From 06dd4892aac3f497a290c1315d810e75460a57a9 Mon Sep 17 00:00:00 2001 From: Benjamin Franzke Date: Mon, 14 May 2012 09:52:58 +0200 Subject: regress_frequency_removal: Use logarithmic regression --- doc/presentation.asciidoc | 2 +- regress_frequency_removal.m | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/doc/presentation.asciidoc b/doc/presentation.asciidoc index 446c328..3738457 100644 --- a/doc/presentation.asciidoc +++ b/doc/presentation.asciidoc @@ -61,7 +61,7 @@ Approximation mit Fourier-Analysis - Approximation ueber Preis und Quantitaet berechnen - Zu gegebenen Preisen mittels Approximierter Funktion Quantitaeten bestimmen - Mittels Fourier-Analyse die Frequenzen der Sieben-Tage-Schwankung hinein rechnen - - Fehler: Quadraisch: *462* Manhattan: *21417* + - Fehler: Quadraisch: *460* Manhattan: *21389* Optimierungsverfahren --------------------- diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m index 36fed96..742327e 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, 1, @(x)x); + pred = regress_pred(price([test_set pred_set],:), q2, 1, @log); pred = fft(pred); %pred = (pred .* (removed == 0)) + removed; pred = pred + removed; -- cgit