diff options
| -rw-r--r-- | regress_frequency_removal.m | 15 | ||||
| -rw-r--r-- | run_tests.m | 8 |
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}; |