{"id":203,"date":"2020-04-19T13:23:42","date_gmt":"2020-04-19T05:23:42","guid":{"rendered":"http:\/\/hk.khscience.cn\/docs\/?p=203"},"modified":"2024-10-07T22:38:07","modified_gmt":"2024-10-07T14:38:07","slug":"123","status":"publish","type":"post","link":"https:\/\/www.khsci.com\/docs\/index.php\/2020\/04\/19\/123\/","title":{"rendered":"ARIMA\u5de5\u5177\u7bb1\u4f7f\u7528\u624b\u518c\uff08\u5b8c\u6574\u7248\uff09"},"content":{"rendered":"\n<blockquote class=\"wp-block-quote\">\n<div style=\"position: relative; padding: 30% 45%;\">\n<iframe style=\"position: absolute; width: 100%; height: 100%; left: 0; top: 0;\" src=\"\/\/player.bilibili.com\/player.html?isOutside=true&#038;aid=113266575676596&#038;bvid=BV1fj12YmEpa&#038;cid=26188448728&#038;p=1\" scrolling=\"no\" border=\"0\" frameborder=\"no\" framespacing=\"0\" allowfullscreen=\"true\" sandbox=\"allow-top-navigation allow-same-origin allow-forms allow-scripts\"><\/iframe>\n<\/div>\n<\/blockquote>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"arima-284c71e6-b578-42e9-94e0-868c9cb4e601\">\u4e00\u3001\u83b7\u53d6ARIMA\u5de5\u5177\u7bb1\u4f7f\u7528\u624b\u518c\uff08\u5b8c\u6574\u7248\uff09<\/h3>\n\n\n\n<p class=\"is-style-iw-2em\"><strong>\u83b7\u53d6\u901a\u9053\u4e00\uff08\u6dd8\u5b9d\uff09\uff1a<\/strong><a href=\"https:\/\/item.taobao.com\/item.htm?id=668455429613\" target=\"_blank\" rel=\"noreferrer noopener\">\u70b9\u51fb\u6b64\u5904\u83b7\u53d6\u5b8c\u6574\u7248\u7a0b\u5e8f<\/a><\/p>\n\n\n\n<p class=\"is-style-iw-2em\"><strong>\u83b7\u53d6\u901a\u9053\u4e8c\uff08\u672c\u9875\u9762\uff09\uff1a<\/strong>\u70b9\u51fb\u4e0b\u9762\u201c\u7acb\u5373\u652f\u4ed8\u201d\u6309\u94ae\uff0c\u4ed8\u6b3e\u540e\u83b7\u53d6\u5b8c\u6574\u7248\u4ee3\u7801\u4e0b\u8f7d\u94fe\u63a5\u548c\u552e\u540e\u8054\u7cfb\u65b9\u5f0f~\u672c\u901a\u9053\u5904\u4e8e\u6d4b\u8bd5\u9636\u6bb5\uff0c\u4f7f\u7528\u8be5\u901a\u9053\u53ef\u4ee5\u989d\u5916\u4f18\u60e0\uff08\u4ec5\u970053\u5143\uff09\u3002 <strong>\u4ed8\u6b3e\u5b8c\u6210\u540e\u5237\u65b0\u4e00\u4e0b\u672c\u9875\u9762\u5373\u53ef\u770b\u5230\u4e0b\u8f7d\u94fe\u63a5<\/strong> <\/p>\n\n\n\n<p class=\"is-style-iw-2em\"><span style=\"color:#fcb900\" class=\"tadv-color\">\uff08\u6ce8\u610f\u652f\u4ed8\u8df3\u8f6c\u5931\u8d25\u7684\u8bdd\uff0c\u8bf7\u4f7f\u7528\u6d4f\u89c8\u5668\u6253\u5f00\u672c\u9875\u9762\uff09<\/span><\/p>\n\n\n<p><p><div class=\"erphp-wppay\">\n\t\t\t\t\u60a8\u9700\u8981\u5148\u652f\u4ed8 <b>53\u5143<\/b> \u624d\u80fd\u67e5\u770b\u6b64\u5904\u5185\u5bb9\uff01<a href=\"javascript:;\" class=\"erphp-wppay-loader\" data-post=\"203\">\u7acb\u5373\u652f\u4ed8<\/a>\n\t\t\t<\/div><\/p><\/a><\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"-c58de9c8-669a-443b-8648-4f1b897c78a6\"><strong>\u4e8c\u3001\u4ee3\u7801\u8fd0\u884c\u73af\u5883<\/strong><\/h3>\n\n\n\n<p>MATLAB2016~2022<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"-e9b28b83-94ee-49b9-abb4-0e688f2911f3\"><strong>\u4e09\u3001\u5de5\u5177\u7bb1\u4ecb\u7ecd<\/strong><\/h3>\n\n\n<div