From f2a79a62c010a4a960c4456d50c69d604fd7ee08 Mon Sep 17 00:00:00 2001 From: Benjamin Franzke Date: Fri, 11 May 2012 10:43:31 +0200 Subject: Move frequency removal regression into its own function --- regress_frequency_removal.m | 15 +++++++++++++++ 1 file changed, 15 insertions(+) create mode 100644 regress_frequency_removal.m (limited to 'regress_frequency_removal.m') 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 -- cgit