From 1ddc4c5ae33404253b98409206834777274f6cd9 Mon Sep 17 00:00:00 2001 From: Benjamin Franzke Date: Mon, 14 May 2012 08:17:06 +0200 Subject: Dont return negative quantities in regression --- regress_frequency_removal.m | 1 + regress_pred.m | 1 + 2 files changed, 2 insertions(+) diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m index a60d93a..36fed96 100644 --- a/regress_frequency_removal.m +++ b/regress_frequency_removal.m @@ -12,4 +12,5 @@ function pred = regress_frequency_removal(price, quantity) %pred = (pred .* (removed == 0)) + removed; pred = pred + removed; pred = real(ifft(pred)); + pred = max(pred, 0); endfunction diff --git a/regress_pred.m b/regress_pred.m index 8788bee..0bb5ca9 100644 --- a/regress_pred.m +++ b/regress_pred.m @@ -11,5 +11,6 @@ function pred = regress_pred(price, quantity, degree, prefunc) mn = regress(prefunc(price(test_set, i)), quantity(test_set, i), degree); pred(:, i) = polyval(mn, prefunc(price(pred_set, i))); end + pred = max(pred, 0); endfunction -- cgit