% 股价预测 - RF-Adaboost集成学习
% 加载股价数据
load(‘stock_data.mat’); % 假设数据已经存储在stock_data.mat文件中
prices = stock_data.prices; % 假设股价数据存储在名为prices的变量中
% 数据预处理
normalized_prices = (prices - mean(prices)) / std(prices); % 数据归一化
% 划分训练集和测试集
train_ratio = 0.8; % 训练集比例
train_size = floor(train_ratio * length(normalized_prices));
train_data = normalized_prices(1:train_size);
test_data = normalized_prices(train_size+1:end);
% 参数设置
sequence_length = 10; % 序列长度
num_epochs = 50; % 迭代次数
num_classifiers = 10; % 分类器数量
% 随机森林训练
X_train = []; % 随机森林训练集
y_train = []; % 随机森林目标值
% 构建随机森林训练集和目标值
for i = 1:length(train_data)-sequence_length
X_train = [X_train; train_data(i:i+sequence_length-1)];
y_train = [y_train; sign(train_data(i+sequence_length) - train_data(i+sequence_length-1))];
end
% 随机森林模型训练
rf_model = TreeBagger(num_classifiers, X_train, y_train);
% 随机森林预测
X_test = []; % 随机森林测试集
% 构建随机森林测试集
for i = 1:length(test_data)-sequence_length
X_test = [X_test; test_data(i:i+sequence_length-1)];
end
rf_predictions = predict(rf_model, X_test);
rf_predictions = cellfun(@str2double, rf_predictions);
% Adaboost集成学习
T = num_classifiers; % 迭代次数
alpha = zeros(T, 1); % 权重
models = cell(T, 1); % 随机森林模型集合
predictions = zeros(length(rf_predictions), T); % 每个模型的预测结果
% 初始化权重
w = ones(length(rf_predictions), 1) / length(rf_predictions);
for t = 1:T
% 使用当前权重训练随机森林模型
model = TreeBagger(1, X_train, y_train, ‘Weights’, w);
models{t} = model;
% 在测试集上进行预测
predictions(:, t) = predict(model, X_test);
predictions(:, t) = cellfun(@str2double, predictions(:, t));
% 计算误差
errors = double(predictions(:, t) ~= rf_predictions);
% 计算加权误差
weighted_error = sum(w .* errors);
% 计算模型权重
alpha(t) = 0.5 * log((1 - weighted_error) / weighted_error);
% 更新权重
w = w .* exp(-alpha(t) * errors);
w = w / sum(w);
end
% 集成模型预测
ensemble_predictions = sign(sum(repmat(alpha, 1, size(predictions, 1)) .* predictions’, 1));
% 绘制预测结果
time = 1:length(test_data);
figure;
plot(time, test_data, ‘b-’, ‘LineWidth’, 1.5);
hold on;
plot(time, ensemble_predictions, ‘r–’, ‘LineWidth’, 1.5);
xlabel(‘时间’);
ylabel(‘股价’);
title(‘股价预测’);
legend(‘实际股价’, ‘预测股价’);
grid on;