import numpy as np def GM11(x,n): ''' 灰色预测 x:序列,numpy对象 n:需要往后预测的个数 ''' x1 = x.cumsum()#一次累加 z1 = (x1[:len(x1) - 1] + x1[1:])/2.0#紧邻均值 z1 = z1.reshape((len(z1),1)) B = np.append(-z1,np.ones_like(z1),axis=1) Y = x[1:].reshape((len(x) - 1,1)) #a为发展系数 b为灰色作用量 [[a],[b]] = np.dot(np.dot(np.linalg.inv(np.dot(B.T, B)), B.T), Y)#计算参数 result = (x[0]-b/a)*np.exp(-a*(n-1))-(x[0]-b/a)*np.exp(-a*(n-2)) S1_2 = x.var()#原序列方差 e = list()#残差序列 for index in range(1,x.shape[0]+1): predict = (x[0]-b/a)*np.exp(-a*(index-1))-(x[0]-b/a)*np.exp(-a*(index-2)) e.append(x[index-1]-predict) S2_2 = np.array(e).var()#残差方差 C = S2_2/S1_2#后验差比 if C<=0.35: assess = '后验差比<=0.35,模型精度等级为好' elif C<=0.5: assess = '后验差比<=0.5,模型精度等级为合格' elif C<=0.65: assess = '后验差比<=0.65,模型精度等级为勉强' else: assess = '后验差比>0.65,模型精度等级为不合格' #预测数据 predict = list() for index in range(x.shape[0]+1,x.shape[0]+n+1): predict.append((x[0]-b/a)*np.exp(-a*(index-1))-(x[0]-b/a)*np.exp(-a*(index-2))) predict = np.array(predict) return { 'a':{'value':a,'desc':'发展系数'}, 'b':{'value':b,'desc':'灰色作用量'}, 'predict':{'value':result,'desc':'第%d个预测值'%n}, 'C':{'value':C,'desc':assess}, 'predict':{'value':predict,'desc':'往后预测%d个的序列'%(n)}, } if __name__ == "__main__": data = np.array([1.2,2.2,3.1,4.5,5.6,6.7,7.1,8.2,9.6,10.6,11,12.4,13.5,14.7,15.2]) x = data[0:5]#输入数据 y = data[5:7]#需要预测的数据 result = GM11(x,len(y)) predict = result['predict']['value'] predict = np.round(predict,1) print('真实值:',y) print('预测值:',predict) print(result)