SCI一区级 | Matlab实现NGO-CNN-LSTM-Mutilhead-Attention多变量时间序列预测

% 设置参数
numVariables = 3; % 变量的数量
sequenceLength = 10; % 时间序列的长度
numFilters = 16; % CNN中的滤波器数量
filterSize = 3; % CNN中的滤波器大小
numHiddenUnits = 32; % LSTM中的隐藏单元数量
numAttentionHeads = 4; % 注意力机制中的注意头数量
numClasses = 1; % 预测的类别数量
learningRate = 0.001; % 学习率
numEpochs = 100; % 训练的轮数
batchSize = 32; % 批量大小

% 生成示例数据
data = randn(numVariables, sequenceLength);
labels = randn(numClasses, sequenceLength);

% 构建模型
layers = [
sequenceInputLayer(numVariables)
convolution2dLayer([1 filterSize], numFilters, ‘Padding’, ‘same’)
batchNormalizationLayer
reluLayer
sequenceUnfoldingLayer(‘Name’, ‘unfold’)
lstmLayer(numHiddenUnits, ‘OutputMode’, ‘sequence’)
sequenceFoldingLayer(‘Name’, ‘fold’)
attentionLayer(numAttentionHeads, ‘Name’, ‘attention’)
fullyConnectedLayer(numClasses)
regressionLayer];

% 配置训练选项
options = trainingOptions(‘adam’, …
‘LearningRate’, learningRate, …
‘MaxEpochs’, numEpochs, …
‘MiniBatchSize’, batchSize, …
‘Verbose’, true);

% 训练模型
net = trainNetwork(data, labels, layers, options);