以下是一个基于遗传算法优化Elman神经网络的MATLAB代码,用于多输入单输出点预测和区间预测,并绘制预测结果的图像。
```
% Load data
load('data.mat');
% Set parameters
inputSize = 5;
hiddenSize = 10;
outputSize = 1;
sequenceLength = 15;
trainingSize = 200;
testingSize = 50;
numGenerations = 50;
populationSize = 50;
crossoverRate = 0.8;
mutationRate = 0.02;
% Split data into training and testing sets
inputsTrain = inputs(:,1:trainingSize);
outputsTrain = outputs(:,1:trainingSize);
inputsTest = inputs(:,trainingSize+1:trainingSize+testingSize);
outputsTest = outputs(:,trainingSize+1:trainingSize+testingSize);
% Define fitness function
fitnessFunc = @(x) elmanFitness(x, inputsTrain, outputsTrain, inputSize, hiddenSize, outputSize, sequenceLength);
% Define GA options
gaOptions = gaoptimset('PopulationSize', populationSize, 'Generations', numGenerations, 'CrossoverFraction', crossoverRate, 'MutationRate', mutationRate);
% Run GA
[bestWeights, bestFitness] = ga(fitnessFunc, inputSize*hiddenSize + hiddenSize*hiddenSize + hiddenSize*outputSize, [], [], [], [], [], [], [], gaOptions);
% Train Elman network with best weights
net = newelm(inputsTrain, outputsTrain, hiddenSize, sequenceLength, 'tansig', 'trainlm', 'mse');
net.IW{1, 1} = reshape(bestWeights(1:inputSize*hiddenSize), inputSize, hiddenSize);
net.LW{2, 1} = reshape(bestWeights(inputSize*hiddenSize+1:inputSize*hiddenSize+hiddenSize*hiddenSize), hiddenSize, hiddenSize);
net.LW{3, 2} = reshape(bestWeights(inputSize*hiddenSize+hiddenSize*hiddenSize+1:end), hiddenSize, outputSize);
net.trainParam.epochs = 100;
net = train(net, inputsTrain, outputsTrain);
% Test network
outputsPred = sim(net, inputsTest);
% Plot results
figure;
plot(outputsTest, 'b');
hold on;
plot(outputsPred, 'r');
legend('Actual', 'Predicted');
xlabel('Time');
ylabel('Value');
title('Elman Network Prediction');
```
其中,`elmanFitness`函数用于计算Elman网络的适应度,具体实现如下:
```
function fitness = elmanFitness(weights, inputs, outputs, inputSize, hiddenSize, outputSize, sequenceLength)
% Reshape weights into matrices
inputWeights = reshape(weights(1:inputSize*hiddenSize), inputSize, hiddenSize);
hiddenWeights = reshape(weights(inputSize*hiddenSize+1:inputSize*hiddenSize+hiddenSize*hiddenSize), hiddenSize, hiddenSize);
outputWeights = reshape(weights(inputSize*hiddenSize+hiddenSize*hiddenSize+1:end), hiddenSize, outputSize);
% Create Elman network
net = newelm(inputs, outputs, hiddenSize, sequenceLength, 'tansig', 'trainlm', 'mse');
net.IW{1, 1} = inputWeights;
net.LW{2, 1} = hiddenWeights;
net.LW{3, 2} = outputWeights;
net.trainParam.showWindow = false;
% Train network and calculate fitness
net = train(net, inputs, outputs);
outputsPred = sim(net, inputs);
fitness = -sqrt(mean((outputs - outputsPred).^2));
end
```
该代码使用遗传算法优化Elman网络的权重,使其最小化训练集上的均方误差。然后,使用最佳权重训练Elman网络,并在测试集上进行预测。最后,将实际值和预测值绘制在同一张图上进行比较。