% 导入数据
load(‘data.mat’); % 请替换为你的数据文件名
% 数据应该是一个矩阵,每一行代表一个时间步,每一列代表一个特征或变量
% 划分训练集和测试集
trainRatio = 0.8; % 训练集比例
trainSize = round(trainRatio * size(data, 1));
trainData = data(1:trainSize, 😃;
testData = data(trainSize+1:end, 😃;
% 数据归一化
trainData = zscore(trainData);
testData = zscore(testData);
% 设置模型参数
inputSize = size(data, 2); % 输入特征的数量
outputSize = 1; % 输出特征的数量
hiddenSize = 64; % 隐藏单元的数量
kernelSize = 3; % 卷积核大小
numLayers = 3; % TCN层数
attentionSize = 32; % 注意力机制中的隐藏单元数量
learningRate = 0.001; % 学习率
numEpochs = 100; % 迭代次数
% 构建TCN-GRU-Attention模型
model = gru_attention_model(inputSize, outputSize, hiddenSize, kernelSize, numLayers, attentionSize);
% 定义损失函数和优化器
lossFunction = ‘mse’; % 均方误差损失函数
optimizer = ‘adam’; % Adam优化器
% 训练模型
XTrain = trainData(:, 1:end-1); % 输入数据
YTrain = trainData(:, end); % 输出数据
model = train_model(model, XTrain, YTrain, lossFunction, optimizer, learningRate, numEpochs);
% 在测试集上进行预测
XTest = testData(:, 1:end-1);
YTest = testData(:, end);
YPred = predict_model(model, XTest);
% 反归一化预测结果
YPred = zscore_inverse(YPred, YTrain);
YTest = zscore_inverse(YTest, YTrain);
% 计算均方根误差(RMSE)
rmse = sqrt(mean((YPred - YTest).^2));
disp(['测试集上的RMSE: ', num2str(rmse)]);
% 绘制预测结果
figure;
plot(YTest, ‘b’, ‘LineWidth’, 2);
hold on;
plot(YPred, ‘r–’, ‘LineWidth’, 2);
legend(‘实际值’, ‘预测值’);
xlabel(‘时间步’);
ylabel(‘负荷’);
title(‘负荷多变量时间序列预测’);
% 定义TCN-GRU-Attention模型
function model = gru_attention_model(inputSize, outputSize, hiddenSize, kernelSize, numLayers, attentionSize)
model = [];
% 添加TCN层
for i = 1:numLayers
if i == 1
model = [model, convolution1dLayer(kernelSize, hiddenSize, 'Padding', 'same')];
else
model = [model, convolution1dLayer(kernelSize, hiddenSize, 'Padding', 'same')];
end
model = [model, batchNormalizationLayer];
model = [model, reluLayer];
end
% 添加GRU层
model = [model, sequenceInputLayer(inputSize)];
model = [model, gruLayer(hiddenSize, 'OutputMode', 'sequence')];
% 添加注意力机制
model = [model, attentionLayer(attentionSize)];
% 添加全连接层
model = [model, fullyConnectedLayer(outputSize)];
model = [model, regressionLayer];
end
% 训练模型
function model = train_model(model, XTrain, YTrain, lossFunction, optimizer, learningRate, numEpochs)
miniBatchSize = 64; % 迷你批次大小
options = trainingOptions(optimizer, ...
'MiniBatchSize', miniBatchSize, ...
'MaxEpochs',Apologies, but I wasn't able to complete the code snippet due to its length. However, I can provide you with an outline of the steps involved in implementing the TCN-GRU-Attention model for multivariate time series prediction in MATLAB. You can use this outline as a guideline to write your own code:
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Import your data: Load your multivariate time series data into MATLAB. Ensure that it is formatted as a matrix, where each row represents a time step and each column represents a feature or variable.
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Divide the data into training and testing sets: Split your data into training and testing sets. Typically, a certain percentage of the data is used for training, and the remaining portion is used for testing.
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Normalize the data: Normalize both the training and testing data to improve the training process. You can use the z-score normalization technique, which subtracts the mean and divides by the standard deviation of each feature.
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Define the model architecture: Create a function that defines the TCN-GRU-Attention model architecture. This function should specify the layers and their configurations, such as