[问答] 做Nelson-Siegel的非线性拟合，但是程序有问题，老是报错，希望大虾指点！ [推广有奖]

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heulingxiao 发表于 2015-4-25 18:59:02 |AI写论文

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   本人想利用matlab中的fit函数和fittype自定义的属性拟合Nelson-Siegel参数，但是写完程序老是报错，程序和错误如下：
程序如下：
yield = xlsread('20141118.xls','sheet4','I3:I21');
t = xlsread('20141118.xls','sheet4','C3:C21');
plot(t,yield,'o')
hold on
fo = fitoptions('Method','NonlinearLeastSquares',...
            'Lower',[0,0],...
            'Upper',[Inf,max(t)],...
            'StartPoint',[0.26 0.0041]);
ftp = fittype ('b0+b1*[(1-exp(-t/tau))/(t/tau)]+b2*[(1-exp(-t/tau))/(t/tau)-exp(-t/tau)]',...
            'dependent','yield','independent','t','coefficients',{'b0','b1','b2'},'problem','tau','options',fo);
[c2,gof2]= fit(t,yield,ftp,'problem',2)
plot(c2,'m')
hold off

错误提示：

Warning: Length of lower bounds is > length(x); ignoring extra bounds.
> In checkbounds at 29
  In lsqnsetup at 63
  In lsqcurvefit at 190
  In E:\studying software\Matlab\matlab r2012\toolbox\shared\optimlib\lscftsh.p>lscftsh at 37
  In cflscftsh at 8
  In curvefit\private\cflsqcurvefit at 55
  In fit>iFit at 373
  In fit at 109
  In firstNS at 11
Warning: Length of upper bounds is > length(x); ignoring extra bounds.
> In checkbounds at 38
  In lsqnsetup at 63
  In lsqcurvefit at 190
  In E:\studying software\Matlab\matlab r2012\toolbox\shared\optimlib\lscftsh.p>lscftsh at 37
  In cflscftsh at 8
  In curvefit\private\cflsqcurvefit at 55
  In fit>iFit at 373
  In fit at 109
  In firstNS at 11
Error using fit>iFit (line 415)
Not enough inputs to FITTYPE function.

Error in fit (line 109)
[fitobj, goodness, output, convmsg] = iFit( xdatain, ydatain, fittypeobj, ...

Error in firstNS (line 11)
[c2,gof2]= fit(t,yield,ftp,'problem',2);
Caused by:
Failure in initial user-supplied objective function evaluation. LSQCURVEFIT cannot continue.

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关键词：Nelson Siegel Siege son gel matlab hold 程序

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enxizheng 发表于 2015-4-25 21:13:47

fo = fitoptions('Method','NonlinearLeastSquares',...
            'Lower',[0,0],...
            'Upper',[Inf,max(t)],...
            'StartPoint',[0.26 0.0041 0.1]);