class=\"wp-block-image size-full\">\n<figure class=\"aligncenter\"><img loading=\"lazy\" decoding=\"async\" width=\"320\" height=\"224\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-13.png\" alt=\"\" class=\"wp-image-1267\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-13.png 320w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-13-300x210.png 300w\" sizes=\"(max-width: 320px) 100vw, 320px\" \/><\/figure><\/div>\n\n\n<p>\u6ce8\uff1a<img decoding=\"async\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2020\/04\/d2f64ad140f71d4582ec56dfb0893b44.png\">\u56fe\u6807\u4ee3\u8868\u8be5m\u6587\u4ef6\u4e3a\u811a\u672c\u6587\u4ef6\uff0c\u53ef\u4ee5\u76f4\u63a5\u8fd0\u884c\uff1b<img decoding=\"async\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2020\/04\/5823613e4f686c23a078445e25e3e8eb.png\">\u56fe\u6807\u4ee3\u8868\u51fd\u6570\u6587\u4ef6\uff0c\u5728\u6ca1\u6709\u8f93\u5165\u53d8\u91cf\u7684\u60c5\u51b5\u4e0b\u65e0\u6cd5\u76f4\u63a5\u8fd0\u884c\u3002\u66f4\u8be6\u7ec6\u7684\u89e3\u91ca\u53ef\u4ee5\u770b<a href=\"https:\/\/ww2.mathworks.cn\/help\/matlab\/learn_matlab\/scripts-and-functions.html\">\u8fd9\u91cc<\/a>\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\" id=\"1-demos-36937d61-fd94-4560-8967-929324c0638e\">1.demos\u6587\u4ef6\u5939<\/h4>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  demos\u6587\u4ef6\u5939\u4e2d\u5168\u90e8\u4e3a\u811a\u672c\u6587\u4ef6\uff0c\u5176\u4e2d\u7684\u6587\u4ef6\u4f7f\u7528\u4e86funs\u6587\u4ef6\u5939\u4e2d\u7684\u51fd\u6570\u6587\u4ef6\u5b9e\u73b0\u5404\u79cd\u529f\u80fd\u3002<\/p>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"1-1-demo_arima-m-faca4e40-7df2-4cb9-b935-0408322f1b9f\">        <strong>1.1.Demo_ARIMA.m<\/strong><\/h5>\n\n\n\n<p>&nbsp; &nbsp; &nbsp; &nbsp; \u8c03\u7528funs\u4e2d\u7684Fun_ARIMA_Forecast\u51fd\u6570\u8fdb\u884c<strong>\u591a\u6b65\u9884\u6d4b<\/strong>\u7684\u4f8b\u5b50\uff0c\u6f14\u793a\u4e86Fun_ARIMA_Forecast\u51fd\u6570\u7684\u5e38\u89c4\u7528\u6cd5\u3002<\/p>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"1-3-demo_arma_rul-m-aeda207d-f3a9-490c-9356-7b2cdd59ec64\">        <strong>1.2.Demo_ARMA_MulComp.m<\/strong><\/h5>\n\n\n\n<p>&nbsp; &nbsp; &nbsp; &nbsp; \u8c03\u7528funs\u4e2d\u7684RUL_ARIMA\u51fd\u6570\u5b9e\u73b0\u5269\u4f59\u5bff\u547d\u9884\u6d4b\uff0c\u8be5\u529f\u80fd\u5904\u4e8e\u6d4b\u8bd5\u9636\u6bb5\u3002<\/p>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"1-2-demo_arma_onestep_new-m-441077c4-07d8-4498-8dc4-e70a69a30444\">         <strong>1.3.Demo_ARMA_onestep_new.m<\/strong><\/h5>\n\n\n\n<p>&nbsp; &nbsp; &nbsp; &nbsp; \u8c03\u7528funs\u4e2d\u7684Fun_ARIMA_Forecast_Onestep\u51fd\u6570\u8fdb\u884c<strong>\u5355\u6b65\u9884\u6d4b<\/strong>\u7684\u4f8b\u5b50\uff0c\u6f14\u793a\u4e86Fun_ARIMA_Forecast_Onestep\u51fd\u6570\u7684\u5e38\u89c4\u7528\u6cd5\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\" id=\"2-funs-266f6e3a-6ab0-4c7a-98b1-3908d83081cc\">2.funs\u6587\u4ef6\u5939<\/h4>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  funs\u6587\u4ef6\u5939\u4e2d\u4e3a\u8be5\u5de5\u5177\u7bb1\u76f8\u5173\u7684\u51fd\u6570\u6587\u4ef6\uff0c\u8be5\u6587\u4ef6\u5939\u4e2d\u7684\u6587\u4ef6\u65e0\u6cd5\u76f4\u63a5\u8fd0\u884c\uff0c\u9700\u8981\u5728\u5176\u4ed6\u6587\u4ef6\u6216\u547d\u4ee4\u884c\u7a97\u53e3\u4e2d\u5bf9\u5165\u53e3\u53c2\u6570\u8d4b\u503c\u5e76\u8c03\u7528\u3002<\/p>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"2-1-arma_order_select-m-7f5b6486-b0e1-4e5d-b1b3-a01795027901\">          <strong>2.1.ARMA_Order_Select.m<\/strong><\/h5>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u901a\u8fc7AIC\uff0cBIC\u7b49\u51c6\u5219\u66b4\u529b\u9009\u5b9a\u9636\u6570\uff0c\u5e26\u6709\u5dee\u5206\u9879\u3002<\/p>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u8c03\u7528\u8be5\u51fd\u6570\u53ef\u4ee5\u5f97\u5230\u901a\u8fc7\u51c6\u5219\u9009\u5b9a\u7684p\u3001q\u503c\uff0c\u51c6\u5219\u53ef\u4ee5\u4ece&#8221;aic&#8221;\u3001&#8221;bic&#8221;\u3001&#8221;aic+bic&#8221;\u4e09\u79cd\u6a21\u5f0f\u4e2d\u4efb\u610f\u9009\u62e9\u3002<\/p>\n\n\n\n<p class=\"is-style-iw-2em\"> &nbsp; &nbsp; &nbsp; &nbsp;  \u51fd\u6570\u53c2\u6570\u8bf4\u660e\u5982\u4e0b\uff1a<\/p>\n\n\n\n<p class=\"is-style-iw-2em\"><\/p>\n\n\n\n<pre class=\"wp-block-prismatic-blocks\"><code class=\"language-matlab\">function [AR_Order,MA_Order,aicorbic] = ARMA_Order_Select(data,max_ar,max_ma,di,criterion)\n% \u901a\u8fc7AIC\uff0cBIC\u7b49\u51c6\u5219\u66b4\u529b\u9009\u5b9a\u9636\u6570\uff0c\u5e26\u6709\u5dee\u5206\u9879\n% \u8f93\u5165\uff1a\n% data\u5bf9\u8c61\u6570\u636e\n% max_ar\u4e3aAR\u6a21\u578b\u641c\u5bfb\u7684\u6700\u5927\u9636\u6570\n% max_ma\u4e3aMA\u6a21\u578b\u641c\u5bfb\u7684\u6700\u5927\u9636\u6570\n% di\u5dee\u5206\u9636\u6570\n% criterion \u4e3a\u5b9a\u9636\u51c6\u5219\uff0c&#039;aic&#039;\/&#039;bic&#039;\/&#039;aic+bic&#039;\u4e09\u79cd\u9009\u62e9\uff0c\u6b64\u53d8\u91cf\u53ef\u4ee5\u4e0d\u8f93\u5165\u6216\u8005\u8f93\u5165\u4e3a[]\uff0c\u6b64\u65f6\u5c06\u4f7f\u7528\u9ed8\u8ba4&#039;aic+bic&#039;\u51c6\u5219\n% \u8f93\u51fa\uff1a\n% AR_Orderr\u4e3aAR\u6a21\u578b\u8f93\u51fa\u9636\u6570\n% MA_Orderr\u4e3aAR\u6a21\u578b\u8f93\u51fa\u9636\u6570\n% aicorbic\u4e3aaic+bic\u5728\u6240\u6709pq\u7ec4\u5408\u4e0b\u7684\u503c\uff0c\u8fd4\u56de\u503c\u4e3a\u77e9\u9635\uff0c\n% \u4f8b\u5982\u5f53\u8bbe\u7f6emax_ar= 1\uff0cmax_ma=2\u65f6\n% \u5219\u8fd4\u56de\u77e9\u9635\u4e3a\uff1a a b c\n% d e f\n% a\u4ee3\u8868 