|
% model discrimination
% 多项式模型 Model: y=beta1+beta2*t+beta3*t^2+...+betap*t^(p-1)
% To test whether certain subsets of parameters are needed in the model
% The test is based on the relative reduction in residual sum of squares.
% 假设:beta_new=0,如引入该参数后预测残差平方和下降较大,则假设无效
clear all; format short g
n=17; %Measured temperature in Celsius. Time step is 96 sec.
y=[137.55 129.37 121.96 115.17 108.99 102.91 97.7 92.98 88.69 84.69...
80.91 77.45 73.91 71.05 68.44 65.99 63.71]';
R=y'*y; % 初始残差平方和,起始时尚未引入参数,认为所有参数为0,残差即为y值
t=0:1:n-1;t=t';%Only for compactness is more than one statment on line
for m=1:6 % 待分析参数的个数设为 p=5
X=ones(n,1); % 针对截距参数 beta1
for jj=1:m-1
tj=t.^jj; X=[X tj];
end
b=Xy; % OLS estimate; same as b=(X'*X)X'*y;
e=y-X*b; % 计算残差
sum=e'*e; % 残差平方和,自由度为n-p,p=m
DR=R-sum; % 残差平方和降幅(服从卡方分布),因为只有一个值,自由度为1
s2=sum/(n-m); % 自由度:n-m
Con=cond(X); % condition number
mm=n-m;
F=DR/s2; % F(q,n-p)分布,q=1为因变量个数,p为参数个数
% Fcr=finv(0.95,n-p),只有一尾所以为0.95;对于t检验,Tcr=tinv(0.975,n-p)
K=m+1;
AICc=n*log(sum/n)+2*K+2*K*(K+1)/(n-K-1); % Akaike criterion
% The model with lower AICc will be more likely to be correct
B(m,:)=[m mm sum s2 DR F Con AICc]; % 随着增加参数,逐行记录统计结果
% 参数个数,自由度,残差平方和,自由度平均残差平方和,残差降幅,F值,Cond num. AICc
R=sum; % 逐个参数评价,残差平方和依次更新
ypred=X*b; % 预测值
end
disp(' p deg. of fr. R Mean sq. Delta R F Cond(X) AICc');
for i=1:6 % fprintf不能输出矩阵,以loop实现
fprintf('%8i %8i %14.2f %10.2f %12.2f %10.2f %10.1f %10.2fn',B(i,:))
% %d or %i for integer format; %f for decimal format
end
% Fcrit=finv(.95,1,n-3)
% disp(B); aa
% Comment:
% F(.95,1,17-p) is 4.75 and 4.84 for p=5 and p=6, respectively
% Then at the 5% level of significance, the p=5 model is selected.
p deg. of fr. R Mean sq. Delta R F Cond(X) AICc
1 16 8526.11 532.88 147120.43 276.08 1.0 110.56
2 15 276.07 18.40 8250.03 448.25 18.1 55.23
3 14 4.98 0 .36 271.09 761.65 331.3 -9.53
4 13 0.34 0.03 4.65 178.71 6032.2 -51.16
5 12 0.22 0.02 0.12 6.20 114976.0 -53.29
6 11 0.18 0.02 0.4 2.59 2388793.7 -50.84
Archiver|手机版|科学网 ( 京ICP备07017567号-12 )
GMT+8, 2024-5-17 17:26
Powered by ScienceNet.cn
Copyright © 2007- 中国科学报社