用matlab编一段多层LSTM代码用于股票预测
时间: 2023-03-31 19:03:41 浏览: 250
好的,我可以回答这个问题。以下是一段用 MATLAB 编写的多层 LSTM 代码,用于股票预测:
% 导入数据
data = xlsread('stock_data.xlsx');
train_data = data(1:200,:);
test_data = data(201:end,:);
% 数据预处理
train_data = normalize(train_data);
test_data = normalize(test_data);
% 定义 LSTM 模型
num_features = size(train_data,2);
num_hidden_units = 128;
num_layers = 2;
dropout_rate = .2;
output_size = 1;
layers = [ ...
sequenceInputLayer(num_features)
lstmLayer(num_hidden_units,'OutputMode','sequence')
dropoutLayer(dropout_rate)
lstmLayer(num_hidden_units,'OutputMode','sequence')
dropoutLayer(dropout_rate)
fullyConnectedLayer(output_size)
regressionLayer];
% 训练 LSTM 模型
options = trainingOptions('adam', ...
'MaxEpochs',100, ...
'MiniBatchSize',64, ...
'ValidationData',{test_data(:,1:end-1),test_data(:,end)}, ...
'ValidationFrequency',10, ...
'Verbose',false);
net = trainNetwork(train_data(:,1:end-1),train_data(:,end),layers,options);
% 预测未来股票价格
future_data = data(end-99:end,:);
future_data = normalize(future_data);
for i = 1:30
future_price = predict(net,future_data(end,:));
future_data = [future_data;[future_data(end,2:end),future_price]];
end
% 可视化预测结果
figure
plot(data(:,end),'b')
hold on
plot(201:230,future_data(101:end,end),'r')
legend('真实价格','预测价格')
xlabel('时间')
ylabel('股票价格')
title('股票价格预测')
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