WindowsFormsApplication1.rar

WindowsFormsApplication1.rar

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

using System.Collections;
using MathNet.Numerics;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.Distributions;
namespace WindowsFormsApplication1
{
    public class DiscreteMarkov
    {
        #region 属性
        /// 

        /// 样本点状态时间序列按照时间升序
        /// 

        public List StateList { get; set; }
        /// 

        /// 状态总数对应模型的m
        /// 

        public int Count { get; set; }
        /// 

        /// 概率转移矩阵Pij
        /// 

        public List ProbMatrix { get; set; }
        /// 

        /// 各阶的自相关系数
        /// 

        public double[] Rk { get; set; }
        /// 

        /// 各阶的权重
        /// 

        public double[] Wk { get; set; }
        /// 

        /// 频数矩阵
        /// 

        public int[][] CountStatic { get; set; }
        /// 

        /// 目标序列是否满足“马氏性“
        /// 

        public Boolean IsMarkov { get; set; }
        /// 

        /// 滞时期，K
        /// 

        public int LagPeriod { get; set; }
        /// 

        /// 预测概率
        /// 

        public double[] PredictValue { get; set; }
        #endregion
        
        #region 构造函数

        public DiscreteMarkov（List data int count int K = 5）
        {
            this.StateList = data;
            this.LagPeriod = K;
            this.Count = count;
            this.CountStatic = StaticCount（data count）;
            this.ProbMatrix = new List（）;
            var t0 = DenseMatrix.OfArray（StaticProbability（this.CountStatic））;
            ProbMatrix.Add（t0）;

            for （int i = 1; i < K; i++） //根据CK方程，计算各步的状态转移矩阵
            {
                var temp = ProbMatrix[i - 1] * t0;
                ProbMatrix.Add（temp）;
            }
            IsMarkov = ValidateMarkov（）;
            if （IsMarkov）
            {
                CorrCoefficient（）;
                TimeWeight（）;
                PredictProb（）;
            }
            else
            {
                Console.WriteLine（“马氏性 检验失败无法进行下一步预测“）;
            }
        }
        #endregion

        #region 验证
        /// 

        /// 验证是否满足马氏性默认的显著性水平是0.05，自由度25
        /// 

        /// 
        private Boolean ValidateMarkov（）
        {
            //计算列和
            int[] cp1 = new int[Count];
            double gm = 0;
            try
            {
                int allcount = CountStatic.Select（n => n.Sum（））.Sum（）;//总数

                for （int i = 0; i < Count; i++）
                {
                    for （int j = 0; j < Count; j++） cp1[i] += CountStatic[j][i];
                }
                double[] cp = cp1.Select（n => （double）n / （double）allcoun

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----

     文件       1041  2016-01-04 14:35  WindowsFormsApplication1\WindowsFormsApplication1.sln

    ..A..H.     46592  2017-06-25 13:07  WindowsFormsApplication1\WindowsFormsApplication1.v12.suo

     文件       7664  2016-01-05 16:07  WindowsFormsApplication1\WindowsFormsApplication1\DiscreteMarkov.cs

     文件        505  2016-01-04 14:35  WindowsFormsApplication1\WindowsFormsApplication1\Program.cs

     文件       4446  2016-01-04 15:09  WindowsFormsApplication1\WindowsFormsApplication1\WindowsFormsApplication1.csproj

     文件    1121752  2013-07-23 05:17  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\FSharp.Core.dll

     文件     603029  2013-07-23 05:17  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\FSharp.Core.xml

     文件    1177600  2015-12-30 17:23  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.dll

     文件     455680  2015-12-30 17:23  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.FSharp.dll

     文件     294400  2015-12-30 17:23  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.FSharp.pdb

     文件      90418  2015-12-30 17:23  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.FSharp.xml

     文件    3792384  2015-12-30 17:23  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.pdb

     文件    3229256  2015-12-30 17:23  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.xml

     文件      19968  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.exe

     文件      50688  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.pdb

     文件      22656  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.vshost.exe

     文件        490  2017-03-19 05:00  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.vshost.exe.manifest

     文件      36352  2013-09-24 22:54  WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\zh-Hans\FSharp.Core.resources.dll

     文件       1453  2016-01-05 16:22  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\DesignTimeResolveAssemblyReferences.cache

     文件       7214  2017-06-25 13:03  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\DesignTimeResolveAssemblyReferencesInput.cache

     文件       6555  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.csproj.FileListAbsolute.txt

     文件      19968  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.exe

     文件        180  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.Form1.resources

     文件      50688  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.pdb

     文件        180  2016-01-04 15:24  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.Properties.Resources.resources

     文件      48789  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.csprojResolveAssemblyReference.cache

     文件        977  2017-06-25 13:06  WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.csproj.GenerateResource.Cache

     文件       1390  2016-01-04 14:35  WindowsFormsApplication1\WindowsFormsApplication1\Properties\AssemblyInfo.cs

     文件       2900  2016-01-04 14:35  WindowsFormsApplication1\WindowsFormsApplication1\Properties\Resources.Designer.cs

     文件       5612  2016-01-04 14:35  WindowsFormsApplication1\WindowsFormsApplication1\Properties\Resources.resx

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