帮我写下MATLAB中小波变换地磁观测时间序列预测的代码
时间: 2023-04-06 10:01:31 浏览: 108
以下是MATLAB中小波变换地磁观测时间序列预测的代码:
% 导入数据
data = xlsread('data.xlsx');
obs = data(:,2);
% 小波变换
[c,l] = wavedec(obs,4,'db4');
approx = wrcoef('a',c,l,'db4',4);
[cd1,cd2,cd3,cd4] = detcoef(c,l,[1 2 3 4]);
det = cd1+cd2+cd3+cd4;
% 预测
n = length(obs);
n_train = floor(n*0.8);
n_test = n - n_train;
train_obs = obs(1:n_train);
test_obs = obs(n_train+1:end);
train_det = det(1:n_train);
test_det = det(n_train+1:end);
% 训练模型
model = arima(1,0,1);
model = estimate(model,train_det);
% 预测
[y_pred,~] = forecast(model,n_test,'Y0',train_det);
y_pred = y_pred + approx(n_train+1:end);
% 画图
figure;
plot(obs,'b');
hold on;
plot(n_train+1:n,y_pred,'r');
legend('观测值','预测值');
xlabel('时间');
ylabel('地磁观测值');
title('小波变换地磁观测时间序列预测');
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