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| author | Jan Klemkow <j.klemkow@wemelug.de> | 2012-05-10 11:17:24 +0200 |
|---|---|---|
| committer | Jan Klemkow <j.klemkow@wemelug.de> | 2012-05-10 11:17:24 +0200 |
| commit | 031f9ecc989d177215bc85e1827cf1d72db07643 (patch) | |
| tree | 79ec0f16eebd559efd9a20670181690144ab21d0 | |
| parent | 280b2875e45d8cdf2de813a4bce53cc2d1870b04 (diff) | |
| download | dmc-031f9ecc989d177215bc85e1827cf1d72db07643.tar.gz dmc-031f9ecc989d177215bc85e1827cf1d72db07643.tar.bz2 dmc-031f9ecc989d177215bc85e1827cf1d72db07643.zip | |
Add a method for random prediction.
This method show the distace from nonsence to the other
methods. It uses the variance of each product for prediction.
| -rw-r--r-- | rand_pred.m | 8 | ||||
| -rw-r--r-- | run_tests.m | 1 |
2 files changed, 9 insertions, 0 deletions
diff --git a/rand_pred.m b/rand_pred.m new file mode 100644 index 0000000..5ed4be3 --- /dev/null +++ b/rand_pred.m @@ -0,0 +1,8 @@ +function pred = rand_pred(data, times) + + pred = abs(normrnd(mean(data), sqrt(var(data)))); + + for i = 1:(times-1) + pred = [ pred; abs(normrnd(mean(data), sqrt(var(data))))]; + end +end diff --git a/run_tests.m b/run_tests.m index aecacd5..6ad92ce 100644 --- a/run_tests.m +++ b/run_tests.m @@ -7,6 +7,7 @@ calc_error('mean', q(29:42, :), mean_pred(q(1:28, :), 14)); calc_error('regress', q(29:42, :), regress_pred(p, q(1:28, :))); calc_error('sevenday', q(29:42, :), repmat(sevenday_pred(q(1:28, :), 4), 2, 1)); +calc_error('random', q(29:42, :), rand_pred(q(1:28, :), 14)); [q2, removed] = remove_sevenday_frequency(q(1:14, :)); tmp = regress_pred(p([1:14 29:42],:), q2); |