SCI一区级 | SAO-CNN-LSTM-Mutilhead-Attention雪消融算法优化卷积长短期记忆神经网络融合多头注意力机制多变量时间序列预测Matlab实现

% 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

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