MATLAB神经网络和优化算法：51 MARKOV模型应用分析.zip

clc,clear,close all load('x.mat') for j=1:42 for i=1:38 a(j,i)=(x(j,i+1)-x(j,i))/x(j,i); % 求增长率 end end b=zeros(42,38); c=zeros(42,25); % 分别为不同增长率赋值 for j=1:42 for i=1:38 if a(j,i)>=0.03 b(j,i)=2; elseif (a(j,i)<0.03)&&(a(j,i)>0) b(j,i)=1; elseif a(j,i)==0 b(j,i)=0; elseif a(j,i)>-0.03 && a(j,i)<0 b(j,i)=-1; elseif a(j,i)<-0.03 b(j,i)=-2; end end end % 统计相连增长率值特征 for j=1:42 for i=1:36 if (b(j,i)==2&&b(j,i+1)==2) c(j,1)=c(j,1)+1; elseif(b(j,i)==2&&b(j,i+1)==1) c(j,2)=c(j,2)+1; elseif(b(j,i)==2&&b(j,i+1)==0) c(j,3)=c(j,3)+1; elseif(b(j,i)==2&&b(j,i+1)==-1) c(j,4)=c(j,4)+1; elseif(b(j,i)==2&&b(j,i+1)==-2) c(j,5)=c(j,5)+1; elseif(b(j,i)==1&&b(j,i+1)==2) c(j,6)=c(j,6)+1; elseif(b(j,i)==1&&b(j,i+1)==1) c(j,7)=c(j,7)+1; elseif(b(j,i)==1&&b(j,i+1)==0) c(j,8)=c(j,8)+1; elseif(b(j,i)==1&&b(j,i+1)==-1) c(j,9)=c(j,9)+1; elseif(b(j,i)==1&&b(j,i+1)==-2) c(j,10)=c(j,10)+1; elseif(b(j,i)==0&&b(j,i+1)==2) c(j,11)=c(j,11)+1; elseif(b(j,i)==0&&b(j,i+1)==1) c(j,12)=c(j,12)+1; elseif(b(j,i)==0&&b(j,i+1)==0) c(j,13)=c(j,13)+1; elseif(b(j,i)==0&&b(j,i+1)==-1) c(j,14)=c(j,14)+1; elseif(b(j,i)==0&&b(j,i+1)==-2) c(j,15)=c(j,15)+1; elseif(b(j,i)==-1&&b(j,i+1)==2) c(j,16)=c(j,16)+1; elseif(b(j,i)==-1&&b(j,i+1)==1) c(j,17)=c(j,17)+1; elseif(b(j,i)==-1&&b(j,i+1)==0) c(j,18)=c(j,18)+1; elseif(b(j,i)==-1&&b(j,i+1)==-1) c(j,19)=c(j,19)+1; elseif(b(j,i)==-1&&b(j,i+1)==-2) c(j,20)=c(j,20)+1; elseif(b(j,i)==-2&&b(j,i+1)==2) c(j,21)=c(j,21)+1; elseif(b(j,i)==-2&&b(j,i+1)==1) c(j,22)=c(j,22)+1; elseif(b(j,i)==-2&&b(j,i+1)==0) c(j,23)=c(j,23)+1; elseif(b(j,i)==-2&&b(j,i+1)==-1) c(j,24)=c(j,24)+1; elseif(b(j,i)==-2&&b(j,i+1)==-2) c(j,25)=c(j,25)+1; end end end d=zeros(42,5); % 累加求和 for i=1:42 for j=1:25 if(j<6) d(i,1)=d(i,1)+c(i,j); elseif(j>5&&j<11) d(i,2)=d(i,2)+c(i,j); elseif(j>10&&j<16) d(i,3)=d(i,3)+c(i,j); elseif(j>15&&j<21) d(i,4)=d(i,4)+c(i,j); else d(i,5)=d(i,5)+c(i,j); end end end %一步转移概率矩阵； f=b(:,37); e= zeros(5,5); for i=1:42 for j=1:25 if(j<6) if(d(i,1)==0) e(5,j)=0; else e(1,j)=c(i,j)/d(i,1); end elseif(j>5&&j<11) if(d(i,2)==0) e(5,j-5)=0; else e(2,j-5)=c(i,j)/d(i,2); end elseif(j>10&&j<16) if(d(i,3)==0) e(5,j-10)=0; else e(3,j-10)=c(i,j)/d(i,3); end elseif(j>15&&j<21) if(d(i,4)==0) e(5,j-15)=0; else e(4,j-15)=c(i,j)/d(i,4); end else if(d(i,5)==0) e(5,j-20)=0; else e(5,j-20)=c(i,j)/d(i,5); end end end g=zeros(i,5); %预测4、5月的增长率 if(f(i,1)==2) h=[1 0 0 0 0 ]*e for k=1:6 h=h*e end elseif(f(i,1)==1) g(i,:)=[0 1 0 0 0 ]; h=g(i,:)*e for k=1:6 h=h*e end elseif(f(i,1)==0) g(i,:)=[0 0 1 0 0 ]; h=g(i,:)*e for k=1:6 h=h*e end elseif(f(i,1)==-1) g(i,:)=[0 0 0 1 0 ]; h=g(i,:)*e for k=1:6 h=h*e end elseif(f(i,1)==-2) g(i,:)=[0 0 0 0 1 ]; h=g(i,:)*e for k=1:6 h=h*e end end end