【时间序列预测】最小均方（LMS）算法时间序列预测【含Matlab源码 1335期】

⛄一、最小均方（LMS）算法简介

理论知识参考：最小均方算法（LMS）

⛄二、部分源代码

%% Mackey Glass Time Series Prediction Using Least Mean Square (LMS)
% Author: 紫极神光
clc
clear all
close all

%% Loading Time series data
% I generated a series y(t) for t = 0,1, . . . ,3000, using
% mackey glass series equation with the following configurations:
% b = 0.1, a = 0.2, Tau = 20, and the initial conditions y(t - Tau) = 0.
load Dataset\Data.mat
time_steps=2;
teacher_forcing=1; % recurrent ARMA modelling with forced desired input after defined time steps
%% Training and Testing datasets
% For training
Tr=Data(100:2500,1); % Selecting a