回归预测 | MATLAB实现GMDH自组织网络模型多输入单输出

回归预测 | MATLAB实现GMDH自组织网络模型多输入单输出

目录

• • 回归预测 | MATLAB实现GMDH自组织网络模型多输入单输出

效果一览

基本介绍

模型构建

程序设计

• 完整程序和数据下载：GMDH自组织网络模型多输入单输出完整程序和数据
• 运行主程序MainGMDH.m即可。

%% GMDH parametes
PSD=[6 4 2];% Number max allowed neron in each layer
validateCof=.20;
%% Modeling
nSamples=length(x(:,1));
nValition=ceil(validateCof*nSamples);
nTrain=nSamples-nValition;
Perm = randperm(nSamples);
trainIndex = Perm(1:nTrain);
validationIndex=Perm(nTrain+1:end);
trainedGMDH=GMDH(PSD,x(trainIndex,:),t(trainIndex,:));
outputs=ApplyGMDH(trainedGMDH,x(validationIndex,:));
orginalVector=t(validationIndex,:);
%% Resultes 

figure;
PlotResults(t(validationIndex,:), outputs, 'Validation');

figure;
PlotResults(t(trainedGMDH.suffleList_train,:), trainedGMDH.Layers{end}.value, 'Train Data');

function PlotResults(Targets, Outputs, Title)
    Errors = Targets - Outputs;
    MSE = mean(Errors.^2);
    RMSE = sqrt(MSE);
    ErrorMean = mean(Errors);
    ErrorStd = std(Errors);
    
    subplot(2,2,[1 2]);
    plot(Targets);
    hold on;
    plot(Outputs);
    legend('Targets','Outputs');
    ylabel('Targets and Outputs');
    grid on;
    title(Title);
    
    subplot(2,2,3);
    plot(Errors);
    title(['MSE = ' num2str(MSE) ', RMSE = ' num2str(RMSE)]);
    ylabel('Errors');
    grid on;
    
    subplot(2,2,4);
    histfit(Errors, 50);
    title(['Error Mean = ' num2str(ErrorMean) ', Error StD = ' num2str(ErrorStd)]);

end
unction output1=ApplyGMDH(inputGMDH,X)
    
    %for each layer calculate output value
    output=X;
    for i=1:numel(inputGMDH.Layers)
      output=CalculateLayerOutput(inputGMDH.Layers{i},output);
    end
    output1=output;
end

function y=CalculateLayerOutput(L,X)
    m = size(X,1);
    N = numel(L);
    y = zeros(m,N);
    for i=1:numel(L)
        A=VolterraSeries(X(:,L(i).path(1)),X(:,L(i).path(2)));
        y(:,i) = A*L(i).Coff;
    end
end
function Y = VolterraSeries(x1,x2)
    y1=ones(1,numel(x1));
    y2=x1(:,1)';
    y3=x2(:,1)';
    y4= x1(:,1).^2';
    y5=x2(:,1).^2';
    y6=(x1(:,1).*x2(:,1))';
    Y =[y1;y2;y3;y4;y5;y6]';
end

学习总结

参考资料