Chapter4 Jordan 神经网络

    这个elman神经网络很像，

require(RSNNS)
data("nottem",package = "datasets")
require(quantmod)
nottem

      Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec
1920 40.6 40.8 44.4 46.7 54.1 58.5 57.7 56.4 54.3 50.5 42.9 39.8
1921 44.2 39.8 45.1 47.0 54.1 58.7 66.3 59.9 57.0 54.2 39.7 42.8
1922 37.5 38.7 39.5 42.1 55.7 57.8 56.8 54.3 54.3 47.1 41.8 41.7
1923 41.8 40.1 42.9 45.8 49.2 52.7 64.2 59.6 54.4 49.2 36.3 37.6
1924 39.3 37.5 38.3 45.5 53.2 57.7 60.8 58.2 56.4 49.8 44.4 43.6
1925 40.0 40.5 40.8 45.1 53.8 59.4 63.5 61.0 53.0 50.0 38.1 36.3
1926 39.2 43.4 43.4 48.9 50.6 56.8 62.5 62.0 57.5 46.7 41.6 39.8
1927 39.4 38.5 45.3 47.1 51.7 55.0 60.4 60.5 54.7 50.3 42.3 35.2
1928 40.8 41.1 42.8 47.3 50.9 56.4 62.2 60.5 55.4 50.2 43.0 37.3
1929 34.8 31.3 41.0 43.9 53.1 56.9 62.5 60.3 59.8 49.2 42.9 41.9
1930 41.6 37.1 41.2 46.9 51.2 60.4 60.1 61.6 57.0 50.9 43.0 38.8
1931 37.1 38.4 38.4 46.5 53.5 58.4 60.6 58.2 53.8 46.6 45.5 40.6
1932 42.4 38.4 40.3 44.6 50.9 57.0 62.1 63.5 56.3 47.3 43.6 41.8
1933 36.2 39.3 44.5 48.7 54.2 60.8 65.5 64.9 60.1 50.2 42.1 35.8
1934 39.4 38.2 40.4 46.9 53.4 59.6 66.5 60.4 59.2 51.2 42.8 45.8
1935 40.0 42.6 43.5 47.1 50.0 60.5 64.6 64.0 56.8 48.6 44.2 36.4
1936 37.3 35.0 44.0 43.9 52.7 58.6 60.0 61.1 58.1 49.6 41.6 41.3
1937 40.8 41.0 38.4 47.4 54.1 58.6 61.4 61.8 56.3 50.9 41.4 37.1
1938 42.1 41.2 47.3 46.6 52.4 59.0 59.6 60.4 57.0 50.7 47.8 39.2
1939 39.4 40.9 42.4 47.8 52.4 58.0 60.7 61.8 58.2 46.7 46.6 37.8

> class(nottem)
[1] "ts"

> plot(nottem)

y<-as.zoo(y)#把y变成zoo class
x1<-Lag(y,k=1)
x2<-Lag(y,k=2)
x3<-Lag(y,k=3)
x4<-Lag(y,k=4)
x5<-Lag(y,k=5)
x6<-Lag(y,k=6)
x7<-Lag(y,k=7)
x8<-Lag(y,k=8)
x9<-Lag(y,k=9)
x10<-Lag(y,k=10)
x11<-Lag(y,k=11)
x12<-Lag(y,k=12)
temp<-cbind(x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12)
temp<-cbind(y,temp)
temp<-temp[-(1:12),]
plot(temp)

> n=nrow(temp)
> n
[1] 228
> set.seed(465)
> n_train<-190
> train<-sample(1:n,n_train,FALSE)

inputs<-temp[,2:13]
outputs<-temp[,1]
#两个隐藏层，1000步长，学习参数0.01
fit<-jordan(inputs[train],outputs[train],size=2,learnFuncParams = c(0.01),maxit=1000)
plotIterativeError(fit)

> pred<-predict(fit,inputs[-train])
> cor(outputs[-train],pred)^2
          [,1]
[1,] 0.9050079