clc;
clear all
close all
%% VMD-SSA-BILSTM多维时间序列预测
tic
load data.mat
load vmd_data.mat
load BILSTM.mat
disp('…………………………………………………………………………………………………………………………')
disp('VMD-SSA-BILSTM预测')
disp('…………………………………………………………………………………………………………………………')
%% 建立
T_sim5 =[];
T_sim6 =[];
for i = 1:size(u,1)
disp(['对第',num2str(i),'个分量进行建模'])
data2= [data(:,1:end-1),u(i,:)'];
num_samples = length(data2); % 样本个数
kim = 5; % 延时步长(kim个历史数据作为自变量)
zim = 1; % 跨zim个时间点进行预测
or_dim = size(data2,2);
res=[];
% 重构数据集
for i = 1: num_samples - kim - zim + 1
res(i, :) = [reshape(data2(i: i + kim - 1,:), 1, kim*or_dim), data2(i + kim + zim - 1,:)];
end
% 训练集和测试集划分
outdim = 1; % 最后一列为输出
num_size = 0.7; % 训练集占数据集比例
num_train_s = round(num_size * num_samples); % 训练集样本个数
f_ = size(res, 2) - outdim; % 输入特征维度
P_train = res(1: num_train_s, 1: f_)';
T_train = res(1: num_train_s, f_ + 1: end)';
M = size(P_train, 2);
P_test = res(num_train_s + 1: end, 1: f_)';
T_test = res(num_train_s + 1: end, f_ + 1: end)';
N = size(P_test, 2);
%% 数据归一化
[P_train, ps_input] = mapminmax(P_train, 0, 1);
P_test = mapminmax('apply', P_test, ps_input);
智能算法及其模型预测