How to reverse a prediction obtained from a seasonal difference of time series in Matlab?
5 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi everyone
I make a prediction using a weekly differencing data. the weekly differencing time series data has been obtained using the following lines of codes. the data is half hour data
hence 7*48=336.
D12 = LagOp({1 -1},'Lags',[0,336]);
dY = filter(D12,loadr);
After the data transformation I perform a SARMAX regression using the following lines of codes
[beta, betaci, res2] = regress(dY, Xres);
[beta, betaci, res2] = regress(dY, [Xres,lagmatrix(res2, lags)]); with Xres the seasonal AR and exogenous predictors. While res2 is the MA predictor.
Now I can simulate the model for other time period. My question is how can I transform the result gotten from the model in order to remove the lag operator D12 and get the real value.
please help me.
thanks
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Data Preprocessing dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!