MATLAB提供了Deep Learning Toolbox,对LSTM调用,示例
时间: 2024-03-21 07:38:06 浏览: 58
是的,MATLAB提供了Deep Learning Toolbox,以下是一个简单的LSTM网络示例,用于预测时间序列数据:
```matlab
% 加载数据
load sunspot_dataset
data = double(sunspotdata);
% 将数据分为训练集和测试集
numTimeStepsTrain = floor(0.9*numel(data));
dataTrain = data(1:numTimeStepsTrain+1);
dataTest = data(numTimeStepsTrain+1:end);
% 标准化数据
mu = mean(dataTrain);
sig = std(dataTrain);
dataTrainStandardized = (dataTrain - mu) / sig;
% 创建输入序列和响应序列
XTrain = dataTrainStandardized(1:end-1);
YTrain = dataTrainStandardized(2:end);
% 创建LSTM网络
numFeatures = 1;
numResponses = 1;
numHiddenUnits = 200;
layers = [ ...
sequenceInputLayer(numFeatures)
lstmLayer(numHiddenUnits)
fullyConnectedLayer(numResponses)
regressionLayer];
% 配置LSTM网络的训练选项
options = trainingOptions('adam', ...
'MaxEpochs', 100, ...
'GradientThreshold', 1, ...
'InitialLearnRate', 0.01, ...
'LearnRateSchedule','piecewise', ...
'LearnRateDropFactor', 0.1, ...
'LearnRateDropPeriod', 50, ...
'Verbose', 0, ...
'Plots','training-progress');
% 训练LSTM网络
net = trainNetwork(XTrain',YTrain',layers,options);
% 使用测试集评估训练好的LSTM网络
dataTestStandardized = (dataTest - mu) / sig;
XTest = dataTestStandardized(1:end-1);
YTest = dataTest(2:end);
YPred = predict(net,XTest');
YPred = sig*YPred + mu;
% 可视化结果
figure
plot(dataTrain(1:end-1))
hold on
idx = numTimeStepsTrain+1:(numTimeStepsTrain+numel(YTest));
plot(idx,YTest)
plot(idx,YPred,'.-')
hold off
xlabel("Year")
ylabel("Sunspots")
title("Forecast")
legend(["Observed" "Test" "Forecast"])
```
在此示例中,我们加载了太阳黑子时间序列数据,将其分为训练集和测试集,并标准化了训练集数据。然后,我们创建了一个简单的LSTM网络,并使用Adam优化器训练了100个epoch,最后使用测试集评估了网络,并将结果可视化。
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