p=0,q=0\u65f6\u7684aic+bic\u7684\u503c\uff0cb\u4ee3\u8868p=0,q=1\u65f6\u7684\u503c\uff0cd\u4ee3\u8868p=1,q=0\u65f6\u7684\u503c\uff0c\u4ee5\u6b64\u7c7b\u63a8\n% \u77e9\u9635\u4e2d\u53ef\u80fd\u4f1a\u5b58\u5728NaN\u503c\uff0c\u6bd4\u5982a\u5fc5\u5b9a\u4e3aNaN\uff0c\u5f53p\u3001q\u7684\u9636\u6570\u8f83\u9ad8\u65f6\uff0c\u4e5f\u4f1a\u56e0\u4e3a\u8f6f\u4ef6\u65e0\u6cd5\u6b63\u786e\u4f30\u8ba1\u53c2\u6570\u800c\u4ea7\u751fNaN\u503c\nCode language: Matlab (matlab)<\/code><\/pre>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"2-2-fun_arima_forecast-m-99e98623-bf3e-4f8f-ac08-ecbc9f8578a1\">          <strong>2.2.Fun_ARIMA_Forecast.m<\/strong><\/h5>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u5c01\u88c5\u597d\u7684\u4f7f\u7528ARIMA\u65b9\u6cd5\u8fdb\u884c\u591a\u6b65\u9884\u6d4b\u7684\u7a0b\u5e8f\uff0c\u53ef\u4ee5\u901a\u8fc7\u8f93\u5165\u539f\u59cb\u6570\u636e\u3001\u9884\u6d4b\u6b65\u6570\u7b49\u76f4\u63a5\u83b7\u5f97\u9884\u6d4b\u7ed3\u679c\u3002\u8be5\u51fd\u6570\u7684\u8c03\u7528\u65b9\u6cd5\u5728<strong>Demo_ARIMA.m<\/strong>\u6587\u4ef6\u4e2d\u6f14\u793a\u3002<\/p>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u53ef\u4ee5\u76f4\u63a5\u8c03\u7528\uff0c\u5dee\u5206\u9636\u6570\u3001p\u3001q\u503c\u81ea\u52a8\u786e\u5b9a\u3002<\/p>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u53ef\u4ee5\u8f93\u51fa\u9884\u6d4b\u7ed3\u679c\u3001\u9884\u6d4b\u7f6e\u4fe1\u533a\u95f4\u4e0a\u4e0b\u9650\u3001aicbic\u503c\u3001\u6b8b\u5dee\u503c\u3002<\/p>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u53ef\u4ee5\u76f4\u63a5\u753b\u51fa\u9884\u6d4b\u7ed3\u679c\u56fe\u3001ACF\u56fe\u3001PACF\u56fe\u3001\u6b8b\u5dee\u68c0\u9a8c\u56fe\uff0c\u5982\u4e0b\uff1a<\/p>\n\n\n<div class=\"wp-block-image size-full\">\n<figure class=\"aligncenter\"><img loading=\"lazy\" decoding=\"async\" width=\"522\" height=\"313\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-2.png\" alt=\"\" class=\"wp-image-1048\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-2.png 522w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-2-300x180.png 300w\" sizes=\"(max-width: 522px) 100vw, 522px\" \/><\/figure><\/div>\n\n<div class=\"wp-block-image size-full\">\n<figure class=\"aligncenter\"><img loading=\"lazy\" decoding=\"async\" width=\"525\" height=\"275\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-3.png\" alt=\"\" class=\"wp-image-1049\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-3.png 525w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-3-300x157.png 300w\" sizes=\"(max-width: 525px) 100vw, 525px\" \/><\/figure><\/div>\n\n<div class=\"wp-block-image size-full\">\n<figure class=\"aligncenter\"><img loading=\"lazy\" decoding=\"async\" width=\"563\" height=\"284\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-4.png\" alt=\"\" class=\"wp-image-1050\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-4.png 563w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-4-300x151.png 300w\" sizes=\"(max-width: 563px) 100vw, 