【LSTM回归预测】基于长短期记忆网络的数据回归预测附matlab完整代码

%%  清空环境变量warning off             % 关闭报警信息close all               % 关闭开启的图窗clear                   % 清空变量clc                     % 清空命令行%%  导入数据res = xlsread('数据集.xlsx');%%  划分训练集和测试集temp = randperm(103);P_train = res(temp(1: 80), 1: 7)';T_train = res(temp(1: 80), 8)';M = size(P_train, 2);P_test = res(temp(81: end), 1: 7)';T_test = res(temp(81: end), 8)';N = size(P_test, 2);%%  数据归一化[P_train, ps_input] = mapminmax(P_train, 0, 1);P_test = mapminmax('apply', P_test, ps_input);[t_train, ps_output] = mapminmax(T_train, 0, 1);t_test = mapminmax('apply', T_test, ps_output);%%  数据平铺P_train =  double(reshape(P_train, 7, 1, 1, M));P_test  =  double(reshape(P_test , 7, 1, 1, N));t_train = t_train';t_test  = t_test' ;%%  数据格式转换for i = 1 : M    p_train{i, 1} = P_train(:, :, 1, i);endfor i = 1 : N    p_test{i, 1}  = P_test( :, :, 1, i);end%%  创建模型layers = [    sequenceInputLayer(7)               % 建立输入层        lstmLayer(4, 'OutputMode', 'last')  % LSTM层    reluLayer                           % Relu激活层        fullyConnectedLayer(1)              % 全连接层    regressionLayer];                   % 回归层 %%  参数设置options = trainingOptions('adam', ...      % Adam 梯度下降算法    'MaxEpochs', 1500, ...                 % 最大迭代次数    'InitialLearnRate', 0.01, ...          % 初始学习率为 0.01    'LearnRateSchedule', 'piecewise', ...  % 学习率下降    'LearnRateDropFactor', 0.1, ...        % 学习率下降因子    'LearnRateDropPeriod', 1200, ...       % 经过 1200 次训练后 学习率为 0.01 * 0.1    'Shuffle', 'every-epoch', ...          % 每次训练打乱数据集    'Plots', 'training-progress', ...      % 画出曲线    'Verbose', false);%%  训练模型net = trainNetwork(p_train, t_train, layers, options);%%  仿真预测t_sim1 = predict(net, p_train);t_sim2 = predict(net, p_test );%%  数据反归一化T_sim1 = mapminmax('reverse', t_sim1, ps_output);T_sim2 = mapminmax('reverse', t_sim2, ps_output);%%  均方根误差error1 = sqrt(sum((T_sim1' - T_train).^2) ./ M);error2 = sqrt(sum((T_sim2' - T_test ).^2) ./ N);%%  查看网络结构analyzeNetwork(net)%%  绘图figureplot(1: M, T_train, 'r-*', 1: M, T_sim1, 'b-o', 'LineWidth', 1)legend('真实值', '预测值')xlabel('预测样本')ylabel('预测结果')string = {'训练集预测结果对比'; ['RMSE=' num2str(error1)]};title(string)xlim([1, M])gridfigureplot(1: N, T_test, 'r-*', 1: N, T_sim2, 'b-o', 'LineWidth', 1)legend('真实值', '预测值')xlabel('预测样本')ylabel('预测结果')string = {'测试集预测结果对比'; ['RMSE=' num2str(error2)]};title(string)xlim([1, N])grid%%  相关指标计算% R2R1 = 1 - norm(T_train - T_sim1')^2 / norm(T_train - mean(T_train))^2;R2 = 1 - norm(T_test  - T_sim2')^2 / norm(T_test  - mean(T_test ))^2;disp(['训练集数据的R2为：', num2str(R1)])disp(['测试集数据的R2为：', num2str(R2)])% MAEmae1 = sum(abs(T_sim1' - T_train)) ./ M ;mae2 = sum(abs(T_sim2' - T_test )) ./ N ;disp(['训练集数据的MAE为：', num2str(mae1)])disp(['测试集数据的MAE为：', num2str(mae2)])% MBEmbe1 = sum(T_sim1' - T_train) ./ M ;mbe2 = sum(T_sim2' - T_test ) ./ N ;disp(['训练集数据的MBE为：', num2str(mbe1)])disp(['测试集数据的MBE为：', num2str(mbe2)])%%  绘制散点图sz = 25;c = 'b';figurescatter(T_train, T_sim1, sz, c)hold onplot(xlim, ylim, '--k')xlabel('训练集真实值');ylabel('训练集预测值');xlim([min(T_train) max(T_train)])ylim([min(T_sim1) max(T_sim1)])title('训练集预测值 vs. 训练集真实值')figurescatter(T_test, T_sim2, sz, c)hold onplot(xlim, ylim, '--k')xlabel('测试集真实值');ylabel('测试集预测值');xlim([min(T_test) max(T_test)])ylim([min(T_sim2) max(T_sim2)])title('测试集预测值 vs. 测试集真实值')