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| author | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-14 08:17:06 +0200 |
|---|---|---|
| committer | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-14 08:18:42 +0200 |
| commit | 1ddc4c5ae33404253b98409206834777274f6cd9 (patch) | |
| tree | 280a2218643f53deb2e02380c95002ba2645e7eb | |
| parent | 98ff15ec1b53da5ea74a1c02f023260d0d598c0c (diff) | |
| download | dmc-1ddc4c5ae33404253b98409206834777274f6cd9.tar.gz dmc-1ddc4c5ae33404253b98409206834777274f6cd9.tar.bz2 dmc-1ddc4c5ae33404253b98409206834777274f6cd9.zip | |
Dont return negative quantities in regression
| -rw-r--r-- | regress_frequency_removal.m | 1 | ||||
| -rw-r--r-- | regress_pred.m | 1 |
2 files changed, 2 insertions, 0 deletions
diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m index a60d93a..36fed96 100644 --- a/regress_frequency_removal.m +++ b/regress_frequency_removal.m @@ -12,4 +12,5 @@ function pred = regress_frequency_removal(price, quantity) %pred = (pred .* (removed == 0)) + removed; pred = pred + removed; pred = real(ifft(pred)); + pred = max(pred, 0); endfunction diff --git a/regress_pred.m b/regress_pred.m index 8788bee..0bb5ca9 100644 --- a/regress_pred.m +++ b/regress_pred.m @@ -11,5 +11,6 @@ function pred = regress_pred(price, quantity, degree, prefunc) mn = regress(prefunc(price(test_set, i)), quantity(test_set, i), degree); pred(:, i) = polyval(mn, prefunc(price(pred_set, i))); end + pred = max(pred, 0); endfunction |