% 生成多变量时间序列数据(示例数据)
% 假设有多个特征和一个目标变量
num_features = 5;
num_samples = 1000;
X = randn(num_samples, num_features); % 输入特征
Y = X * [0.5; -0.2; 0.8; 0.3; -0.1] + randn(num_samples, 1); % 目标变量
% 使用遗传算法优化模型参数
ga_options = optimoptions(‘ga’, ‘MaxGenerations’, 50, ‘PopulationSize’, 50);
fitness_func = @(params) model_fitness(params, X, Y);
best_params = ga(fitness_func, num_features + 1, [], [], [], [], [], [], [], ga_options);
% 解码最佳参数
input_size = num_features; % 输入特征维度
hidden_units = best_params(1); % TCN和LSTM中隐藏层单元数
num_layers = best_params(2); % TCN和LSTM中层数
attention_units = best_params(3); % 注意力机制中的单位数
% 构建并训练模型
model = create_model(input_size, hidden_units, num_layers, attention_units);
model = train_model(model, X, Y);
% 进行预测
predictions = predict_model(model, X);
% 计算预测误差
rmse = sqrt(mean((Y - predictions).^2));
% 显示预测误差
disp(['RMSE: ', num2str(rmse)]);
% 定义模型适应度函数
function fitness = model_fitness(params, X, Y)
input_size = size(X, 2);
hidden_units = params(1);
num_layers = params(2);
attention_units = params(3);
model = create_model(input_size, hidden_units, num_layers, attention_units);
model = train_model(model, X, Y);
predictions = predict_model(model, X);
rmse = sqrt(mean((Y - predictions).^2));
fitness = 1 / rmse; % 优化算法追求最大适应度
end
% 创建模型函数
function model = create_model(input_size, hidden_units, num_layers, attention_units)
% 在这里创建包含TCN、LSTM和注意力机制的模型
% 返回模型
end
% 训练模型函数
function model = train_model(model, X, Y)
% 训练模型
% 返回训练后的模型
end
% 预测函数
function predictions = predict_model(model, X)
% 使用训练好的模型进行预测
% 返回预测值
end