Error using tunelssvm>helpkernel (line 457)
kernel not supported
Error in tunelssvm (line 93)
[Y,omega] = helpkernel(model.xtrain,model.ytrain,model.kernel_type,[],0);
N = 80;n = 60; m = 10; nb = 60; % N 为数据总数、n 为训练样本数、m 为嵌入维数、% nb 为预测步数
xt = [3.042
2.903
2.885
2.897
2.952
2.918
3.065
2.913
2.885
2.999
3.023
3.020
3.086
3.137
3.136
3.277
3.228
3.190
3.312
3.310
3.442
3.534
3.483
3.586
3.686
3.837
3.779
3.740
3.859
4.010
4.035
3.916
4.243
4.270
4.351
4.514
4.554
4.507
4.733
4.710
4.751
4.838
4.798
4.957
4.916
5.073
5.214
4.992
5.178
5.219
5.257
5.107
5.247
5.354
5.427
5.438
5.398
5.312
5.409
5.413
5.540
5.543
5.495
5.566
5.578
5.621
5.691
5.595
5.610
5.693
5.635
5.721
5.670
5.751
5.644
5.699
5.703
5.637
5.718
5.631];
X_train = xt( 1: n) ; X_test = xt( n + 1: N) ; % 训练样本与测试样本
% 生成训练样本输入矩阵 Xv _train 和输出向量 Yv_train
for i = 1: n-m Xt( 1: m,i) = X_train ( i: m - 1 +i) ; end
Xv_train = Xt'; Yv_train = X_train( m + 1: n) ;% 生成测试样本输入向量 Xv_test 和输出向量 Yv_test
Xv1_test = xt( 1: n-nb) ; Yv1_test = xt ( n-nb + 1:n) ;
type = 'function estimation';
[gam,sig2]= tunelssvm( { Xv_train,Yv_train,type,[], [],' RBF _ kernel'} ,' simplex','leaveoneoutlssvm',{ 'mse'} ) ;
[alpha,b] = trainlssvm ( { Xv_train,Yv_train,type,gam,sig2,'RBF_kernel','original'} ) ;
ys = simlssvm ({ Xv_train,Yv_train,type,gam,sig2,'RBF_kernel'},{ alpha,b},Xv_train) ;
yp1 = predict ({ Xv_train,Yv_train,type,gam,sig2,'RBF_kernel','original'} ,Xv1_test,nb) ;
yt = X_train( 1: 50) ;
plot ( 1: length (X_train),X_train,' r - * ',1:length(ys),ys,'b: o') ;
title( { ' 最小二乘支持向量机预测',[' RBF',' \gamma = ',num2str ( gam),' \ sigma ^2 = ', num2str( sig2) ]} ) ; xlabel( 't/天');ylabel( '峭度因子 K') ;
hleg1 = legend( '实际值','LS-SVM 预测值',2) ;
% 均方差评价指标 MSE
D = ( yt-ys) .^2;
MSE = sqrt( sum( D( 1: length( D) ) ) ) /length( D) ;
% 平均相对误差指标 RME
D1 = abs ( ( yt-ys) / yt) ; RME = sum ( D1 ( ( 1:length( D1) ) ) ) / length( D1) ;
fprintf( 1,'MSE: % f \ n ',MSE ) ; fprintf ( 1,'RME: % f \ n ',RME) ;
一个想进行lssvm回归预测的程序,楼主matlab纯小白,看了一点点资料,感觉数据处理和参数设置(不知道怎么设置,应该设置多少)都有问题,但是不知道怎么调整,有大佬帮忙修改一下吗,谢谢了。用的64位2013a。附件有上传lssvm工具箱。
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