563px\" \/><\/figure><\/div>\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"792\" height=\"399\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-1.png\" alt=\"\" class=\"wp-image-1047\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-1.png 792w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-1-300x151.png 300w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-1-768x387.png 768w\" sizes=\"(max-width: 792px) 100vw, 792px\" \/><\/figure>\n\n\n\n<p class=\"is-style-iw-2em\"> &nbsp; &nbsp; &nbsp; &nbsp;  \u51fd\u6570\u53c2\u6570\u8bf4\u660e\u5982\u4e0b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-prismatic-blocks\"><code class=\"language-matlab\">function [forData,lower,upper,aicorbic,res] = Fun_ARIMA_Forecast(data,step,max_ar,max_ma,figflag,criterion)\n% \u4f7f\u7528ARIMA\u8fdb\u884c\u9884\u6d4b\u7684\u51fd\u6570\uff08\u4f7f\u7528n\u9636\u5dee\u5206\u3001\u4e0d\u4f7f\u7528\u5bf9\u6570\uff09\uff0c\u53ef\u4ee5\u76f4\u63a5\u8c03\u7528\uff0c\u5dee\u5206\u9636\u6570\u81ea\u52a8\u786e\u5b9a\u3002\n% \u8f93\u5165\uff1a\n% data\u4e3a\u5f85\u9884\u6d4b\u6570\u636e\uff0c\u4e00\u7ef4\u6570\u636e\uff0c\u6700\u5c0f11\u4e2a\u6570\u636e\u3002\u4f46\u662f\u6570\u636e\u957f\u5ea6\u5904\u4e8e11~15\u65f6\u4f9d\u65e7\u53ef\u80fd\u51fa\u73b0\u62a5\u9519\u7684\u60c5\u51b5\u3002\n% step\u4e3a\u62df\u9884\u6d4b\u6b65\u6570\n% max_ar \u4e3a\u6700\u5927p\u503c\n% max_ma \u4e3a\u6700\u5927q\u503c\n% figflag \u4e3a\u753b\u56fe\u6807\u5fd7\u4f4d\uff0c&#039;on&#039;\u4e3a\u753b\u56fe\uff0c&#039;off&#039;\u4e3a\u4e0d\u753b\n% criterion \u4e3a\u5b9a\u9636\u51c6\u5219\uff0c&#039;aic&#039;\/&#039;bic&#039;\/&#039;aic+bic&#039;\u4e09\u79cd\u9009\u62e9\uff0c\u6b64\u53d8\u91cf\u53ef\u4ee5\u4e0d\u8f93\u5165\u6216\u8005\u8f93\u5165\u4e3a[]\uff0c\u6b64\u65f6\u5c06\u4f7f\u7528\u9ed8\u8ba4&#039;aic+bic&#039;\u51c6\u5219\n% \u8f93\u51fa\uff1a\n% forData\u4e3a\u9884\u6d4b\u7ed3\u679c\uff0c\u5176\u957f\u5ea6\u7b49\u4e8estep\n% lower\u4e3a\u9884\u6d4b\u7ed3\u679c\u768495%\u7f6e\u4fe1\u4e0b\u9650\u503c\n% upper\u4e3a\u9884\u6d4b\u7ed3\u679c\u768495%\u7f6e\u4fe1\u4e0a\u9650\u503c\n% aicorbic\u4e3aaic+bic\u5728\u6240\u6709pq\u7ec4\u5408\u4e0b\u7684\u503c\uff0c\u8fd4\u56de\u503c\u4e3a\u77e9\u9635\uff0c\n% \u4f8b\u5982\u5f53\u8bbe\u7f6emax_ar= 1\uff0cmax_ma=2\u65f6\n% \u5219\u8fd4\u56de\u77e9\u9635\u4e3a\uff1a a b c\n% d e f\n% a\u4ee3\u8868 p=0,q=0\u65f6\u7684aic+bic\u7684\u503c\uff0cb\u4ee3\u8868p=0,q=1\u65f6\u7684\u503c\uff0cd\u4ee3\u8868p=1,q=0\u65f6\u7684\u503c\uff0c\u4ee5\u6b64\u7c7b\u63a8\n% \u77e9\u9635\u4e2d\u53ef\u80fd\u4f1a\u5b58\u5728NaN\u503c\uff0c\u6bd4\u5982a\u5fc5\u5b9a\u4e3aNaN\uff0c\u5f53p\u3001q\u7684\u9636\u6570\u8f83\u9ad8\u65f6\uff0c\u4e5f\u4f1a\u56e0\u4e3a\u8f6f\u4ef6\u65e0\u6cd5\u6b63\u786e\u4f30\u8ba1\u53c2\u6570\u800c\u4ea7\u751fNaN\u503c\n% res\uff1a\u62df\u5408\u6b8b\u5dee\u503c<\/code><\/pre>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"2-3-fun_arima_forecast_onestep-a8be8b08-9756-4e20-a3ae-38c49a3c7db5\">          <strong>2.3.Fun_ARIMA_Forecast_Onestep<\/strong><\/h5>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u5c01\u88c5\u597d\u7684\u201c\u5355\u6b65\u201d\u9884\u6d4b\u7a0b\u5e8f\uff0c\u73b0\u5728\u8fd9\u4e2a\u6700\u5e38\u7528\u7684\u56fe\u53ef\u4ee5\u50bb\u74dc\u5f0f\u5b9e\u73b0\u5566\u3002<\/p>\n\n\n\n<p>          \u53ef\u4ee5\u6307\u5b9a\u8bad\u7ec3\u96c6\/\u6d4b\u8bd5\u96c6\u6bd4\u4f8b\uff0c\u4f7f\u7528\u8bad\u7ec3\u96c6\u6570\u636e\u8bad\u7ec3\u6a21\u578b\uff0c\u4f7f\u7528\u6d4b\u8bd5\u96c6\u6570\u636e\u5bf9\u6bd4\u9a8c\u8bc1\u3002<\/p>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u53ef\u4ee5\u76f4\u63a5\u8c03\u7528\uff0c\u5dee\u5206\u9636\u6570\u3001p\u3001q\u503c\u81ea\u52a8\u786e\u5b9a\u3002<\/p>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u53ef\u4ee5\u8f93\u51fa\u9884\u6d4b\u7ed3\u679c\u3001\u8bad\u7ec3\u96c6\u6570\u636e\u3001\u6d4b\u8bd5\u96c6\u6570\u636e\u3001aicbic\u503c\u3001\u6b8b\u5dee\u503c\u3002<\/p>\n\n\n\n<p class=\"is-style-iw-2em\"> &nbsp; \u53ef\u4ee5\u76f4\u63a5\u753b\u51fa\u9884\u6d4b\u7ed3\u679c\u56fe\u3001ACF\u56fe\u3001PACF\u56fe\u3001\u6b8b\u5dee\u68c0\u9a8c\u56fe\uff0c\u5176\u4e2d\u9884\u6d4b\u7ed3\u679c\u56fe\u5982\u4e0b\uff1a<\/p>\n\n\n<div class=\"wp-block-image aligncenter size-full\">\n<figure class=\"\"><img loading=\"lazy\" decoding=\"async\" width=\"556\" height=\"378\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-15.png\" alt=\"\" class=\"wp-image-1270\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-15.png 556w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-15-300x204.png 300w\" sizes=\"(max-width: 556px) 100vw, 556px\" \/><figcaption class=\"wp-element-caption\">\u5355\u6b65\u9884\u6d4b\u7ed3\u679c\u56fe<\/figcaption><\/figure><\/div>\n\n\n<p class=\"is-style-iw-2em\"><\/p>\n\n\n\n<pre class=\"wp-block-prismatic-blocks\"><code class=\"language-matlab\">function [forData,dataTrain,dataTest,aicorbic,res] = Fun_ARIMA_Forecast_Onestep(data,TrainR,max_ar,max_ma,figflag,criterion)\n% \u4f7f\u7528ARIMA\u8fdb\u884c\u5355\u6b65\u9884\u6d4b\u7684\u51fd\u6570\uff08\u4f7f\u7528n\u9636\u5dee\u5206\u3001\u4e0d\u4f7f\u7528\u5bf9\u6570\uff09\uff0c\u53ef\u4ee5\u76f4\u63a5\u8c03\u7528\uff0c\u5dee\u5206\u9636\u6570\u81ea\u52a8\u786e\u5b9a\u3002\n% \u8f93\u5165\uff1a\n% data \u4e3a\u5168\u90e8\u6570\u636e\uff0c\u8981\u6c42\u4e3a\u4e00\u7ef4\u6570\u636e\u3002\u8be5\u6570\u636e\u5728\u7a0b\u5e8f\u4e2d\u4f1a\u4f9d\u7167TrainR\u7684\u6570\u503c\u88ab\u8fdb\u4e00\u6b65\u5212\u5206\u4e3a\u8bad\u7ec3\u96c6\u548c\u6d4b\u8bd5\u96c6\n% TrainR \u4e3a\u8bad\u7ec3\u96c6\u6bd4\u4f8b\uff0c\u5982\u679cTrainR\u4e3a\u5c0f\u4e8e1\u7684\u5c0f\u6570\uff0c\u5219\u4ee3\u8868\u6bd4\u4f8b\u503c\uff0c\u5982\u679cTrain\u4e3a\u5927\u4e8e1\u7684\u6574\u6570\uff0c\u5219\u4ee3\u8868\u8bad\u7ec3\u96c6\u6570\u636e\u70b9\u6570\u3002\n% max_ar \u4e3a\u6700\u5927p\u503c\n% max_ma \u4e3a\u6700\u5927q\u503c\n% figflag \u4e3a\u753b\u56fe\u6807\u5fd7\u4f4d\uff0c&#039;on&#039;\u4e3a\u753b\u56fe\uff0c&#039;off&#039;\u4e3a\u4e0d\u753b\n% criterion \u4e3a\u5b9a\u9636\u51c6\u5219\uff0c&#039;aic&#039;\/&#039;bic&#039;\/&#039;aic+bic&#039;\u4e09\u79cd\u9009\u62e9\uff0c\u6b64\u53d8\u91cf\u53ef\u4ee5\u4e0d\u8f93\u5165\u6216\u8005\u8f93\u5165\u4e3a[]\uff0c\u6b64\u65f6\u5c06\u4f7f\u7528\u9ed8\u8ba4&#039;aic+bic&#039;\u51c6\u5219\n% \u8f93\u51fa\uff1a\n% forData\u4e3a\u9884\u6d4b\u7ed3\u679c\n% dataTrain\u4e3a\u8bad\u7ec3\u96c6\u6570\u636e\n% dataTest\u4e3a\u6d4b\u8bd5\u96c6\u6570\u636e\n% aicorbic\u4e3aaic+bic\u5728\u6240\u6709pq\u7ec4\u5408\u4e0b\u7684\u503c\uff0c\u8fd4\u56de\u503c\u4e3a\u77e9\u9635\uff0c\n% \u4f8b\u5982\u5f53\u8bbe\u7f6emax_ar= 1\uff0cmax_ma=2\u65f6\n% \u5219\u8fd4\u56de\u77e9\u9635\u4e3a\uff1a a b c\n% d e f\n% a\u4ee3\u8868 p=0,q=0\u65f6\u7684aic+bic\u7684\u503c\uff0cb\u4ee3\u8868p=0,q=1\u65f6\u7684\u503c\uff0cd\u4ee3\u8868p=1,q=0\u65f6\u7684\u503c\uff0c\u4ee5\u6b64\u7c7b\u63a8\n% \u77e9\u9635\u4e2d\u53ef\u80fd\u4f1a\u5b58\u5728NaN\u503c\uff0c\u6bd4\u5982a\u5fc5\u5b9a\u4e3aNaN\uff0c\u5f53p\u3001q\u7684\u9636\u6570\u8f83\u9ad8\u65f6\uff0c\u4e5f\u4f1a\u56e0\u4e3a\u8f6f\u4ef6\u65e0\u6cd5\u6b63\u786e\u4f30\u8ba1\u53c2\u6570\u800c\u4ea7\u751fNaN\u503c\n% res\uff1a\u62df\u5408\u6b8b\u5dee\u503c<\/code><\/pre>\n\n\n\n<h5 class=\"wp-block-heading\" id=\"2-4-rul_arima-m-6af16369-97c4-48dc-a7eb-774f7624d544\">          <strong>2.4.<\/strong>Fun_ARIMA_Forecast_MulComp<\/h5>\n\n\n\n<p class=\"is-style-iw-2em\">&nbsp; &nbsp; &nbsp; &nbsp;   \u5212\u5206\u8bad\u7ec3\u96c6\u3001\u6d4b\u8bd5\u96c6\u8fdb\u884c\u4f7f\u7528ARIMA\u8fdb\u884c\u201c\u591a\u6b65\u201d\u9884\u6d4b\uff0c\u5e76\u8fdb\u884c\u9884\u6d4b\u6548\u679c\u5bf9\u6bd4\u7684\u51fd\u6570\u3002<\/p>\n\n\n\n<p class=\"is-style-iw-2em\">          \u53ef\u4ee5\u76f4\u63a5\u753b\u51fa\u9884\u6d4b\u7ed3\u679c\u56fe\u3001ACF\u56fe\u3001PACF\u56fe\u3001\u6b8b\u5dee\u68c0\u9a8c\u56fe\uff0c\u5176\u4e2d\u9884\u6d4b\u7ed3\u679c\u56fe\u5982\u4e0b\uff1a <\/p>\n\n\n<div class=\"wp-block-image aligncenter size-full\">\n<figure class=\"\"><img loading=\"lazy\" decoding=\"async\" width=\"533\" height=\"361\" src=\"https:\/\/khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-14.png\" alt=\"\" class=\"wp-image-1269\" srcset=\"https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-14.png 533w, https:\/\/www.khsci.com\/docs\/wp-content\/uploads\/2022\/01\/image-14-300x203.png 300w\" sizes=\"(max-width: 533px) 100vw, 533px\" \/><figcaption class=\"wp-element-caption\">\u591a\u6b65\u9884\u6d4b\u5bf9\u6bd4\u56fe<\/figcaption><\/figure><\/div>\n\n\n<pre class=\"wp-block-prismatic-blocks\"><code class=\"language-matlab\">function [forData,dataTrain,dataTest,aicorbic,res] = Fun_ARIMA_Forecast_MulComp(data,TrainR,max_ar,max_ma,figflag,criterion)\n% \u4f7f\u7528ARIMA\u8fdb\u884c\u591a\u6b65\u9884\u6d4b\u7684\u51fd\u6570\uff08\u4f7f\u7528n\u9636\u5dee\u5206\u3001\u4e0d\u4f7f\u7528\u5bf9\u6570\uff09\uff0c\u53ef\u4ee5\u76f4\u63a5\u8c03\u7528\uff0c\u5dee\u5206\u9636\u6570\u81ea\u52a8\u786e\u5b9a\u3002\n% \u8f93\u5165\uff1a\n% data   \u4e3a\u5168\u90e8\u6570\u636e\uff0c\u8981\u6c42\u4e3a\u4e00\u7ef4\u6570\u636e\u3002\u8be5\u6570\u636e\u5728\u7a0b\u5e8f\u4e2d\u4f1a\u4f9d\u7167TrainR\u7684\u6570\u503c\u88ab\u8fdb\u4e00\u6b65\u5212\u5206\u4e3a\u8bad\u7ec3\u96c6\u548c\u6d4b\u8bd5\u96c6\n% TrainR \u4e3a\u8bad\u7ec3\u96c6\u6bd4\u4f8b\uff0c\u5982\u679cTrainR\u4e3a\u5c0f\u4e8e1\u7684\u5c0f\u6570\uff0c\u5219\u4ee3\u8868\u6bd4\u4f8b\u503c\uff0c\u5982\u679cTrain\u4e3a\u5927\u4e8e1\u7684\u6574\u6570\uff0c\u5219\u4ee3\u8868\u8bad\u7ec3\u96c6\u6570\u636e\u70b9\u6570\u3002\n% max_ar \u4e3a\u6700\u5927p\u503c\n% max_ma \u4e3a\u6700\u5927q\u503c\n% figflag \u4e3a\u753b\u56fe\u6807\u5fd7\u4f4d\uff0c&#039;on&#039;\u4e3a\u753b\u56fe\uff0c&#039;off&#039;\u4e3a\u4e0d\u753b\n% criterion \u4e3a\u5b9a\u9636\u51c6\u5219\uff0c&#039;aic&#039;\/&#039;bic&#039;\/&#039;aic+bic&#039;\u4e09\u79cd\u9009\u62e9\uff0c\u6b64\u53d8\u91cf\u53ef\u4ee5\u4e0d\u8f93\u5165\u6216\u8005\u8f93\u5165\u4e3a[]\uff0c\u6b64\u65f6\u5c06\u4f7f\u7528\u9ed8\u8ba4&#039;aic+bic&#039;\u51c6\u5219\n% \u8f93\u51fa\uff1a\n% forData\u4e3a\u9884\u6d4b\u7ed3\u679c\n% dataTrain\u4e3a\u8bad\u7ec3\u96c6\u6570\u636e\n% dataTest\u4e3a\u6d4b\u8bd5\u96c6\u6570\u636e\n% aicorbic\u4e3aaic+bic\u5728\u6240\u6709pq\u7ec4\u5408\u4e0b\u7684\u503c\uff0c\u8fd4\u56de\u503c\u4e3a\u77e9\u9635\uff0c\n% \u4f8b\u5982\u5f53\u8bbe\u7f6emax_ar= 1\uff0cmax_ma=2\u65f6\n% \u5219\u8fd4\u56de\u77e9\u9635\u4e3a\uff1a a b c\n%               d e f\n% a\u4ee3\u8868 p=0,q=0\u65f6\u7684aic+bic\u7684\u503c\uff0cb\u4ee3\u8868p=0,q=1\u65f6\u7684\u503c\uff0cd\u4ee3\u8868p=1,q=0\u65f6\u7684\u503c\uff0c\u4ee5\u6b64\u7c7b\u63a8\n% \u77e9\u9635\u4e2d\u53ef\u80fd\u4f1a\u5b58\u5728NaN\u503c\uff0c\u6bd4\u5982a\u5fc5\u5b9a\u4e3aNaN\uff0c\u5f53p\u3001q\u7684\u9636\u6570\u8f83\u9ad8\u65f6\uff0c\u4e5f\u4f1a\u56e0\u4e3a\u8f6f\u4ef6\u65e0\u6cd5\u6b63\u786e\u4f30\u8ba1\u53c2\u6570\u800c\u4ea7\u751fNaN\u503c\n% res\uff1a\u62df\u5408\u6b8b\u5dee\u503c<\/code><\/pre>\n\n\n\n<h4 class=\"wp-block-heading\" id=\"4-install_funs-m-68e08ce2-6c3e-41eb-be73-bffdd270d49c\"><strong>3.install_funs.m<\/strong><\/h4>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  \u5de5\u5177\u7bb1\u5feb\u901f\u5b89\u88c5\u51fd\u6570\uff0c\u4f7f\u7528\u65b9\u6cd5\u89c1\u7b2c\u56db\u8282\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\" id=\"5-uninstall_funs-m-e36d9cf1-7aef-430a-a812-8db2d25e408b\"><strong>4.uninstall_funs.m<\/strong><\/h4>\n\n\n\n<p> &nbsp; &nbsp; &nbsp; &nbsp;  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