Prediction values of the vector

Asked Jun 24 '14 at 20:32

Active Jun 27 '14 at 12:05

Viewed 42 times

Given a length-n vector (the elements of vector describe samples of any time changes).

There are $m$ elements, and other values $n-m$ (coming right after the first n elements)

I need to predict what their value of other $n-m$ elements .

I would like to know which prediction method is recommended to use for solving the above problem?

for example:

%create vector of sampling
Fs= 1/200;
n=200;
m=50;
t=0:Fs:2*pi;
x=sin(t);


%call prediction function 
fprediction(x, Fs ,m); % x:vector, Fs: frequency sampling, m:number of element to predict
...

I need to predict what their value of other n−m (50) elements, relying only on the first 150 elements .

Comment:

The use in sampling rate to resolve the problem is optional

Thanks

edited Jun 27 '14 at 12:05

asked Jun 24 '14 at 20:32

user45926

Take a look at the Autoregressive model. It's very appropriate for harmonic signals. – werediver Jun 26 '14 at 13:31
I was thinking to use in the following method Linear prediction. Is to calculate the values of a (i) I need only use the first n values (without remaining m)? – user45926 Jun 27 '14 at 12:05
Surely, you use only known values while fitting any model to your data. – werediver Jun 27 '14 at 12:44

Prediction values ​​of the vector

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Prediction values of the vector