vmd-lstm预测模型代码matlab

以下是一个简单的vmd-lstm预测模型的matlab代码示例，供您参考：

% 加载数据
load mydata.mat

% 将时间序列分解成若干个IMF分量
[imfs,residual] = vmd(data);

% 划分训练集和测试集
train_size = floor(0.8*size(data,1));
train_data = imfs(:,1:train_size)';
test_data = imfs(:,train_size+1:end)';

% 设置LSTM网络参数
input_size = size(imfs,1);
output_size = size(imfs,1);
hidden_size = 100;
num_layers = 2;
learning_rate = 0.01;
num_epochs = 100;

% 构建LSTM网络
net = lstmNetwork(input_size,hidden_size,output_size,num_layers);

% 训练LSTM网络
for epoch = 1:num_epochs
    % 随机打乱训练集顺序
    train_data = train_data(randperm(size(train_data,1)),:);
    for i = 1:size(train_data,1)
        x = train_data(i,:);
        y = x;
        y(2:end) = x(1:end-1);
        % 将数据转换成LSTM网络的输入格式
        x = num2cell(x');
        y = num2cell(y');
        [net,loss] = trainAndUpdateState(net,x,y,learning_rate);
    end
end

% 测试LSTM网络
predictions = zeros(size(test_data));
for i = 1:size(test_data,1)
    x = test_data(i,:);
    % 将数据转换成LSTM网络的输入格式
    x = num2cell(x');
    y = predictAndUpdateState(net,x);
    predictions(i,:) = cell2mat(y)';
end

% 将预测结果还原成原始时间序列
predictions = ivmd(predictions,residual);

% 绘制预测结果
figure
plot(data,'b')
hold on
plot(train_size+1:size(data,1),predictions,'r')
legend('原始数据','预测结果')