public ArrayList toARMA()
{
//_x为差分后的值
//double[] _x ={ 0.0810295519542421, 0.262345679012346, -0.0621725462801258, -0.0446927374301676, -0.00896686159844059, 0.164044059795437, 0.154106116931396, 0.393265007320644, 0.134089953762085, 0.179577464788732, 0.213511390416339, 0.0666752977731745, 0.204029615244569, 0.252620967741935, 0.332528569129245, 0.374078995047711, 0.189038326300985, 0.0767012900602521, 0.0540373523757208, 0.0628297830760211, 0.116637553246912, 0.105085490023877, 0.115879401976854, 0.163357963144307, 0.119146005509642, 0.108581196581197, 0.116095108863258, 0.129094651911413 };
//double[] _x ={ 0.0810295519542421, 0.262345679012346, -0.0621725462801258, -0.0446927374301676, -0.00896686159844059, 0.164044059795437, 0.154106116931396, 0.393265007320644, 0.134089953762085, 0.179577464788732, 0.213511390416339, 0.0666752977731745, 0.204029615244569, 0.252620967741935, 0.332528569129245, 0.374078995047711, 0.189038326300985, 0.0767012900602521, 0.0540373523757208, 0.0628297830760211, 0.116637553246912, 0.105085490023877, 0.115879401976854, 0.163357963144307, 0.119146005509642, 0.108581196581197, 0.116095108863258 };
clsga gg = new clsga(_x, _ar_n, _ar_ub, _ar_lb, _ga_n, _ga_num, _ga_pr, _ga_pm);
//使用GA运行得到ar部分的参数
ArrayList resar = gg.runGA();
double[] ar = (double[])resar[0];
double maxV1 = (double)resar[1];
//使用ar部分的参数取得预测值 _s为_x与其预测值之间的误差
double[] _e = gg.getE(ar);
//为便于计算，将_e补并个数，与_x相等
double[] _ee = new double[_x.Length];
clsga ge = new clsga(_e, _ma_n, _ma_ub, _ma_lb, _ga_n, _ga_num, _ga_pr, _ga_pm);
ArrayList resma = gg.runGA();
double[] ma = (double[])resma[0];
double maxV2 = (double)resma[1];
//double[] ma = ge.runGA();
int startI = _ar_n + _ma_n;
//计算最终预测的x,2+3分别为ar和ma部分的参数个数
double[] predicX = new double[_x.Length + 1];
for (int i = 0; i < _x.Length; i++)
{
predicX[i] = 0;
_ee[i] = 0;
}
for (int i = startI; i < _x.Length; i++)
{
_ee[i] = _e[i - startI];
}
//根据参数计算预测值
double sum = 0;
for (int i = startI; i < _x.Length + 1; i++)
{
sum = 0;
//ar的计算
for (int j = 0; j < ar.Length; j++)
{
sum += ar[j] * _x[i - j - 1] + ma[j] * _ee[i - j - 1];
}
//ma的计算
for (int j = 0; j < ma.Length; j++)
{
sum += ma[j] * _ee[i - j - 1];
}
predicX[i] = sum;
}
double[] oridata = new double[predicX.Length + _count];//用来存储原长度预测数据和扩展月份的预测数据
//赋值原长度预测数据
for (int i = 0; i < _data.Length; i++)
{
oridata[i] = predicX[i];
}
for (int i = predicX.Length; i < predicX.Length + _count; i++)
{
//根据参数计算预测值
sum = 0;
//ar的计算
for (int j = 0; j < ar.Length; j++)
{
sum += ar[j] * oridata[i - j - 1];// +ma[j] * _ee[i - j - 1];
}
//ma的计算，只有一次可用
if (i == predicX.Length)
{
for (int j = 0; j < ma.Length; j++)
{
sum += ma[j] * _ee[i - j - 2];
}
}
oridata[i] = sum;
}
//ok
//将差分转换为现实值
double[] finaldata = new double[predicX.Length + _count];
for (int i = 0; i < _data.Length; i++)
