Modellering i Tidsplanet

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Faltning Differensekvationer Differentialekvationer Filtrering med viktade medelvärden N-punkts MA-filter y[n] = 1 N−1 N (x[n] + x[n − 1] + . . . + x[n − N + 1]) = ∑ 1 x[n − i] N i=0 EWMA-filter (Exponentially Weighted Moving Average) y[n] = ∑ N−1 i=0 a · bi x[n − i] { 0 < b < 1 a = 1−b 1−b N y[n] = ∑ N−1 i=0 w ix[n − i] w i = ab i successivt minskande vikt till äldre indata
Faltning Differensekvationer Differentialekvationer B MA=ones(1,11)/11; y MA=filter(B MA,1,d); y MA(1:10)=[]; n=11:length(d); Jämförelse MA-EWMA b=0.7; a=(1-b)/(1-bˆ11); B EWMA=a*b.ˆ(0:10); y EWMA = filter(B EWMA,1,d); y EWMA(1:10) = []; plot(d); plot(n, y MA, ’b’); plot(n, y EWMA, ’r’); 37 36 35 34 0 10 20 30 40 50
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Modellering i Tidsplanet

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