public void ARIMA_Test02()
{
Console.WriteLine("ARIMA Math");
int q = 1;
ARMAFoundation am = new ARMAFoundation();
var dataArray = new double[] { 136, 144, 167, 162, 160, 153, 147, 146, 148, 150,
156, 168, 172, 150, 28, 12, 17, 1, 2, 13, 150, 149,
149, 154, 165, 165, 152, 156, 151, 151, 155, 165,
165, 149, 148, 146, 148, 151, 162, 176, 180, 151, 150, 155, 155, 168 };
var coefs = am.computeMACoe(dataArray, q);
foreach (var c in coefs)
{
Console.WriteLine($"coeff: {c}");
}
int p = 2;
var coefs1 = am.computeARCoe(dataArray, p);
foreach (var c in coefs1)
{
Console.WriteLine($"coeff: {c}");
}
}
public void ARIMA_Test00()
{
Console.WriteLine("ARIMA Math");
int q = 1;
ARMAFoundation am = new ARMAFoundation();
var dataArray = new double[] { 136, 144, 167, 162, 160, 153, 147, 146, 148, 150,
156, 168, 172, 150, 28, 12, 17, 1, 2, 13, 150, 149,
149, 154, 165, 165, 152, 156, 151, 151, 155, 165,
165, 149, 148, 146, 148, 151, 162, 176, 180, 151, 150, 155, 155, 168 };
ARIMAModel arima = new ARIMAModel(dataArray);
int period = 7;
int modelCnt = 5;
int cnt = 0;
var list = new List <int[]>();
int[] tmpPredict = new int[modelCnt];
for (int k = 0; k < modelCnt; ++k) //Control how many sets of parameters are used to calculate the final result
{
var bestModel = arima.getARIMAModel(period, list, (k == 0) ? false : true);
Console.Write(bestModel.Length);
Console.Write("\n");
if (bestModel.Length == 0)
{
tmpPredict[k] = (int)dataArray[dataArray.Length - period];
cnt++;
break;
}
else
{
Console.Write(bestModel[0]);
Console.Write(bestModel[1]);
Console.Write("\n");
int predictDiff = arima.predictValue(bestModel[0], bestModel[1], period);
Console.Write("--");
Console.Write("\n");
tmpPredict[k] = arima.aftDeal(predictDiff, period);
cnt++;
}
Console.Write(bestModel[0]);
Console.Write(" ");
Console.Write(bestModel[1]);
Console.Write("\n");
list.Add(bestModel);
}
double sumPredict = 0.0;
for (int k = 0; k < cnt; ++k)
{
sumPredict += ((double)tmpPredict[k]) / (double)cnt;
}
int predict = (int)Math.Round(sumPredict);
Console.Write("Predict value=");
Console.Write(predict);
Console.Write("\n");
}