% This case study uses Entropy Pooling to compute Fully Flexible Bayesian networks for risk management, see
% A. Meucci (2010) "Fully Flexible Bayesian Networks", working paper
%
% Most recent version of article and code available at
% http://www.symmys.com/node/152
clear; clc; close all;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% upload scenarios table and prior distribution for changes in
% SWAP2YR SWAP10YR CDXIG S&P500 DollarIndex Crude Gold VIX 10YRInflationSwapRate
load FreaqEst
[J,N]=size(X);
e=.01;
p=(1-e)*p+e*ones(J,1)/J;
[m,s,C]=ComputeMoments(X,p);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% input views
% statement: View(k).Who (e.g. [1 3])= View(k).Equal (e.g. {[2 3] [1 3 5]})
% optional conditional statement: View(k).Cond_Who (e.g. [2])= View(k).Cond_Equal (e.g. {[1]})
% amount of stress is quantified as Prob(statement) <= View(k).v if View(k).sgn = 1;
% Prob(statement) >= View(k).v if View(k).sgn = -1;
% confidence in stress is quantified in View(k).c in (0,1)
for n=1:N
k=2*n-1;
View(k).Who=[n];
View(k).Equal={[-1]};
View(k).Cond_Who=[];
View(k).Cond_Equal={[]};
View(k).v = .4;
View(k).sgn =-1;
View(k).c=.5;
k=2*n;
View(k).Who=[n];
View(k).Equal={[1]};
View(k).Cond_Who=[];
View(k).Cond_Equal={[]};
View(k).v = .4;
View(k).sgn =-1;
View(k).c=.5;
end
k=2*N+1;
View(k).Who=[1 2 8];
View(k).Equal={[-1 0] [-1 0] [1]};
View(k).Cond_Who=[4];
View(k).Cond_Equal={[-1]};
View(k).v = .9;
View(k).sgn =-1;
View(k).c=.1;
% create linear constraint representation of views on probabilities
[A,b,g] = CondProbViews(View,X);
% add constraint for view on correlation
C_12_=.6;
New_A=(X(:,1).*X(:,2))';
New_b=s(1)*s(2)*C_12_ + m(1)*m(2);
New_g=-log(1-.1);
A=[A
New_A];
b=[b
New_b];
g=[g
New_g];
% enforce consistency
db = Tweak(A,b,g);
b = b+db;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% compute posterior
Aeq = ones(1,J); % constrain probabilities to sum to one
beq = 1;
p_ = EntropyProg(p,A,b,Aeq ,beq);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% plots
figure
subplot(2,1,1)
bar(p)
YLim=get(gca,'ylim');
subplot(2,1,2)
bar(p_)
set(gca,'ylim',YLim);
没有合适的资源?快使用搜索试试~ 我知道了~
基于MATLAB实现的动态贝叶斯网络算法的计算和改进,包含测试例子+使用说明文档.rar
![preview](https://csdnimg.cn/release/downloadcmsfe/public/img/white-bg.ca8570fa.png)
共8个文件
m:6个
mat:1个
md:1个
![preview-icon](https://csdnimg.cn/release/downloadcmsfe/public/img/scale.ab9e0183.png)
1.该资源内容由用户上传,如若侵权请联系客服进行举报
2.虚拟产品一经售出概不退款(资源遇到问题,请及时私信上传者)
2.虚拟产品一经售出概不退款(资源遇到问题,请及时私信上传者)
版权申诉
0 下载量 174 浏览量
2024-05-22
17:31:58
上传
评论
收藏 81KB RAR 举报
温馨提示
CSDN IT狂飙上传的代码均可运行,功能ok的情况下才上传的,直接替换数据即可使用,小白也能轻松上手 【资源说明】 基于MATLAB实现的动态贝叶斯网络算法的计算和改进,包含测试例子+使用说明文档.rar 1、代码压缩包内容 主函数:main.m; 调用函数:其他m文件;无需运行 运行结果效果图; 2、代码运行版本 Matlab 2020b;若运行有误,根据提示GPT修改;若不会,私信博主(问题描述要详细); 3、运行操作步骤 步骤一:将所有文件放到Matlab的当前文件夹中; 步骤二:双击打开main.m文件; 步骤三:点击运行,等程序运行完得到结果; 4、仿真咨询 如需其他服务,可后台私信博主; 4.1 期刊或参考文献复现 4.2 Matlab程序定制 4.3 科研合作 功率谱估计: 故障诊断分析: 雷达通信:雷达LFM、MIMO、成像、定位、干扰、检测、信号分析、脉冲压缩 滤波估计:SOC估计 目标定位:WSN定位、滤波跟踪、目标定位 生物电信号:肌电信号EMG、脑电信号EEG、心电信号ECG 通信系统:DOA估计、编码译码、变分模态分解、管道泄漏、滤波器、数字信号处理+传输+分析+去噪、数字信号调制、误码率、信号估计、DTMF、信号检测识别融合、LEACH协议、信号检测、水声通信 5、欢迎下载,沟通交流,互相学习,共同进步!
