LSSVM-回归
gamma = 100;
sig2 = 13;
type = 'function estimation';
%训练模型
[alpha,b] = trainlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'});
%模型预测
predict_train = simlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'},{alpha,b},x_train);
train_RMSE = sqrt(sum((predict_train-y_train).^2)/size(y_train,1));
predict_test = simlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'},{alpha,b},x_test);
test_RMSE = sqrt(sum((predict_test-y_test).^2)/size(y_test,1));
disp(['train RMSE = ',num2str(train_RMSE),' test RMSE = ',num2str(test_RMSE)]);
%结果可视化
plotlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'},{alpha,b});
figure(1)
plot(y_test,'-r')
hold on
plot(predict_test,'--k')