java时间序列预测_ARIMA模型预测时间序列JAVA实现package arima;
import arima.ARMAMath;
import java.util.*;
public class ARIMA {
double[] originalData={};
double[] originalDatafirDif={};
double[] originalDatasecDif={};
double[] originalDatathiDif={};
double[] originalDataforDif={};
double[] originalDatafriDif={};
ARMAMath armamath=new ARMAMath();
double stderrDara=0;
double avgsumData=0;
Vector armaARMAcoe=new Vector();
Vector bestarmaARMAcoe=new Vector();
int typeofPredeal=0;
/**
* 构造函数
* @param originalData 原始时间序列数据
*/
public ARIMA(double [] originalData,int typeofPredeal)
{
}
/**
* 原始数据标准化处理：⼀阶季节性差分
* @return 差分过后的数据
*/
public double[] preDealDif(double[] originalData)
typeof array{
//seasonal Difference:Peroid=7
double []tempData=new double[originalData.length-7];
for(int i=0;i
{
tempData[i]=originalData[i+7]-originalData[i];
}
return tempData;
}
/**
*
*/
public double[] preFirDif(double[] originalData)
{
/
/ Difference:Peroid=1
double []tempData=new double[originalData.length-1]; for(int i=0;i
{
tempData[i]=originalData[i+1]-originalData[i];
}
return tempData;
}
/**
* 原始数据标准化处理：Z-Score归⼀化
* @param 待处理数据
* @return 归⼀化过后的数据
*/
public double[] preDealNor(double[] tempData)
{
//Z-Score
avgsumData=armamath.avgData(tempData); stderrDara=armamath.stderrData(tempData);
for(int i=0;i
{
tempData[i]=(tempData[i]-avgsumData)/stderrDara;
}
return tempData;
}
public modelandpara getARIMAmodel(int[] bestmodel)
{
double[] stdoriginalData=null;
if(typeofPredeal==0)
{
stdoriginalData=new double[originalData.length];
System.arraycopy(originalData, 0, stdoriginalData, 0,originalData.length);
}
else if(typeofPredeal==1) //原始数据⼀阶普通差分处理
{
originalDatafirDif=new double[this.preFirDif(originalData).length];//原始数据⼀阶普通差分处理
System.arraycopy(this.preFirDif(originalData), 0, originalDatafirDif, 0,originalDatafirDif.length); stdoriginalData=new double[originalDatafirDif.length];
System.arraycopy(originalDatafirDif, 0, stdoriginalData, 0,originalDatafirDif.length);
}
else if (typeofPredeal==2)
{
originalDatafirDif=new double[this.preFirDif(originalData).length];//原始数据⼀阶普通差分处理
System.arraycopy(this.preFirDif(originalData), 0, originalDatafirDif, 0,originalDatafirDif.length); originalDatasecDif=new double[this.preFirDif(originalDatafirDif).length];
System.arraycopy(this.preFirDif(originalDatafirDif), 0, originalDatasecDif, 0,originalDatasecDif.length); stdoriginalData=new double[originalDatasecDif.length];
System.arraycopy(originalDatasecDif, 0, stdoriginalData, 0,originalDatasecDif.length);
}
else if(typeofPredeal==3)
{
originalDatafirDif=new double[this.preFirDif(originalData).length];//原始数据⼀阶普通差分处理
System.arraycopy(this.preFirDif(originalData), 0, originalDatafirDif, 0,originalDatafirDif.length); originalDatasecDif=new double[this.preFirDif(originalDatafirDif).length];
System.arraycopy(this.preFirDif(originalDatafirDif), 0, originalDatasecDif, 0,originalDatasecDif.length); originalDatathiDif=new double[this.preFirDif(originalDatasecDif).length];
System.arraycopy(this.preFirDif(originalDatasecDif), 0, originalDatathiDif, 0,originalDatathiDif.length); stdoriginalData=new double[originalDatathiDif.length];
