trigonemetric function fitting using matrice in matlab

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karim bio gassi
karim bio gassi 2020-4-28
评论： darova 2020-4-29
hi
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
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.

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karim bio gassi
karim bio gassi 2020-4-28
ok thanks
what about this line of code
seasonParam = C\logPrices;
I used inv(X'X)X'Y to find the parameters of the fitting function. can you please explain me what they mean?
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