From 39e62a38bf8725dba7c044f2395d5307a26ded08 Mon Sep 17 00:00:00 2001
From: Jan Klemkow <j.klemkow@wemelug.de>
Date: Fri, 11 May 2012 00:56:04 +0200
Subject: Add optimization method.

---
 opt_pred.m  | 16 ++++++++++++++++
 run_tests.m | 10 ++++++++--
 2 files changed, 24 insertions(+), 2 deletions(-)
 create mode 100644 opt_pred.m

diff --git a/opt_pred.m b/opt_pred.m
new file mode 100644
index 0000000..26e8df8
--- /dev/null
+++ b/opt_pred.m
@@ -0,0 +1,16 @@
+function pred = opt_pred(real_data, pred_list)
+
+	err_list = [];
+
+	for i = 1:size(pred_list, 2)
+		err_list = [err_list; sum(abs(real_data - pred_list{i}))];
+	end
+
+	[min_err, idx] = min(err_list);
+
+	pred = [];
+
+	for i = 1:size(idx, 2)
+		pred = [pred pred_list{idx(i)}(:,i)];
+	end
+end
diff --git a/run_tests.m b/run_tests.m
index 836a3fe..0d44f1a 100644
--- a/run_tests.m
+++ b/run_tests.m
@@ -14,6 +14,10 @@ lq_data		= [log_data(:,1:334) quad_data(:,335) log_data(:,336:570)];
 sevenday_data	= repmat(sevenday_pred(train_data, 4), 2, 1);
 random_data	= rand_pred(train_data, 14);
 
+pred_list = {mean_data regress_data quad_data log_data lq_data sevenday_data random_data};
+
+opt_data = opt_pred(real_data, pred_list);
+
 % plot prediction quallity
 [meqerr, meterr] = calc_error('mean',	  real_data, mean_data);
 [reqerr, reterr] = calc_error('regress',  real_data, regress_data);
@@ -23,9 +27,10 @@ random_data	= rand_pred(train_data, 14);
 [lqqerr, lqterr] = calc_error('l&q reg.', real_data, lq_data);
 [seqerr, seterr] = calc_error('sevenday', real_data, sevenday_data);
 [raqerr, raterr] = calc_error('random',	  real_data, random_data);
+[opqerr, opterr] = calc_error('optimize', real_data, opt_data);
 
-qerr = [meqerr reqerr quqerr loqerr lqqerr seqerr raqerr];
-terr = [meterr reterr quterr loterr lqterr seterr raterr];
+qerr = [meqerr reqerr quqerr loqerr lqqerr seqerr raqerr opqerr];
+terr = [meterr reterr quterr loterr lqterr seterr raterr opterr];
 bar(qerr);
 bar(terr);
 
@@ -36,6 +41,7 @@ log_err		= sum(abs(real_data - log_data));
 lq_err		= sum(abs(real_data - lq_data));
 sevenday_err	= sum(abs(real_data - sevenday_data));
 random_err	= sum(abs(real_data - random_data));
+opt_err		= sum(abs(real_data - opt_data));
 
 err = [mean_err;regress_err;quad_err;log_err;lq_err;sevenday_err;random_err];
 min_err = sum(min(err));
-- 
cgit