Matlab实现基于SVM-Adaboost支持向量机结合Adaboost集成学习时间序列预测（股票价格预测）

% 加载时间序列数据
data = load(‘stock_data.mat’);
X = data.X; % 特征矩阵
y = data.y; % 目标向量

% 划分训练集和测试集
train_ratio = 0.8; % 训练集比例
train_size = round(train_ratio * size(X, 1));
train_X = X(1:train_size, 😃;
train_y = y(1:train_size, 😃;
test_X = X(train_size+1:end, 😃;
test_y = y(train_size+1:end, 😃;

% SVM参数
svm_params = ‘-s 3 -t 2 -c 1 -g 0.1’; % 根据具体情况调整参数

% Adaboost参数
num_learners = 10; % 集成学习中的弱分类器数量

% 训练Adaboost模型
adaboost_model = fitensemble(train_X, train_y, ‘AdaBoostM1’, num_learners, ‘Tree’, ‘LearnRate’, 0.1);

% 预测
train_pred = predict(adaboost_model, train_X);
test_pred = predict(adaboost_model, test_X);

% 计算训练集和测试集的预测误差
train_error = mse(train_pred, train_y);
test_error = mse(test_pred, test_y);

% 显示结果
disp([‘训练集均方误差：’ num2str(train_error)]);
disp([‘测试集均方误差：’ num2str(test_error)]);