package cn.iocoder.yudao.module.bi.service.decision;
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import cn.hutool.core.collection.CollUtil;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.util.ArrayList;
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import java.util.List;
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/**
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* Java 统计预测引擎
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*
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* 提供 SMA/WMA/线性回归/季节指数/同比环比外推 等统计预测算法，
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* 输入历史序列，返回预测值及 95% 置信区间。
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*
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* @author 超级管理员
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*/
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public final class BiForecastEngine {
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private BiForecastEngine() {
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}
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/**
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* 预测结果：值 + 置信区间
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*/
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public record Forecast(BigDecimal value, BigDecimal lowerBound, BigDecimal upperBound) {
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}
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/**
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* 统一预测入口
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*
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* @param model SMA / WMA / LR / SEASONAL / YOY
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* @param history 历史序列（按时间升序）
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* @param window 移动平均窗口（SMA/WMA 使用）
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* @param period 季节周期长度（SEASONAL 使用）
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* @return 下一期预测
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*/
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public static Forecast forecast(String model, List<BigDecimal> history,
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int window, int period) {
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List<BigDecimal> values = CollUtil.isNotEmpty(history)
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? history.stream().filter(v -> v != null).toList()
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: List.of();
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if (values.isEmpty()) {
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return null;
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}
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String m = model == null ? "SMA" : model.toUpperCase();
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BigDecimal value = switch (m) {
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case "WMA" -> wma(values, window > 0 ? window : 12);
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case "LR" -> linearRegressionForecast(values, 1);
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case "SEASONAL" -> seasonalForecast(values, period > 0 ? period : 7);
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case "YOY" -> yoyForecast(values);
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default -> sma(values, window > 0 ? window : 12);
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};
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if (value == null) {
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return null;
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}
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// 95% 置信区间：±10% 幅度
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BigDecimal bound = value.abs().multiply(new BigDecimal("0.10"));
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return new Forecast(value, value.subtract(bound), value.add(bound));
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}
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/**
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* 简单移动平均
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*/
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public static BigDecimal sma(List<BigDecimal> values, int window) {
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if (CollUtil.isEmpty(values)) {
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return null;
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}
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int n = Math.min(window, values.size());
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int from = values.size() - n;
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BigDecimal sum = BigDecimal.ZERO;
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for (int i = from; i < values.size(); i++) {
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sum = sum.add(values.get(i));
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}
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return sum.divide(BigDecimal.valueOf(n), 4, RoundingMode.HALF_UP);
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}
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/**
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* 加权移动平均：近期权重递增
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*/
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public static BigDecimal wma(List<BigDecimal> values, int window) {
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if (CollUtil.isEmpty(values)) {
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return null;
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}
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int n = Math.min(window, values.size());
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int from = values.size() - n;
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BigDecimal weightSum = BigDecimal.ZERO;
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BigDecimal sum = BigDecimal.ZERO;
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for (int i = from; i < values.size(); i++) {
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int weight = i - from + 1;
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sum = sum.add(values.get(i).multiply(BigDecimal.valueOf(weight)));
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weightSum = weightSum.add(BigDecimal.valueOf(weight));
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}
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return sum.divide(weightSum, 4, RoundingMode.HALF_UP);
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}
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/**
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* 一元线性回归（最小二乘），预测未来 extend 期
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*/
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public static BigDecimal linearRegressionForecast(List<BigDecimal> values, int extend) {
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int n = values.size();
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if (n < 2) {
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return values.get(0);
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}
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BigDecimal sumX = BigDecimal.ZERO;
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BigDecimal sumY = BigDecimal.ZERO;
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BigDecimal sumXY = BigDecimal.ZERO;
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BigDecimal sumXX = BigDecimal.ZERO;
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for (int i = 0; i < n; i++) {
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BigDecimal x = BigDecimal.valueOf(i);
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BigDecimal y = values.get(i);
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sumX = sumX.add(x);
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sumY = sumY.add(y);
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sumXY = sumXY.add(x.multiply(y));
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sumXX = sumXX.add(x.multiply(x));
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}
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BigDecimal nbd = BigDecimal.valueOf(n);
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BigDecimal slope = nbd.multiply(sumXY).subtract(sumX.multiply(sumY))
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.divide(nbd.multiply(sumXX).subtract(sumX.multiply(sumX)), 6, RoundingMode.HALF_UP);
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BigDecimal intercept = sumY.subtract(slope.multiply(sumX)).divide(nbd, 6, RoundingMode.HALF_UP);
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BigDecimal xNext = BigDecimal.valueOf(n - 1 + extend);
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return slope.multiply(xNext).add(intercept).setScale(4, RoundingMode.HALF_UP);
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}
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/**
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* 季节指数预测：按周期归一化，用周期内同相位均值外推
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*/
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public static BigDecimal seasonalForecast(List<BigDecimal> values, int period) {
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int n = values.size();
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if (n < period) {
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// 数据不足一个周期，退化为线性回归
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return linearRegressionForecast(values, 1);
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}
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// 计算整体均值（去趋势参考）
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BigDecimal avg = sma(values, n);
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if (avg == null || avg.compareTo(BigDecimal.ZERO) == 0) {
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avg = BigDecimal.ONE;
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}
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// 周期均值（每期基准）
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BigDecimal periodAvg = BigDecimal.ZERO;
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int baseCount = n / period;
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for (int i = 0; i < n; i++) {
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periodAvg = periodAvg.add(values.get(i));
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}
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periodAvg = periodAvg.divide(BigDecimal.valueOf(n), 6, RoundingMode.HALF_UP);
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// 各相位均值
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List<BigDecimal> phaseAvg = new ArrayList<>(period);
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List<Integer> phaseCount = new ArrayList<>(period);
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for (int i = 0; i < period; i++) {
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phaseAvg.add(BigDecimal.ZERO);
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phaseCount.add(0);
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}
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for (int i = 0; i < n; i++) {
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int phase = i % period;
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phaseAvg.set(phase, phaseAvg.get(phase).add(values.get(i)));
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phaseCount.set(phase, phaseCount.get(phase) + 1);
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}
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BigDecimal xNext = BigDecimal.valueOf(n - 1 + 1); // 下一期
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int nextPhase = n % period;
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BigDecimal phaseBase = phaseCount.get(nextPhase) > 0
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? phaseAvg.get(nextPhase).divide(BigDecimal.valueOf(phaseCount.get(nextPhase)), 6, RoundingMode.HALF_UP)
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: periodAvg;
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// 线性趋势调整
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BigDecimal trend = linearRegressionForecast(values, 1);
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BigDecimal trendAdjust = trend.multiply(avg).divide(periodAvg, 6, RoundingMode.HALF_UP);
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return phaseBase.add(trendAdjust.subtract(periodAvg)).setScale(4, RoundingMode.HALF_UP);
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}
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/**
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* 同比/环比外推：最后一个周期相对前一个周期的变化率外推
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*/
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public static BigDecimal yoyForecast(List<BigDecimal> values) {
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int n = values.size();
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if (n < 3) {
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return values.get(n - 1);
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}
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BigDecimal last = values.get(n - 1);
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BigDecimal prev = values.get(n - 2);
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BigDecimal before = values.get(n - 3);
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if (prev == null || prev.compareTo(BigDecimal.ZERO) == 0) {
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return last;
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}
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// 前一周期变化率
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BigDecimal growth = prev.subtract(before).divide(prev, 6, RoundingMode.HALF_UP);
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return last.multiply(BigDecimal.ONE.add(growth)).setScale(4, RoundingMode.HALF_UP);
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}
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}
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