资源推荐
资源详情
资源评论
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![rar](https://img-home.csdnimg.cn/images/20210720083606.png)
![rar](https://img-home.csdnimg.cn/images/20210720083606.png)
![rar](https://img-home.csdnimg.cn/images/20210720083606.png)
![rar](https://img-home.csdnimg.cn/images/20210720083606.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![rar](https://img-home.csdnimg.cn/images/20210720083606.png)
![zip](https://img-home.csdnimg.cn/images/20210720083736.png)
![rar](https://img-home.csdnimg.cn/images/20210720083606.png)
收起资源包目录
![package](https://csdnimg.cn/release/downloadcmsfe/public/img/package.f3fc750b.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![folder](https://csdnimg.cn/release/downloadcmsfe/public/img/folder.005fa2e5.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
![file-type](https://csdnimg.cn/release/download/static_files/pc/images/minetype/UNKNOWN.png)
共 8 条
- 1
资源评论
![avatar-default](https://csdnimg.cn/release/downloadcmsfe/public/img/lazyLogo2.1882d7f4.png)
![avatar](https://profile-avatar.csdnimg.cn/default.jpg!1)
IT狂飙
- 粉丝: 4778
- 资源: 2640
![benefits](https://csdnimg.cn/release/downloadcmsfe/public/img/vip-rights-1.c8e153b4.png)
下载权益
![privilege](https://csdnimg.cn/release/downloadcmsfe/public/img/vip-rights-2.ec46750a.png)
C知道特权
![article](https://csdnimg.cn/release/downloadcmsfe/public/img/vip-rights-3.fc5e5fb6.png)
VIP文章
![course-privilege](https://csdnimg.cn/release/downloadcmsfe/public/img/vip-rights-4.320a6894.png)
课程特权
![rights](https://csdnimg.cn/release/downloadcmsfe/public/img/vip-rights-icon.fe0226a8.png)
开通VIP
上传资源 快速赚钱
我的内容管理 展开
我的资源 快来上传第一个资源
我的收益
登录查看自己的收益我的积分 登录查看自己的积分
我的C币 登录后查看C币余额
我的收藏
我的下载
下载帮助
![voice](https://csdnimg.cn/release/downloadcmsfe/public/img/voice.245cc511.png)
![center-task](https://csdnimg.cn/release/downloadcmsfe/public/img/center-task.c2eda91a.png)
最新资源
- 基于LUT查找表方法的正弦信号产生器FPGA实现,包含testbench,包括程序,注释,操作步骤
- Screenshot_20240618_174113.jpg
- matlab画正余弦函数图的代码!!!!!
- 2_期末网店运营报告模版.pdf
- MyBatisCodeHelperPro 3.3.2-2322 2023.2-2024.1
- 基于Python的简单的学生成绩管理程序设计(课程设计)
- jdk-8u20-windows-x64安装版本-jdk-8u301-linux-x64解压版
- 植物大战僵尸杂交版 修改阳光和冷却
- html css js网页设计ntion-model-for-开发笔记
- 数据库课程设计-processing开发笔记
资源上传下载、课程学习等过程中有任何疑问或建议,欢迎提出宝贵意见哦~我们会及时处理!
点击此处反馈
![feedback](https://img-home.csdnimg.cn/images/20220527035711.png)
![feedback](https://img-home.csdnimg.cn/images/20220527035711.png)
![feedback-tip](https://img-home.csdnimg.cn/images/20220527035111.png)
安全验证
文档复制为VIP权益,开通VIP直接复制
![dialog-icon](https://csdnimg.cn/release/downloadcmsfe/public/img/green-success.6a4acb44.png)