From ccae14cc315c735450a63faeeaab3d8c0a6a05a5 Mon Sep 17 00:00:00 2001 From: Benjamin Franzke Date: Fri, 11 May 2012 09:30:42 +0200 Subject: Add sevenday removal algorithm to optimize-prediction --- run_tests.m | 25 +++++++++++++------------ 1 file changed, 13 insertions(+), 12 deletions(-) (limited to 'run_tests.m') diff --git a/run_tests.m b/run_tests.m index 0d44f1a..bee4fd0 100644 --- a/run_tests.m +++ b/run_tests.m @@ -14,7 +14,14 @@ 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}; +[q2, removed] = remove_sevenday_frequency(q(1:14, :)); +regress2_data = regress_pred(p([1:14 29:42],:), q2); +regress2_data = fft(regress2_data); +%regress2_data = (regress2_data .* (removed == 0)) + removed; +regress2_data = regress2_data + removed; +regress2_data = real(ifft(regress2_data)); + +pred_list = {mean_data regress_data quad_data log_data lq_data sevenday_data random_data regress2_data}; opt_data = opt_pred(real_data, pred_list); @@ -28,9 +35,10 @@ opt_data = opt_pred(real_data, pred_list); [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); +[re2qerr, re2terr] = calc_error('regress2', real_data, regress2_data); -qerr = [meqerr reqerr quqerr loqerr lqqerr seqerr raqerr opqerr]; -terr = [meterr reterr quterr loterr lqterr seterr raterr opterr]; +qerr = [meqerr reqerr quqerr loqerr lqqerr seqerr raqerr opqerr re2qerr]; +terr = [meterr reterr quterr loterr lqterr seterr raterr opterr re2terr]; bar(qerr); bar(terr); @@ -42,15 +50,8 @@ 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)); +regress2_err = sum(abs(real_data - regress2_data)); -err = [mean_err;regress_err;quad_err;log_err;lq_err;sevenday_err;random_err]; +err = [mean_err;regress_err;quad_err;log_err;lq_err;sevenday_err;random_err;regress2_err]; min_err = sum(min(err)); printf('global min. error: %d\n', min_err); - -[q2, removed] = remove_sevenday_frequency(q(1:14, :)); -tmp = regress_pred(p([1:14 29:42],:), q2); -tmp = fft(tmp); -%tmp = (tmp .* (removed == 0)) + removed; -tmp = tmp + removed; -tmp = real(ifft(tmp)); -calc_error('regress2', q(29:42, :), tmp); -- cgit