基于CNN-GRU-Attention的時(shí)間序列回歸預(yù)測(cè)matlab仿真

1.算法運(yùn)行效果圖預(yù)覽


2.算法運(yùn)行軟件版本

matlab2022a


3.算法理論概述

????????CNN-GRU-Attention模型結(jié)合了卷積神經(jīng)網(wǎng)絡(luò)(CNN)、門控循環(huán)單元(GRU)和注意力機(jī)制(Attention)來(lái)進(jìn)行時(shí)間序列數(shù)據(jù)的回歸預(yù)測(cè)。CNN用于提取時(shí)間序列的局部特征,GRU用于捕獲時(shí)間序列的長(zhǎng)期依賴關(guān)系,而注意力機(jī)制則用于在預(yù)測(cè)時(shí)強(qiáng)調(diào)重要的時(shí)間步。


3.1 CNN(卷積神經(jīng)網(wǎng)絡(luò))部分

???????在時(shí)間序列回歸任務(wù)中,CNN用于捕獲局部特征和模式:



3.2 GRU(門控循環(huán)單元)部分

GRU用于捕捉時(shí)間序列的長(zhǎng)期依賴關(guān)系:


3.3 Attention機(jī)制部分


最后,通過反向傳播算法調(diào)整所有參數(shù)以最小化預(yù)測(cè)誤差,并在整個(gè)訓(xùn)練集上迭代優(yōu)化模型。





4.部分核心程序

%CNN-GRU-ATT

layers = func_model(Dim);


%設(shè)置

%迭代次數(shù)

%學(xué)習(xí)率為0.001

options = trainingOptions('adam', ...??????

???'MaxEpochs', 1500, ...????????????????

???'InitialLearnRate', 1e-4, ...?????????

???'LearnRateSchedule', 'piecewise', ...?

???'LearnRateDropFactor', 0.1, ...???????

???'LearnRateDropPeriod', 1000, ...???????

???'Shuffle', 'every-epoch', ...?????????

???'Plots', 'training-progress', ...????

???'Verbose', false);


%訓(xùn)練

Net = trainNetwork(Nsp_train2, NTsp_train,layers, options);


figure

subplot(211);

plot(1: Num1, Tat_train,'-bs',...

???'LineWidth',1,...

???'MarkerSize',6,...

???'MarkerEdgeColor','k',...

???'MarkerFaceColor',[0.9,0.0,0.0]);

hold on

plot(1: Num1, T_sim1,'g',...

???'LineWidth',2,...

???'MarkerSize',6,...

???'MarkerEdgeColor','k',...

???'MarkerFaceColor',[0.9,0.9,0.0]);


legend('真實(shí)值', '預(yù)測(cè)值')

xlabel('預(yù)測(cè)樣本')

ylabel('預(yù)測(cè)結(jié)果')

grid on


subplot(212);

plot(1: Num1, Tat_train-T_sim1','-bs',...

???'LineWidth',1,...

???'MarkerSize',6,...

???'MarkerEdgeColor','k',...

???'MarkerFaceColor',[0.9,0.0,0.0]);

legend('真實(shí)值', '預(yù)測(cè)值')

xlabel('預(yù)測(cè)樣本')

ylabel('預(yù)測(cè)誤差')

grid on

ylim([-50,50]);

figure

subplot(211);

plot(1: Num2, Tat_test,'-bs',...

???'LineWidth',1,...

???'MarkerSize',6,...

???'MarkerEdgeColor','k',...

???'MarkerFaceColor',[0.9,0.0,0.0]);

hold on

plot(1: Num2, T_sim2,'g',...

???'LineWidth',2,...

???'MarkerSize',6,...

???'MarkerEdgeColor','k',...

???'MarkerFaceColor',[0.9,0.9,0.0]);

legend('真實(shí)值', '預(yù)測(cè)值')

xlabel('測(cè)試樣本')

ylabel('測(cè)試結(jié)果')

grid on

subplot(212);

plot(1: Num2, Tat_test-T_sim2','-bs',...

???'LineWidth',1,...

???'MarkerSize',6,...

???'MarkerEdgeColor','k',...

???'MarkerFaceColor',[0.9,0.0,0.0]);

legend('真實(shí)值', '預(yù)測(cè)值')

xlabel('預(yù)測(cè)樣本')

ylabel('預(yù)測(cè)誤差')

grid on

ylim([-50,50]);

?著作權(quán)歸作者所有,轉(zhuǎn)載或內(nèi)容合作請(qǐng)聯(lián)系作者
【社區(qū)內(nèi)容提示】社區(qū)部分內(nèi)容疑似由AI輔助生成,瀏覽時(shí)請(qǐng)結(jié)合常識(shí)與多方信息審慎甄別。
平臺(tái)聲明:文章內(nèi)容(如有圖片或視頻亦包括在內(nèi))由作者上傳并發(fā)布,文章內(nèi)容僅代表作者本人觀點(diǎn),簡(jiǎn)書系信息發(fā)布平臺(tái),僅提供信息存儲(chǔ)服務(wù)。

相關(guān)閱讀更多精彩內(nèi)容

友情鏈接更多精彩內(nèi)容