for (int s = 0; s < m2; s++) {
dest[k][s] = 0;
for (int i = 0; i < m1; i++) {
dest[k][s] += left[k][i] * right[i][s];
}
}
}
}

public static void main(String[] args) {
GrayModel gs = new GrayModel();
// 函式 sin+cos
double[] y = new double[10];
double step = 0.001;
double x = 0.001;
for (int i = 0; i < y.length; i++) {
y[i] = Math.sin(x) + Math.cos(x);
x += step;
}
gs.build(y);
for (int i = 0; i < 5; i++) {
// 真實值與預測值的差值
System.out.println(Math.sin(x) + Math.cos(x) - gs.nextValue(i));
x += step;
}
System.out.println(Math.sqrt(gs.getError()));
}
}

文章轉自 http://chen-yongkai.iteye.com/blog/1742805