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| author | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-11 10:25:51 +0200 |
|---|---|---|
| committer | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-11 10:25:51 +0200 |
| commit | 24c763e80a62e4fa73d4a298083db3e3ec0887a2 (patch) | |
| tree | bd0ccfa68795f8faac6189c03afe10f29d06e1fe | |
| parent | 241d4a8570d5f7b766c76ca20e4d2454ba4ee4c8 (diff) | |
| download | dmc-24c763e80a62e4fa73d4a298083db3e3ec0887a2.tar.gz dmc-24c763e80a62e4fa73d4a298083db3e3ec0887a2.tar.bz2 dmc-24c763e80a62e4fa73d4a298083db3e3ec0887a2.zip | |
mean/rand_pred: Use same function prototype as regress_pred
The number of days is implicit in the size of the given price
and quantity matrices.
| -rw-r--r-- | mean_pred.m | 3 | ||||
| -rw-r--r-- | rand_pred.m | 3 | ||||
| -rw-r--r-- | run_tests.m | 4 |
3 files changed, 6 insertions, 4 deletions
diff --git a/mean_pred.m b/mean_pred.m index bc0edd0..4cd3e06 100644 --- a/mean_pred.m +++ b/mean_pred.m @@ -1,5 +1,6 @@ -function pred_mat = mean_pred(data, days) +function pred_mat = mean_pred(price, data) + days = size(price, 1) - size(data, 1); pred_mat = repmat(mean(data), days, 1); endfunction diff --git a/rand_pred.m b/rand_pred.m index 5ed4be3..2e38e80 100644 --- a/rand_pred.m +++ b/rand_pred.m @@ -1,5 +1,6 @@ -function pred = rand_pred(data, times) +function pred = rand_pred(price, data) + times = size(price, 1) - size(data, 1); pred = abs(normrnd(mean(data), sqrt(var(data)))); for i = 1:(times-1) diff --git a/run_tests.m b/run_tests.m index c4364ef..ee8853e 100644 --- a/run_tests.m +++ b/run_tests.m @@ -6,13 +6,13 @@ train_data = q( 1:28, :); real_data = q(29:42, :); -mean_data = mean_pred(train_data, 14); +mean_data = mean_pred(p, train_data); regress_data = regress_pred(p, train_data); quad_data = quad_regress_pred(p, train_data); log_data = log_regress_pred(p, train_data); lq_data = [log_data(:,1:334) quad_data(:,335) log_data(:,336:570)]; sevenday_data = repmat(sevenday_pred(train_data, 4), 2, 1); -random_data = rand_pred(train_data, 14); +random_data = rand_pred(p, train_data); [q2, removed] = remove_sevenday_frequency(q(1:14, :)); regress2_data = regress_pred(p([1:14 29:42],:), q2); |