cnn-lstm时间序列预测matlab代码
时间: 2023-07-27 16:21:19 浏览: 116
MATLAB实现CNN-LSTM时间序列预测(完整源码和数据)
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以下是一个简单的CNN-LSTM时间序列预测的MATLAB代码示例:
```matlab
% 加载数据
data = load('data.csv');
X = data(:, 1:end-1);
Y = data(:, end);
% 划分训练集和测试集
train_ratio = 0.8;
train_size = floor(train_ratio * size(X, 1));
train_X = X(1:train_size, :);
train_Y = Y(1:train_size);
test_X = X(train_size+1:end, :);
test_Y = Y(train_size+1:end);
% 构建CNN-LSTM模型
input_layer = sequenceInputLayer(size(X, 2));
conv_layer = convolution2dLayer([3, 1], 64, 'Padding', 'same');
lstm_layer = lstmLayer(128, 'OutputMode', 'last');
dropout_layer = dropoutLayer(0.2);
fully_connected_layer = fullyConnectedLayer(1);
regression_layer = regressionLayer();
layers = [input_layer
conv_layer
lstm_layer
dropout_layer
fully_connected_layer
regression_layer];
% 设置训练选项
options = trainingOptions('adam', ...
'MaxEpochs', 100, ...
'MiniBatchSize', 32, ...
'GradientThreshold', 1, ...
'Shuffle', 'every-epoch', ...
'Plots', 'training-progress');
% 训练模型
net = trainNetwork(train_X, train_Y, layers, options);
% 预测测试集
predicted_Y = predict(net, test_X);
% 评估模型
rmse = sqrt(mean((test_Y - predicted_Y).^2));
fprintf('RMSE: %.4f\n', rmse);
```
这段代码中,我们首先加载数据,然后将其划分为训练集和测试集。接下来,我们构建了一个包含卷积层、LSTM层、dropout层、全连接层和回归层的CNN-LSTM模型。然后我们使用Adam优化器和其他训练选项来训练模型。最后,我们使用训练好的模型来预测测试集,并计算预测值与真实值之间的均方根误差(RMSE)。
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