【SVM预测】基于郊狼算法改进SVM实现数据回归预测附matlab代码

最新推荐文章于 2023-05-23 23:53:28 发布

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最新推荐文章于 2023-05-23 23:53:28 发布

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文章标签：算法支持向量机回归 matlab 机器学习

本文链接：https://blog.csdn.net/m0_57702748/article/details/140030353

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1 简介

提出一种基于郊狼优化算法(COA)和支持向量机(SVM)的股价预测方法.针对SVM预测模型参数难以确定的问题,采用COA算法对SVM中惩罚因子及核函数参数进行优化,构建COA-SVM股价预测模型。

支持向量机是利用已知数据类别的样本为训练样本，寻找同类数据的空间聚集特征，从而对测试样本进行分类验证，通过验证可将分类错误的数据进行更正。本文以体检数据为数据背景，首先通过利用因子分析将高维数据进行降维，由此将所有指标整合成几个综合性指标；为降低指标之间的衡量标准所引起的误差，本文利用 MATLAB软件将数据进行归一化处理，结合聚类分析将数据分类；最后本文利用最小二乘支持向量机分类算法进行分类验证，从而计算出数据分类的准确率，并验证了数据分类的准确性和合理性。

【SVM预测】基于郊狼算法改进SVM实现数据回归预测附matlab代码_scala

【SVM预测】基于郊狼算法改进SVM实现数据回归预测附matlab代码_scala_02

2 部分代码


          
          
           
           function [fbst, xbst, performance] = hho( objective, d, lmt, n, T, S)
           
           
%Harris hawks optimization algorithm
           
           
% inputs: 
           
           
%   objective - function handle, the objective function
           
           
%   d - scalar, dimension of the optimization problem
           
           
%   lmt - d-by-2 matrix, lower and upper constraints of the decision varable
           
           
%   n - scalar, swarm size
           
           
%   T - scalar, maximum iteration
           
           
%   S - scalar, times of independent runs
           
           
% data: 2021-05-09
           
           
% author: elkman, github.com/ElkmanY/
           
           
%% Levy flight
           
           
beta = 1.5;
           
           
sigma = ( gamma(1+beta)*sin(pi*beta/2)/gamma((1+beta)/2)*beta*2^((beta-1)/2) ).^(1/beta);
           
           
Levy = @(x) 0.01*normrnd(0,1,d,x)*sigma./abs(normrnd(0,1,d,x)).^(1/beta);
           
           
%% algorithm procedure
           
           
tic;
           
           
for s = 1:S
           
           
    %%  Initialization
           
           
    X = lmt(:,1) + (lmt(:,2) - lmt(:,1)).*rand(d,n);
           
           
    for t = 1:T
           
           
        F = objective(X);
           
           
        [f_rabbit(s,t), i_rabbit] = min(F);
           
           
        x_rabbit(:,t,s) = X(:,i_rabbit);
           
           
        xr = x_rabbit(:,t,s);
           
           
        J = 2*(1-rand(d,1));
           
           
        E0 = 2*rand(1,n)-1;
           
           
        E(t,:) = 2*E0*(1-t/T);
           
           
        absE = abs(E(t));
           
           
        p1 = absE>=1;   %eq(1)
           
           
        r = rand(1,n);
           
           
        p2 = (r>=0.5) & (absE>=0.5) & (absE<1); %eq(4)
           
           
        p3 = (r>=0.5) & (absE<0.5);  %eq(6)
           
           
        p4 = (r<0.5) & (absE>=0.5) & (absE<1); %eq(10)
           
           
        p5 = (r<0.5) & (absE<0.5); %eq(11)
           
           
        %% update locations 
           
           
        rh = randi([1,n],1,n);
           
           
        flag1 = rand(1,n)>=0.5;
           
           
        Y = xr - E(t,:).*abs( J.*xr - X );
           
           
        Z = Y + rand(d,n).*Levy(n);
           
           
        flag2 = (objective(Y)<objective(Z)) & (objective(Y)<F);
           
           
        flag3 = (objective(Y)>objective(Z)) & (objective(Z)<F);
           
           
        flag4 = (~flag2) & (~flag3);
           
           
        X_ =    p1.*(   (X(:,rh) - rand(1,n).*abs( X(:,rh) - 2*rand(1,n).*X )).*flag1 +...
           
           
            ((X(:,rh) - mean(X)) - rand(1,n).*( lmt(:,1) + (lmt(:,2) - lmt(:,1)).*rand(d,n) )).*(~flag1)   )...
           
           
            +   p2.*(   xr - X - E(t,:).*abs( J.*xr - X )   )...
           
           
            +   p3.*(   xr - E(t,:).*abs( xr - X )   )...
           
           
            +   p4.*(   Y.*flag2 + Z.*flag3 + ( lmt(:,1) + (lmt(:,2) - lmt(:,1)).*rand(d,n) ).*flag4  )...
           
           
            +   p5.*(   Y.*flag2 + Z.*flag3 + ( lmt(:,1) + (lmt(:,2) - lmt(:,1)).*rand(d,n) ).*flag4  );
           
           
        X_(:,i_rabbit) = xr;
           
           
        X = X_;
           
           
    end
           
           
end
           
           
%% Êä³ö-outputs
           
           
performance = [min(f_rabbit(:,T));mean(f_rabbit(:,T));std(f_rabbit(:,T))];
           
           
timecost = toc;
           
           
[fbst, ibst] = min(f_rabbit(:,T));
           
           
xbst = x_rabbit(:,T,ibst);
           
           
%% »æÍ¼-plot data
           
           
% Convergence Curve
           
           
figure('Name','Convergence Curve');
           
           
box on
           
           
semilogy(1:T,mean(f_rabbit,1),'b','LineWidth',1.5);
           
           
xlabel('Iteration','FontName','Aril');
           
           
ylabel('Fitness/Score','FontName','Aril');
           
           
title('Convergence Curve','FontName','Aril');
           
           
if d == 2
           
           
    % Trajectory of Global Optimal
           
           
    figure('Name','Trajectory of Global Optimal');
           
           
    x1 = linspace(lmt(1,1),lmt(1,2));
           
           
    x2 = linspace(lmt(2,1),lmt(2,2));
           
           
    [X1,X2] = meshgrid(x1,x2);
           
           
    V = reshape(objective([X1(:),X2(:)]'),[size(X1,1),size(X1,1)]);
           
           
    contour(X1,X2,log10(V),100); % notice log10(V)
           
           
    hold on
           
           
    plot(x_rabbit(1,:,1),x_rabbit(2,:,1),'r-x','LineWidth',1);
           
           
    hold off
           
           
    xlabel('\it{x}_1','FontName','Time New Roman');
           
           
    ylabel('\it{x}_2','FontName','Time New Roman');
           
           
    title('Trajectory of Global Optimal','FontName','Aril');
           
           
end
           
           
end