基于混合 CNN - RNN 时间序列预测研究（Matlab代码实现）

👨‍🎓个人主页：研学社的博客 

💥💥💞💞欢迎来到本博客❤️❤️💥💥

🏆博主优势：🌞🌞🌞博客内容尽量做到思维缜密，逻辑清晰，为了方便读者。

⛳️座右铭：行百里者，半于九十。

📋📋📋本文目录如下：🎁🎁🎁

目录

💥1 概述

📚2 运行结果

🎉3 参考文献

🌈4 Matlab代码实现

---

💥1 概述

这个例子旨在提出将卷积神经网络（CNN）与递归神经网络（RNN）相结合的概念，以根据前几个月预测水痘病例的数量。

CNN是特征提取的绝佳网络，而RNN已经证明了其预测序列到序列序列值的能力。在每个时间步，CNN提取序列的主要特征，而RNN学习预测下一个时间步的下一个值。

📚2 运行结果

 部分代码：

tempLayers = [
    sequenceInputLayer([inputSize 1 1],"Name","sequence")
    sequenceFoldingLayer("Name","seqfold")];

lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([3 3],32,"Name","block1_conv1","BiasLearnRateFactor",0,"Padding","same","Stride",[2 1])
    batchNormalizationLayer("Name","block1_conv1_bn","Epsilon",0.001)
    reluLayer("Name","block1_conv1_act")
    convolution2dLayer([3 3],64,"Name","block1_conv2","BiasLearnRateFactor",0,"Padding","same")
    batchNormalizationLayer("Name","block1_conv2_bn","Epsilon",0.001)
    reluLayer("Name","block1_conv2_act")];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    groupedConvolution2dLayer([3 3],1,64,"Name","block2_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],128,"Name","block2_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block2_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block2_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,128,"Name","block2_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],128,"Name","block2_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block2_sepconv2_bn","Epsilon",0.001)
    maxPooling2dLayer([3 3],"Name","block2_pool","Padding","same","Stride",[2 2])];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([1 1],128,"Name","conv2d_1","BiasLearnRateFactor",0,"Padding","same","Stride",[2 2])
    batchNormalizationLayer("Name","batch_normalization_1","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_1");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block3_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,128,"Name","block3_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],256,"Name","block3_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block3_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block3_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,256,"Name","block3_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],256,"Name","block3_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block3_sepconv2_bn","Epsilon",0.001)
    maxPooling2dLayer([3 3],"Name","block3_pool","Padding","same","Stride",[2 2])];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([1 1],256,"Name","conv2d_2","BiasLearnRateFactor",0,"Padding","same","Stride",[2 2])
    batchNormalizationLayer("Name","batch_normalization_2","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_2");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    convolution2dLayer([1 1],728,"Name","conv2d_3","BiasLearnRateFactor",0,"Padding","same","Stride",[2 2])
    batchNormalizationLayer("Name","batch_normalization_3","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block4_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,256,"Name","block4_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block4_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block4_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block4_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block4_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block4_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block4_sepconv2_bn","Epsilon",0.001)
    maxPooling2dLayer([3 3],"Name","block4_pool","Padding","same","Stride",[2 2])];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_3");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block5_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block5_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block5_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block5_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block5_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block5_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block5_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block5_sepconv2_bn","Epsilon",0.001)
    reluLayer("Name","block5_sepconv3_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block5_sepconv3_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block5_sepconv3_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block5_sepconv3_bn","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_4");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block6_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block6_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block6_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block6_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block6_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block6_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block6_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block6_sepconv2_bn","Epsilon",0.001)
    reluLayer("Name","block6_sepconv3_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block6_sepconv3_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block6_sepconv3_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block6_sepconv3_bn","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_5");
lgraph = addLayers(lgraph,tempLayers);
tempLayers = [
    reluLayer("Name","block7_sepconv1_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block7_sepconv1_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block7_sepconv1_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block7_sepconv1_bn","Epsilon",0.001)
    reluLayer("Name","block7_sepconv2_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block7_sepconv2_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block7_sepconv2_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block7_sepconv2_bn","Epsilon",0.001)
    reluLayer("Name","block7_sepconv3_act")
    groupedConvolution2dLayer([3 3],1,728,"Name","block7_sepconv3_channel-wise","BiasLearnRateFactor",0,"Padding","same")
    convolution2dLayer([1 1],728,"Name","block7_sepconv3_point-wise","BiasLearnRateFactor",0)
    batchNormalizationLayer("Name","block7_sepconv3_bn","Epsilon",0.001)];
lgraph = addLayers(lgraph,tempLayers);
tempLayers = additionLayer(2,"Name","add_6");
lgraph = addLayers(lgraph,tempLayers);

🎉3 参考文献

部分理论来源于网络，如有侵权请联系删除。

[1]H Sanchez (2023). Time Series Forecasting Using Hybrid CNN - RNN 

🌈4 Matlab代码实现