基于混合 CNN - RNN 时间序列预测研究（Matlab代码实现）

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📋📋📋本文目录如下：🎁🎁🎁

目录

💥1 概述

📚2 运行结果

🎉3 参考文献

🌈4 Matlab代码实现

💥1 概述

这个例子旨在提出将卷积神经网络（CNN）与递归神经网络（RNN）相结合的概念，以根据前几个月预测水痘病例的数量。

CNN是特征提取的绝佳网络，而RNN已经证明了其预测序列到序列序列值的能力。在每个时间步，CNN提取序列的主要特征，而RNN学习预测下一个时间步的下一个值。

基于混合卷积神经网络（CNN）和循环神经网络（RNN）的时间序列预测是一种先进的预测方法，它结合了两种模型的优点来处理具有时间依赖性的序列数据。这种方法在多个领域，如金融、天气预报、能源需求预测等，都展现出了优越的性能。下面详细解释这一方法的工作原理、优势以及应用实例。

工作原理

1. 卷积神经网络（CNN）：CNN最初设计用于图像识别任务，但其强大的特征提取能力也适用于时间序列数据。在时间序列预测中，CNN可以通过滑动窗口的方式在序列上进行卷积操作，自动学习到局部时间片段中的特征模式，这有助于捕捉数据中的周期性和趋势信息。

2. 循环神经网络（RNN）：RNN特别适合处理序列数据，因为它具有循环的内部状态，可以携带历史信息到当前时间步的计算中。长短期记忆（LSTM）和门控循环单元（GRU）是RNN的变种，通过引入门机制解决了长期依赖问题，更有效地捕获时间序列中的长期关系。

3. 混合CNN-RNN架构：将CNN和RNN结合起来，可以利用CNN提取局部特征的能力作为预处理步骤，然后将这些特征输入到RNN中，利用RNN处理序列依赖关系。或者，可以在CNN之后使用RNN来对CNN提取的特征序列进行进一步的序列建模。另外，也可以设计更复杂的架构，比如在RNN的输出上叠加CNN层来增强模型的表现力。

优势

• 综合优势：结合了CNN的空间特征提取能力和RNN的时序依赖建模能力，能够更加全面地分析时间序列数据。
• 提高准确性：相较于单独使用CNN或RNN，混合模型往往能提供更高的预测精度，特别是在需要同时考虑时间序列的局部特征和长期依赖关系时。
• 灵活性：混合架构可以根据具体任务的需求灵活调整，例如通过调整CNN的卷积核大小来关注不同尺度的特征，或调整RNN的层数来捕捉不同长度的依赖关系。

应用实例

1. 金融市场预测：预测股票价格、汇率变动等，利用CNN捕获市场波动的周期性特征，RNN处理长期的趋势变化。
2. 能源需求预测：在智能电网中，预测未来的电力需求，CNN可以捕捉季节性变化，RNN则负责根据过去的消费模式预测未来需求。
3. 天气预报：通过分析历史气象数据，混合模型可以更准确地预测气温、降水量等，CNN对地理位置特定的气象特征敏感，RNN则能处理随时间变化的气候模式。

总之，基于混合CNN-RNN的时间序列预测是一个活跃的研究领域，它展示了深度学习在复杂序列数据分析上的强大潜力。随着算法的不断优化和新架构的提出，这种混合方法在预测领域的应用前景十分广阔。

📚2 运行结果

 部分代码：

tempLayers = [
    sequenceInputLayer([inputSize 1 1],"Name","sequence")
    sequenceFoldingLayer("Name","seqfold")];

lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([3 3],32,"Name","block1_conv1","BiasLearnRateFactor",0,"Padding","same","Stride",[2 1])
    batchNormalizationLayer("Name","block1_conv1_bn","Epsilon",0.001)
    reluLayer("Name","block1_conv1_act")
    convolution2dLayer([3 3],64,"Name","block1_conv2","BiasLearnRateFactor",0,"Padding","same")
    batchNormalizationLayer("Name","block1_conv2_bn","Epsilon",0.001)
    reluLayer("Name","block1_conv2_act")];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    groupedConvolution2dLayer([3 3],1,64,"Name","block2_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],128,"Name","block2_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block2_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block2_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,128,"Name","block2_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],128,"Name","block2_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block2_sepconv2_bn","Epsilon",0.001)
    maxPooling2dLayer([3 3],"Name","block2_pool","Padding","same","Stride",[2 2])];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([1 1],128,"Name","conv2d_1","BiasLearnRateFactor",0,"Padding","same","Stride",[2 2])
    batchNormalizationLayer("Name","batch_normalization_1","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_1");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block3_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,128,"Name","block3_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],256,"Name","block3_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block3_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block3_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,256,"Name","block3_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],256,"Name","block3_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block3_sepconv2_bn","Epsilon",0.001)
    maxPooling2dLayer([3 3],"Name","block3_pool","Padding","same","Stride",[2 2])];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([1 1],256,"Name","conv2d_2","BiasLearnRateFactor",0,"Padding","same","Stride",[2 2])
    batchNormalizationLayer("Name","batch_normalization_2","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_2");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([1 1],728,"Name","conv2d_3","BiasLearnRateFactor",0,"Padding","same","Stride",[2 2])
    batchNormalizationLayer("Name","batch_normalization_3","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block4_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,256,"Name","block4_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block4_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block4_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block4_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block4_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block4_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block4_sepconv2_bn","Epsilon",0.001)
    maxPooling2dLayer([3 3],"Name","block4_pool","Padding","same","Stride",[2 2])];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_3");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block5_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block5_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block5_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block5_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block5_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block5_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block5_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block5_sepconv2_bn","Epsilon",0.001)
    reluLayer("Name","block5_sepconv3_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block5_sepconv3_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block5_sepconv3_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block5_sepconv3_bn","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_4");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block6_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block6_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block6_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block6_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block6_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block6_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block6_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block6_sepconv2_bn","Epsilon",0.001)
    reluLayer("Name","block6_sepconv3_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block6_sepconv3_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block6_sepconv3_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block6_sepconv3_bn","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_5");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block7_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block7_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block7_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block7_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block7_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block7_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block7_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block7_sepconv2_bn","Epsilon",0.001)
    reluLayer("Name","block7_sepconv3_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block7_sepconv3_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block7_sepconv3_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block7_sepconv3_bn","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_6");
lgraph = addLayers(lgraph,tempLayers);

🎉3 参考文献

部分理论来源于网络，如有侵权请联系删除。

[1]H Sanchez (2023). Time Series Forecasting Using Hybrid CNN - RNN 

🌈4 Matlab代码实现