trigonemetric function fitting using matrice in matlab

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karim bio gassi 2020-4-28

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https://ww2.mathworks.cn/matlabcentral/answers/521348-trigonemetric-function-fitting-using-matrice-in-matlab

评论： darova 2020-4-29

在 MATLAB Online 中打开

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 2020-4-28

Thanks for your reply, I was expecting the same matrice, but in the help documentation of the problem resolution Matlab add the sixth variable t, thing that I didnot understand.

kindly find Simulating Electricity Prices with Mean-Reversion and Jump-Diffusion in help documentation to look at the code deeply.