{
finaldata[i] = _data[i];
}
for (int i = startI; i < finaldata.Length; i++)
{
finaldata[i] = (1 + oridata[i]) * finaldata[i - 1];
}
//根据ar和ma部分的系数计算
//double[] preout = new double[_count];
//double[] oridata = new double[_data.Length + _count];//用来存储原始数据加上预测数据
////赋值原始数据
//for (int i = 0; i < _data.Length; i++)
//{
// oridata[i] = _data[i];
//}
//for (int i = _data.Length; i < _count; i++)
//{
// //根据参数计算预测值
// double sum = 0;
// for (int i = 0; i < preout.Length + 1; i++)
// {
// sum = 0;
// //ar的计算
// for (int j = 0; j < ar.Length; j++)
// {
// sum += ar[j] * oridata[i - j - 1];// +ma[j] * _ee[i - j - 1];
// }
// //ma的计算
// if (i == _data.Length)
// {
// for (int j = 0; j < ma.Length; j++)
// {
// sum += ma[j] * _ee[i - j - 1];
// }
// }
// oridata[i] = sum;
// }
//}
ArrayList lastRes = new ArrayList();
lastRes.Add(maxV1);
lastRes.Add(maxV2);
lastRes.Add(finaldata);
return lastRes;
//for (int i = 0; i < predicX.Length; i++)
//{
// Console.WriteLine(predicX[i].ToString());
//}
////最终得到的参数
//Console.WriteLine("out :" + ar.Length);
//Console.WriteLine(ar[0].ToString());
//Console.WriteLine(ar[1].ToString());
//Console.WriteLine("out :" + ma.Length);
//Console.WriteLine(ma[0].ToString());
//Console.WriteLine(ma[1].ToString());
// Console.WriteLine(dt[2].ToString () );
//Console.WriteLine(dt[2].ToString());
//double _lb = -10;
//double _ub = 10;
//Console.ReadLine();
}
public ArrayList toARMA()
{
//_x为差分后的值
//double[] _x ={ 0.0810295519542421, 0.262345679012346, -0.0621725462801258, -0.0446927374301676, -0.00896686159844059, 0.164044059795437, 0.154106116931396, 0.393265007320644, 0.134089953762085, 0.179577464788732, 0.213511390416339, 0.0666752977731745, 0.204029615244569, 0.252620967741935, 0.332528569129245, 0.374078995047711, 0.189038326300985, 0.0767012900602521, 0.0540373523757208, 0.0628297830760211, 0.116637553246912, 0.105085490023877, 0.115879401976854, 0.163357963144307, 0.119146005509642, 0.108581196581197, 0.116095108863258, 0.129094651911413 };
//double[] _x ={ 0.0810295519542421, 0.262345679012346, -0.0621725462801258, -0.0446927374301676, -0.00896686159844059, 0.164044059795437, 0.154106116931396, 0.393265007320644, 0.134089953762085, 0.179577464788732, 0.213511390416339, 0.0666752977731745, 0.204029615244569, 0.252620967741935, 0.332528569129245, 0.374078995047711, 0.189038326300985, 0.0767012900602521, 0.0540373523757208, 0.0628297830760211, 0.116637553246912, 0.105085490023877, 0.115879401976854, 0.163357963144307, 0.119146005509642, 0.108581196581197, 0.116095108863258 };
clsga gg = new clsga(_x, _ar_n, _ar_ub, _ar_lb, _ga_n, _ga_num, _ga_pr, _ga_pm);
//使用GA运行得到ar部分的参数
ArrayList resar = gg.runGA();
double[] ar = (double[])resar[0];
double maxV1 = (double)resar[1];
//使用ar部分的参数取得预测值 _s为_x与其预测值之间的误差
double[] _e = gg.getE(ar);
