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- 1970-1-1
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楼主 |
发表于 2017-4-10 15:19:09
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您好,这是代码:
% Time Series Trend Detection Tests
% [ z, sl, lcl, ucl ] = trend( y, dt )
% where z = Mann-Kendall Statistic
% sl = Sen's Slope Estimate
% lcl = Lower Confidence Limit of sl
% ucl = Upper Confidence Limit of sl
% y = Time Series of Data
% dt = Time Interval of Data
%y是待检测数据序列
% function [ z, sl, lcl, ucl ] = mk( y )
y=xlsread('C:\Users\Administrator\2.xlsx');
n = length( y );
dt=1;
% calculate statistic
s = 0;
for k = 1:n-1,
for j = k+1:n,
s = s + sign( y(j) - y(k) );
end;
end;
% variance ( assuming no tied groups )
v = ( n * ( n - 1 ) * ( 2 * n + 5 ) ) / 18;
% test statistic
if s == 0,
z = 0;
elseif s > 0,
z = ( s - 1 ) / sqrt( v );
else
z = ( s + 1 ) / sqrt( v );
end;
% should calculate Normal value here
nor = 1.64;
% results
disp( [ ' n = ' num2str( n ) ] );
disp( [ ' Mean Value = ' num2str( mean( y ) ) ] );
disp( [ ' Z statistic = ' num2str( z ) ] );
if abs( z ) < nor,
disp( ' No significant trend' );
z = 0;
elseif z > 0,
disp( ' Upward trend detected' );
else
disp( ' Downward trend detected' );
end;
disp( 'Sens Nonparametric Estimator:' );
% calculate slopes
ndash = n * ( n - 1 ) / 2;
s = zeros( ndash, 1 );
i = 1;
for k = 1:n-1,
for j = k+1:n,
s(i) = ( y(j) - y(k) ) / ( j - k ) / dt;
i = i + 1;
end;
end;
% the estimate
sl = median( s );
disp( [ ' Slope Estimate = ' num2str( sl ) ] );
% variance ( assuming no tied groups )
v = ( n * ( n - 1 ) * ( 2 * n + 5 ) ) / 18;
m1 = fix( ( ndash - nor * sqrt( v ) ) / 2 );
m2 = fix( ( ndash + nor * sqrt( v ) ) / 2 );
s = sort( s );
lcl = s( m1 );
ucl = s( m2 + 1 );
disp( [ ' Lower Confidence Limit = ' ...
num2str( lcl ) ] );
disp( [ ' Upper Confidence Limit = ' ...
num2str( ucl ) ] );
能帮忙加上绘图代码吗? |
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