Can Non-linear regression be used for time series forecasting?
3 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hey,
Matlab has an example on analyzing a sample time series: Airline passenger data ( link ). In the end of the page, the presented code works very well in incorporating the most relevant information from the input data in constructing a non-linear regression model.
My question is can I use the created model to predict the future data? How?
0 Kommentare
Antworten (1)
jgg
am 14 Jan. 2016
The short answer is yes. At this point in the example:
[b,bint,resid] = regress(logts.data, X);
They've returned a set of coefficients for the independent variables in X. When they plot the fitted data they do the following: X*b.
You can do the same for future, or out of sample data. Set up a new matrix X_f which is the dependent variables for the future times, whatever those might be; in their example it would be time and month dummies. Then, get the predicted values Y_f = X_f*b.
4 Kommentare
jgg
am 18 Jan. 2016
Accept this answer if you think it solves your problem so other people can see it.
Siehe auch
Kategorien
Mehr zu Regression finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!