cnn卷积神经网络时间序列预测matlab代码
时间: 2023-09-09 19:12:17 浏览: 110
以下是一个简单的用于时间序列预测的CNN卷积神经网络的Matlab代码示例:
```
% 加载数据
load sunspot.dat
data = sunspot(:,2);
% 定义参数
window = 12; % 时间窗口大小
train_ratio = 0.8; % 训练数据比例
feature_num = 1; % 特征数量
hidden_num = 10; % 隐藏层神经元数量
epoch_num = 20; % 迭代次数
batch_size = 10; % 批量大小
% 数据预处理
data_mean = mean(data);
data_std = std(data);
data = (data - data_mean) / data_std;
% 创建训练集和测试集
train_size = floor(length(data)*train_ratio);
train_data = data(1:train_size);
test_data = data(train_size+1:end);
% 创建时间窗口数据
train_input = zeros(window, length(train_data)-window+1, feature_num);
train_output = zeros(1, length(train_data)-window+1);
for i=1:length(train_data)-window+1
train_input(:,i,:) = train_data(i:i+window-1);
train_output(i) = train_data(i+window);
end
test_input = zeros(window, length(test_data)-window+1, feature_num);
test_output = zeros(1, length(test_data)-window+1);
for i=1:length(test_data)-window+1
test_input(:,i,:) = test_data(i:i+window-1);
test_output(i) = test_data(i+window);
end
% 创建CNN模型
layers = [
sequenceInputLayer(feature_num)
convolution2dLayer([window,1],hidden_num)
reluLayer
fullyConnectedLayer(1)
regressionLayer];
% 设置训练选项
options = trainingOptions('sgdm', ...
'MaxEpochs',epoch_num, ...
'MiniBatchSize',batch_size, ...
'InitialLearnRate',0.01);
% 训练模型
model = trainNetwork(train_input, train_output, layers, options);
% 预测测试集
test_pred = predict(model, test_input);
test_pred = test_pred * data_std + data_mean;
test_output = test_output * data_std + data_mean;
% 绘制预测结果
plot(test_output)
hold on
plot(test_pred)
legend('True','Prediction')
```
这个代码示例中使用了一个简单的CNN模型来预测时间序列数据。首先,加载数据并进行预处理,然后创建训练集和测试集。接着,创建时间窗口数据,并使用这些数据来训练CNN模型。最后,使用训练好的模型来预测测试集,并绘制预测结果。
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