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| author | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-14 09:52:58 +0200 |
|---|---|---|
| committer | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-14 09:52:58 +0200 |
| commit | 06dd4892aac3f497a290c1315d810e75460a57a9 (patch) | |
| tree | 0581b51aa1a2418e8c88c4a40173d93ca750e970 | |
| parent | 7722110fae557eb55106137ae29a32fb7166f3fb (diff) | |
| download | dmc-06dd4892aac3f497a290c1315d810e75460a57a9.tar.gz dmc-06dd4892aac3f497a290c1315d810e75460a57a9.tar.bz2 dmc-06dd4892aac3f497a290c1315d810e75460a57a9.zip | |
regress_frequency_removal: Use logarithmic regression
| -rw-r--r-- | doc/presentation.asciidoc | 2 | ||||
| -rw-r--r-- | regress_frequency_removal.m | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/doc/presentation.asciidoc b/doc/presentation.asciidoc index 446c328..3738457 100644 --- a/doc/presentation.asciidoc +++ b/doc/presentation.asciidoc @@ -61,7 +61,7 @@ Approximation mit Fourier-Analysis - Approximation ueber Preis und Quantitaet berechnen - Zu gegebenen Preisen mittels Approximierter Funktion Quantitaeten bestimmen - Mittels Fourier-Analyse die Frequenzen der Sieben-Tage-Schwankung hinein rechnen - - Fehler: Quadraisch: *462* Manhattan: *21417* + - Fehler: Quadraisch: *460* Manhattan: *21389* Optimierungsverfahren --------------------- diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m index 36fed96..742327e 100644 --- a/regress_frequency_removal.m +++ b/regress_frequency_removal.m @@ -7,7 +7,7 @@ function pred = regress_frequency_removal(price, quantity) pred_set = size(quantity, 1)+1:size(price, 1); [q2, removed] = remove_sevenday_frequency(quantity(test_set, :)); - pred = regress_pred(price([test_set pred_set],:), q2, 1, @(x)x); + pred = regress_pred(price([test_set pred_set],:), q2, 1, @log); pred = fft(pred); %pred = (pred .* (removed == 0)) + removed; pred = pred + removed; |