MATLAB实现PSO-BiLSTM-Attention粒子群优化双向长短期记忆神经网络融合注意力机制的多变量时间序列预测

MATLAB实现PSO-BiLSTM-Attention粒子群优化双向长短期记忆神经网络融合注意力机制的多变量时间序列预测

以下是一个基本的MATLAB实现示例，演示如何使用粒子群优化（PSO）算法来优化双向长短期记忆神经网络（BiLSTM）与注意力机制的融合模型进行多变量时间序列预测。

首先，我们需要定义PSO算法的相关参数，包括粒子数量、最大迭代次数、惯性权重、加速因子等。同时，我们还需要定义BiLSTM模型的参数，如时间步长、隐藏单元数量等。

matlab
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% PSO算法参数
numParticles = 50; % 粒子数量
maxIterations = 100; % 最大迭代次数
inertiaWeight = 0.9; % 惯性权重
accelerationConst1 = 2; % 加速因子1
accelerationConst2 = 2; % 加速因子2

% BiLSTM模型参数
timeSteps = 10; % 时间步长
hiddenUnits = 64; % 隐藏单元数量

% 数据准备
% 假设你已经有一个名为data的多变量时间序列数据，维度为[numSamples, numVariables]
% 这里假设你的数据已经经过预处理和归一化

% 将数据划分为训练集和测试集
trainRatio = 0.8; % 训练集比例
numSamples = size(data, 1);
numTrainSamples = round(trainRatio * numSamples);
trainData = data(1:numTrainSamples, 😃;
testData = data(numTrainSamples+1:end, 😃;

% 创建BiLSTM模型
layers = [
sequenceInputLayer(numVariables)
bilstmLayer(hiddenUnits, ‘OutputMode’, ‘sequence’)
attentionLayer(‘AttentionMethod’, ‘softmax’)
fullyConnectedLayer(numVariables)
regressionLayer];
options = trainingOptions(‘adam’, ‘MaxEpochs’, 50);
model = trainNetwork(trainData, trainData, layers, options);

% 定义PSO算法的适应度函数
fitnessFunction = @(x) evaluateModel(x, model, testData, timeSteps);

% 初始化粒子群
numVariables = numVariables * (2*timeSteps); % 每个变量对应BiLSTM的一个权重或偏差
lb = -1; % 变量下界
ub = 1; % 变量上界
particlePositions = lb + (ub - lb) * rand(numParticles, numVariables);
particleVelocities = zeros(numParticles, numVariables);
particleBestPositions = particlePositions;
particleBestFitness = inf(numParticles, 1);
globalBestFitness = inf;
globalBestPosition = zeros(1, numVariables);

% 迭代优化过程
for iteration = 1:maxIterations
% 计算粒子的适应度值
particleFitness = zeros(numParticles, 1);
for particle = 1:numParticles
particleFitness(particle) = fitnessFunction(particlePositions(particle, 😃);

    % 更新粒子的最佳位置
    if particleFitness(particle) < particleBestFitness(particle)
        particleBestFitness(particle) = particleFitness(particle);
        particleBestPositions(particle, :) = particlePositions(particle, :);
    end
    
    % 更新全局最佳位置
    if particleFitness(particle) < globalBestFitness
        globalBestFitness = particleFitness(particle);
        globalBestPosition = particlePositions(particle, :);
    end
end

% 更新粒子的速度和位置
for particle = 1:numParticles
    particleVelocities(particle, :) = inertiaWeight * particleVelocities(particle, :) ...
        + accelerationConst1 * rand(1, numVariables) .* (particleBestPositions(particle, :) - particlePositions(particle, :)) ...
        + accelerationConst2 * rand(1, numVariables) .* (globalBestPosition - particlePositions(particle, :));
    particlePositions(particle, :) = particlePositions(particle, :) + particleVelocities(particle, :);
end

end

% 评估模型的适应度函数
function fitness = evaluateModel(weights, model, testData, timeSteps)
numVariables = size(testData, 2);
numSamples = size(testData, 1) - timeSteps;

% 将权重应用到BiLSTM模型中
model = setWeights(model, weights);

% 使用模型进行预测
predictions = zeros(numSamples, numVariables);
for i = 1:numSamples
    inputSequence = testData(i:i+timeSteps-1, :);
    predictions(i, :) = predict(model, inputSequence);
end

% 计算适应度值（例如，均方误差）
fitness = mean((predictions - testData(timeSteps+1:end, :)).^2, 'all');

end

% 将权重应用到BiLSTM模型中
function model = setWeights(model, weights)
numLayers = numel(model.Layers);
weightIndex = 1;

for layer = 1:numLayers
    layerType = class(model.Layers(layer));
    if startsWith(layerType, 'nnet.cnn.layer')
        % 跳过卷积层和池化层
        continue;
    end
    
    if startsWith(layerType, 'nnet.cnn.layer') || startsWith(layerType, 'nnet.lstm.') || startsWith(layerType, 'nnet.gru.')
        % 设置权重和偏差
        numParams = numel(model.Layers(layer).LearnableParameters);
        model.Layers(layer).LearnableParameters.Value = reshape(weights(weightIndex:weightIndex+numParams-1), size(model.Layers(layer).LearnableParameters.Value));
        weightIndex = weightIndex + numParams;
    end
end

end
请注意，这只是一个基本的框架，你可能需要根据你的具体需求进行修改和调整。同时，确保你的数据已经预处理和归一化，以及根据实际情况调整模型的参数和PSO算法的参数。