Move frequency removal regression into its own function

2 files changed, 16 insertions, 7 deletions

diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m
new file mode 100644
index 0000000..bd6a343
--- /dev/null
+++ b/regress_frequency_removal.m
@@ -0,0 +1,15 @@
+function pred = regress_frequency_removal(price, quantity)
+
+	assert(size(quantity, 1) >= 14);
+	%test_count = size(quantity, 1);
+	test_count = 14;
+	test_set = 1:test_count
+	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);
+	pred = fft(pred);
+	%pred = (pred .* (removed == 0)) + removed;
+	pred = pred + removed;
+	pred = real(ifft(pred));
+endfunction
diff --git a/run_tests.m b/run_tests.m
index 7cf92d5..e89a295 100644
--- a/run_tests.m
+++ b/run_tests.m
@@ -12,13 +12,7 @@ quad_data	= quad_regress_pred(p, train_data);
 log_data	= log_regress_pred(p, train_data);
 sevenday_data	= sevenday_pred(p, train_data);
 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);
-regress2_data = fft(regress2_data);
-%regress2_data = (regress2_data .* (removed == 0)) + removed;
-regress2_data = regress2_data + removed;
-regress2_data = real(ifft(regress2_data));
+regress2_data	= regress_frequency_removal(p, train_data);
 
 pred_list = {mean_data regress_data quad_data log_data sevenday_data random_data regress2_data};