trigonemetric function fitting using matrice in matlab
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hi
please explain me these line of codes from the matlab documentation:
Simulating Electricity Prices with Mean-Reversion and Jump-Diffusion
why do we have to put t in matrice function when we have f(t)= s1*sin(2.pi.t)+s2*cos(2.pi.t)+s3*sin(4.pi.t)+s4*cos(4.pi.t)+s5 ?
% Calibrate parameters for the seasonality model
seasonMatrix = @(t) [sin(2.*pi.*t) cos(2.*pi.*t) sin(4.*pi.*t) ...
cos(4.*pi.*t) t ones(size(t, 1), 1)];
C = seasonMatrix(PriceTimes);
seasonParam = C\logPrices;
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karim bio gassi
il 28 Apr 2020
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