www.gusucode.com > ident 案例代码 matlab源码程序 > ident/ForecastTimeSeriesDataUsingAnARModelExample.m
%% Forecast Time Series Data Using an AR Model %% Forecast AR Model % Generate and plot time series data. past_data = iddata(sin(0.1*[1:100])',[]); %% % Fit an AR model to the data. sys = ar(past_data,2); %% % Perform a 10-step ahead prediction to validate the model over the % time-span of the measured data. yp = predict(sys,past_data,10); %% % Plot the predicted response and the measured data. plot(past_data,yp) %% % Forecast model output 100 steps beyond the estimation data. yf = forecast(sys,past_data,100); %% % Plot the past and forecasted data. plot(past_data,'--r',yf,'b') legend('Past Data','Forecasted Data')