% 导入数据
data = load(‘your_data.mat’); % 替换为你的数据文件名
X = data.input_data; % 输入数据
Y = data.output_data; % 输出数据
% 数据预处理
[X_norm, mu, sigma] = zscore(X);
[Y_norm, mu_y, sigma_y] = zscore(Y);
% 划分训练集和测试集
train_ratio = 0.8; % 训练集比例
train_samples = floor(train_ratio * size(X_norm, 1));
train_X = X_norm(1:train_samples, 😃;
train_Y = Y_norm(1:train_samples, 😃;
test_X = X_norm(train_samples+1:end, 😃;
test_Y = Y_norm(train_samples+1:end, 😃;
% 设置模型参数
input_dim = size(train_X, 2); % 输入维度
output_dim = size(train_Y, 2); % 输出维度
num_filters = 16; % 卷积核数量
filter_length = 3; % 卷积核长度
lstm_units = 32; % LSTM单元个数
attention_heads = 4; % 注意力头数
dropout_rate = 0.2; % Dropout率
% 构建模型
model = sao_cnn_lstm_multihed_attention_model(input_dim, output_dim, num_filters, filter_length, lstm_units, attention_heads, dropout_rate);
% 训练模型
num_epochs = 100; % 迭代次数
batch_size = 32; % 批大小
model = train_model(model, train_X, train_Y, num_epochs, batch_size);
% 测试模型
predictions = test_model(model, test_X);
% 反归一化
predictions = predictions .* sigma_y + mu_y;
% 可视化结果
plot(predictions, ‘r’, ‘LineWidth’, 2);
hold on;
plot(Y(train_samples+1:end, 😃, ‘b–’, ‘LineWidth’, 1.5);
legend(‘预测’, ‘真实’);
xlabel(‘样本’);
ylabel(‘数值’);
title(‘多变量时间序列预测’);
你需要将your_data.mat替换为你的输入数据文件名。确保数据文件包含一个名为input_data的变量(输入数据)和一个名为output_data的变量(输出数据)。
此代码使用了一些辅助函数,你需要定义这些函数。下面是这些函数的示例实现:
matlab
复制
% 构建SAO-CNN-LSTM-Multihed-Attention模型
function model = sao_cnn_lstm_multihed_attention_model(input_dim, output_dim, num_filters, filter_length, lstm_units, attention_heads, dropout_rate)
input_seq = sequenceInputLayer(input_dim, ‘Normalization’, ‘zerocenter’);
cnn_layers = [
convolution1dLayer(filter_length, num_filters, 'Padding', 'same')
reluLayer()
maxPooling1dLayer(2, 'Stride', 1)
];
cnn_layers = [
cnn_layers
convolution1dLayer(filter_length, num_filters, 'Padding', 'same')
reluLayer()
maxPooling1dLayer(2, 'Stride', 1)
];
lstm_layer = lstmLayer(lstm_units, 'OutputMode', 'last');
attention_layer = [
sequenceInputLayer(lstm_units)
multiHeadAttentionLayer(attention_heads)
];
fully_connected_layers = [
fullyConnectedLayer(64)
reluLayer()
dropoutLayer(dropout_rate)
fullyConnectedLayer(output_dim)
];
output_layer = regressionLayer();
layers = [
input_seq
cnn_layers
sequenceFoldingLayer('Name', 'fold')
lstm_layer
attention_layer
sequenceUnfoldingLayer('Name', 'unfold')
fully_connected_layers
output_layer
];
options = trainingOptions('adam', ...
'MaxEpochs', 50, ...
'MiniBatchSize', 32, ...
'GradientThreshold', 1, ...
'Shuffle', 'every-epoch', ...
'Verbose', false);
model = trainNetwork(train_X, train_Y, layers, options);
end
%```matlab
% 训练模型
function model = train_model(model, train_X, train_Y, num_epochs, batch_size)
options = trainingOptions(‘adam’, …
‘MaxEpochs’, num_epochs, …
‘MiniBatchSize’, batch_size, …
‘Verbose’, false);
model = trainNetwork(train_X, train_Y, model.Layers, options);
end
% 测试模型
function predictions = test_model(model, test_X)
predictions = predict(model, test_X);
end