forecasting SVM code issue
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I found an error "Index in position 1 exceeds array bounds (must not exceed 142)" while using the below code:
Facing problem to find the attached figure
% clc;clear;close all;
% data = xlsread('all_data.xls');
% N = 142;
% data_in = data(13:N,[5 6 8]);
% data_out = data(13:N,4);
% mdl = fitrsvm(data_in,data_out,'Standardize','on','KernelFunction','rbf','KernelScale','auto');
% predY = predict(mdl,data_in);
% plot(data_out)
% hold on
% plot(predY,'r')
clc;clear;close all;
addpath(genpath([pwd,'\libsvm-3.20'])); %adding svm path
A = 142;
data = xlsread('all_data.xls');
data_in = data(13:A,[5 6 8]);
data_out = data(13:A,4);
%%
n = length(data_in);
sigma_in = std(data_in);
mu_in = mean(data_in);
data_in_norm = (data_in - repmat(mu_in,n,1))./repmat(sigma_in,n,1);
sigma_out = std(data_out);
mu_out= mean (data_out);
data_out_norm = (data_out - mu_out)./sigma_out;
%%
model = svmtrain(data_out_norm, data_in_norm, '-s 3 -g 2 -t 2 -d 1 -p 0.1 -c 1');
y_pred_norm = svmpredict(data_out_norm, data_in_norm, model);
y_pred = y_pred_norm*sigma_out+mu_out;
%%
for i = 143:154
x = [data(i,9) data(i,6) data(i-12,4)];
x_norm = (x - mu_in)./sigma_in;
y_pred_norm(i-12) = svmpredict(0, x_norm, model);
y_pred(i-12) = y_pred_norm(i-12)*sigma_out+mu_out;
end
[~,ix]= sort(y_pred(end-11:end));
y_pred(end-11:end)=y_pred(end-11:end).*(0.6+((ix-1)/11));
for i = 155:168
x = [data(i,9) data(i,6) y_pred(i-13)];
x_norm = (x - mu_in)./sigma_in;
y_pred_norm(i-12) = svmpredict(0, x_norm, model);
y_pred(i-12) = y_pred_norm(i-12)*sigma_out+mu_out;
end
plot(data_out)
hold on
plot(y_pred,'*-r')

5 Commenti
Walter Roberson
il 28 Dic 2021
if data has 142 rows and your loop starts at 143 then data(i, 9) is out of range.
If you want to use the last 12 for forecasting then index data(i-12,:)
But you would have the same problem with the second loop.
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