//为便于计算，将_e补并个数，与_x相等
double[] _ee = new double[_x.Length];
clsga ge = new clsga(_e, _ma_n, _ma_ub, _ma_lb, _ga_n, _ga_num, _ga_pr, _ga_pm);
ArrayList resma = gg.runGA();
double[] ma = (double[])resma[0];
double maxV2 = (double)resma[1];
//double[] ma = ge.runGA();
int startI = _ar_n + _ma_n;
//计算最终预测的x,2+3分别为ar和ma部分的参数个数
double[] predicX = new double[_x.Length + 1];
for (int i = 0; i < _x.Length; i++)
{
predicX[i] = 0;
_ee[i] = 0;
}
for (int i = startI; i < _x.Length; i++)
{
_ee[i] = _e[i - startI];
}
//根据参数计算预测值
double sum = 0;
for (int i = startI; i < _x.Length + 1; i++)
{
sum = 0;
//ar的计算
for (int j = 0; j < ar.Length; j++)
{
sum += ar[j] * _x[i - j - 1] + ma[j] * _ee[i - j - 1];
}
//ma的计算
for (int j = 0; j < ma.Length; j++)
{
sum += ma[j] * _ee[i - j - 1];
}
predicX[i] = sum;
}
double[] oridata = new double[predicX.Length + _count];//用来存储原长度预测数据和扩展月份的预测数据
//赋值原长度预测数据
for (int i = 0; i < _data.Length; i++)
{
oridata[i] = predicX[i];
}
for (int i = predicX.Length; i < predicX.Length + _count; i++)
{
//根据参数计算预测值
sum = 0;
//ar的计算
for (int j = 0; j < ar.Length; j++)
{
sum += ar[j] * oridata[i - j - 1];// +ma[j] * _ee[i - j - 1];
}
//ma的计算，只有一次可用
if (i == predicX.Length)
{
for (int j = 0; j < ma.Length; j++)
{
sum += ma[j] * _ee[i - j - 2];
}
}
oridata[i] = sum;
}
//ok
//将差分转换为现实值
double[] finaldata = new double[predicX.Length + _count];
for (int i = 0; i < _data.Length; i++)
{
finaldata[i] = _data[i];
}
for (int i = startI; i < finaldata.Length; i++)
{
finaldata[i] = (1 + oridata[i]) * finaldata[i - 1];
}
//根据ar和ma部分的系数计算
//double[] preout = new double[_count];
//double[] oridata = new double[_data.Length + _count];//用来存储原始数据加上预测数据
////赋值原始数据
//for (int i = 0; i < _data.Length; i++)
//{
// oridata[i] = _data[i];
//}
//for (int i = _data.Length; i < _count; i++)
//{
// //根据参数计算预测值
// double sum = 0;
// for (int i = 0; i < preout.Length + 1; i++)
// {
// sum = 0;
// //ar的计算
// for (int j = 0; j < ar.Length; j++)
// {
// sum += ar[j] * oridata[i - j - 1];// +ma[j] * _ee[i - j - 1];
// }
// //ma的计算
// if (i == _data.Length)
// {
// for (int j = 0; j < ma.Length; j++)
// {
// sum += ma[j] * _ee[i - j - 1];
// }
// }
// oridata[i] = sum;
// }
//}
ArrayList lastRes = new ArrayList();
lastRes.Add(maxV1);
lastRes.Add(maxV2);
lastRes.Add(finaldata);
return(lastRes);
//for (int i = 0; i < predicX.Length; i++)
//{
// Console.WriteLine(predicX[i].ToString());
//}
////最终得到的参数
//Console.WriteLine("out :" + ar.Length);
//Console.WriteLine(ar[0].ToString());
//Console.WriteLine(ar[1].ToString());
//Console.WriteLine("out :" + ma.Length);
//Console.WriteLine(ma[0].ToString());
//Console.WriteLine(ma[1].ToString());
// Console.WriteLine(dt[2].ToString () );
//Console.WriteLine(dt[2].ToString());
//double _lb = -10;
//double _ub = 10;
//Console.ReadLine();
}
