From 020f82903d960f379a3b127c0f46d6bf1106cb26 Mon Sep 17 00:00:00 2001
From: Benjamin Franzke <benjaminfranzke@googlemail.com>
Date: Sat, 12 May 2012 15:59:20 +0200
Subject: regress_pred: Add degree param, to fold in quad regression

---
 quad_regress_pred.m         | 20 --------------------
 regress.m                   |  7 ++++---
 regress_frequency_removal.m |  2 +-
 regress_pred.m              |  4 ++--
 run_tests.m                 |  6 +++---
 5 files changed, 10 insertions(+), 29 deletions(-)
 delete mode 100644 quad_regress_pred.m

diff --git a/quad_regress_pred.m b/quad_regress_pred.m
deleted file mode 100644
index d9e3b6e..0000000
--- a/quad_regress_pred.m
+++ /dev/null
@@ -1,20 +0,0 @@
-function pred = quad_regress_pred(price, quantity)
-
-	days = size(price, 1) - size(quantity, 1);
-	product_count = size(price, 2);
-	test_count = size(quantity, 1);
-	test_set = 1:test_count;
-	pred_set = test_count+1:size(price, 1);
-
-	pred = zeros(days, product_count);
-	for i = 1:product_count
-		abc = regress2(price(test_set, i), quantity(test_set, i));
-		pred(:, i) = polyval(abc, price(pred_set, i));
-	end
-
-endfunction
-
-
-function abc = regress2(x, y)
-	abc = [ x.^2 x ones(length(x), 1) ] \ y;
-endfunction
diff --git a/regress.m b/regress.m
index ad06796..4d13c62 100644
--- a/regress.m
+++ b/regress.m
@@ -1,4 +1,5 @@
-function mn = regress(x, y)
-  mn = [ x ones(length(x), 1) ] \ y;
+function polynom = regress(x, y, degree)
+	pot = @(x) x.^[degree:-1:0];
+	M = reshape(cell2mat(arrayfun(pot, x(:)', 'UniformOutput', false)), degree+1, [])';
+	polynom = M \ y(:);
 endfunction
-
diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m
index 4b7624b..a60d93a 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, @(x)x);
+	pred = regress_pred(price([test_set pred_set],:), q2, 1, @(x)x);
 	pred = fft(pred);
 	%pred = (pred .* (removed == 0)) + removed;
 	pred = pred + removed;
diff --git a/regress_pred.m b/regress_pred.m
index 119738c..8788bee 100644
--- a/regress_pred.m
+++ b/regress_pred.m
@@ -1,4 +1,4 @@
-function pred = regress_pred(price, quantity, prefunc)
+function pred = regress_pred(price, quantity, degree, prefunc)
 
 	days = size(price, 1) - size(quantity, 1);
 	product_count = size(price, 2);
@@ -8,7 +8,7 @@ function pred = regress_pred(price, quantity, prefunc)
 
 	pred = zeros(days, product_count);
 	for i = 1:product_count
-		mn = regress(prefunc(price(test_set, i)), quantity(test_set, i));
+		mn = regress(prefunc(price(test_set, i)), quantity(test_set, i), degree);
 		pred(:, i) = polyval(mn, prefunc(price(pred_set, i)));
 	end
 
diff --git a/run_tests.m b/run_tests.m
index 3ef7aeb..34a758f 100644
--- a/run_tests.m
+++ b/run_tests.m
@@ -10,9 +10,9 @@ real_data  = q(29:42, :);
 m = @(n,f) struct('name', n, 'func', f );
 pred_methods = [
 	m('mean',     @mean_pred)
-	m('regress',  @(p,q) regress_pred(p, q, @(x)x))
-	m('quad',     @quad_regress_pred)
-	m('log reg.', @(p,q) regress_pred(p, q, @log))
+	m('regress',  @(p,q) regress_pred(p, q, 1, @(x)x))
+	m('quad',     @(p,q) regress_pred(p, q, 2, @(x)x))
+	m('log reg.', @(p,q) regress_pred(p, q, 1, @log))
 	m('sevenday', @sevenday_pred)
 %	m('norm rand.',@rand_pred)
 %	m('chi rand.',@chi_pred)
-- 
cgit