System.arraycopy(originalDatathiDif, 0, stdoriginalData, 0,originalDatathiDif.length);
}
else if(typeofPredeal==4)
{
originalDatafirDif=new double[this.preFirDif(originalData).length];//原始数据⼀阶普通差分处理
System.arraycopy(this.preFirDif(originalData), 0, originalDatafirDif, 0,originalDatafirDif.length); originalDatasecDif=new double[this.preFirDif(originalDatafirDif).length];
System.arraycopy(this.preFirDif(originalDatafirDif), 0, originalDatasecDif, 0,originalDatasecDif.length); originalDatathiDif=new double[this.preFirDif(originalDatasecDif).length];
System.arraycopy(this.preFirDif(originalDatasecDif), 0, originalDatathiDif, 0,originalDatathiDif.length); originalDataforDif=new double[this.preFirDif(originalDatathiDif).length];
System.arraycopy(this.preFirDif(originalDatathiDif), 0, originalDataforDif, 0,originalDataforDif.length); stdoriginalData=new double[originalDataforDif.length];
System.arraycopy(originalDataforDif, 0, stdoriginalData, 0,originalDataforDif.length);
}
else if(typeofPredeal==5)
{
originalDatafirDif=new double[this.preFirDif(originalData).length];//原始数据⼀阶普通差分处理
System.arraycopy(this.preFirDif(originalData), 0, originalDatafirDif, 0,originalDatafirDif.length); originalDatasecDif=new double[this.preFirDif(originalDatafirDif).length];
System.arraycopy(this.preFirDif(originalDatafirDif), 0, originalDatasecDif, 0,originalDatasecDif.length); originalDatathiDif=new double[this.preFirDif(originalDatasecDif).length];
System.arraycopy(this.preFirDif(originalDatasecDif), 0, originalDatathiDif, 0,originalDatathiDif.length); originalDataforDif=new double[this.preFirDif(originalDatathiDif).length];
System.arraycopy(this.preFirDif(originalDatathiDif), 0, originalDataforDif, 0,originalDataforDif.length); originalDatafriDif=new double[this.preFirDif(originalDataforDif).length];
System.arraycopy(this.preFirDif(originalDataforDif), 0, originalDatafriDif, 0,originalDatafriDif.length); stdoriginalData=new double[originalDatafriDif.length];
System.arraycopy(originalDatafriDif, 0, stdoriginalData, 0,originalDatafriDif.length);
}
else//原始数据季节性差分处理
{
stdoriginalData=new double[this.preDealDif(originalData).length];
System.arraycopy(this.preDealDif(originalData), 0, stdoriginalData, 0,this.preDealDif(originalData).length);
}
armaARMAcoe.clear();
bestarmaARMAcoe.clear();
if(bestmodel[0]==0)
{
MA ma=new MA(stdoriginalData, bestmodel[1]);
armaARMAcoe=ma.MAmodel(); //拿到ma模型的参数
}
else if(bestmodel[1]==0)
{
AR ar=new AR(stdoriginalData, bestmodel[0]);
armaARMAcoe=ar.ARmodel(); //拿到ar模型的参数
}
else
{
ARMA arma=new ARMA(stdoriginalData, bestmodel[0], bestmodel[1]); armaARMAcoe=arma.ARMAmodel();//拿到arma模型的参数
}
bestarmaARMAcoe=armaARMAcoe;
modelandpara mp=new modelandpara(bestmodel, bestarmaARMAcoe); return mp;
}
/**
* 得到ARMA模型=[p,q]
* @return ARMA模型的阶数信息
*//*
public modelandpara getARIMAmodel()
{
double[] stdoriginalData=null;
if(typeofPredeal==0)
{
stdoriginalData=new double[originalData.length];
System.arraycopy(originalData, 0, stdoriginalData, 0,originalData.length); }

版权声明：本站内容均来自互联网，仅供演示用，请勿用于商业和其他非法用途。如果侵犯了您的权益请与我们联系QQ:729038198，我们将在24小时内删除。