Matlab源码与数据集:GJO-TCN-BiGRU-Attention金豹算法优化多变量时间序列预测模型输入多特征输出单变量,融合注意力机制与TCN-BiGRU网络优化参数,评估R2等指标的
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Matlab源码与数据集:GJO-TCN-BiGRU-Attention金豹算法优化多变量时间序列预测模型输入多特征输出单变量,融合注意力机制与TCN-BiGRU网络优化参数,评估R2等指标的完整Matlab实现,Matlab完整源码和数据1.基于GJO-TCN-BiGRU-Attention金豹算法优化时间卷积双向门控循环单元融合注意力机制多变量时间序列预测,要求Matlab2023版以上;2.输入多个特征,输出单个变量,考虑历史特征的影响,多变量时间序列预测;3.data为数据集,main.m为主运行即可,所有文件放在一个文件夹;4.命令窗口输出R2、MSE、MAE、MAPE和RMSE多指标评价;5.优化学习率,神经元个数,注意力机制的键值, 正则化参数。,GJO-TCN-BiGRU-Attention; 多变量时间序列预测; 优化算法; 历史特征影响; R2、MSE、MAE、MAPE、RMSE评价指标; 优化学习率; 神经元个数; 注意力机制键值; 正则化参数。,基于Matlab完整源码和数据的多变量时间序列预测模型(含GJO-TCN-BiGRU-Attent <link href="/image.php?url=https://csdnimg.cn/release/download_crawler_static/css/base.min.css" rel="stylesheet"/><link href="/image.php?url=https://csdnimg.cn/release/download_crawler_static/css/fancy.min.css" rel="stylesheet"/><link href="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90341506/2/raw.css" rel="stylesheet"/><div id="sidebar" style="display: none"><div id="outline"></div></div><div class="pf w0 h0" data-page-no="1" id="pf1"><div class="pc pc1 w0 h0"><img alt="" class="bi x0 y0 w1 h1" src="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90341506/bg1.jpg"/><div class="t m0 x1 h2 y1 ff1 fs0 fc0 sc0 ls0 ws0">基于<span class="_ _0"> </span><span class="ff2">GJO-TCN-BiGRU-Attention<span class="_ _1"> </span></span>算法的多变量时间序列预测<span class="_ _0"> </span><span class="ff2">Matlab<span class="_ _1"> </span></span>完整源码</div><div class="t m0 x1 h2 y2 ff1 fs0 fc0 sc0 ls0 ws0">一<span class="ff3">、</span>引言</div><div class="t m0 x1 h2 y3 ff1 fs0 fc0 sc0 ls0 ws0">多变量时间序列预测在金融<span class="ff3">、</span>气象<span class="ff3">、</span>能源等多个领域具有广泛应用<span class="ff3">。</span>本文将介绍一种基于<span class="_ _0"> </span><span class="ff2">GJO-TCN-</span></div><div class="t m0 x1 h2 y4 ff2 fs0 fc0 sc0 ls0 ws0">BiGRU-Attention<span class="_ _1"> </span><span class="ff1">算法的<span class="_ _0"> </span></span>Matlab<span class="_ _1"> </span><span class="ff1">完整源码<span class="ff4">,</span>该算法融合了时间卷积网络<span class="ff4">(</span></span>TCN<span class="ff4">)<span class="ff3">、<span class="ff1">双向门控循环</span></span></span></div><div class="t m0 x1 h2 y5 ff1 fs0 fc0 sc0 ls0 ws0">单元<span class="ff4">(<span class="ff2">BiGRU</span>)</span>和注意力机制<span class="ff4">,</span>并采用金豹算法进行优化<span class="ff4">,</span>以实现多变量时间序列的准确预测<span class="ff3">。</span></div><div class="t m0 x1 h2 y6 ff1 fs0 fc0 sc0 ls0 ws0">二<span class="ff3">、</span>算法概述</div><div class="t m0 x1 h2 y7 ff2 fs0 fc0 sc0 ls0 ws0">1.<span class="_ _2"> </span>GJO-TCN-BiGRU-Attention<span class="_ _1"> </span><span class="ff1">算法<span class="ff4">:</span>该算法结合了时间卷积网络<span class="ff4">(</span></span>TCN<span class="ff4">)<span class="ff1">和双向门控循环单元</span></span></div><div class="t m0 x2 h2 y8 ff4 fs0 fc0 sc0 ls0 ws0">(<span class="ff2">BiGRU</span>)<span class="ff1">的优势</span>,<span class="ff1">通过引入注意力机制</span>,<span class="ff1">使得模型能够更好地捕捉时间序列中的长期依赖关系</span></div><div class="t m0 x2 h2 y9 ff1 fs0 fc0 sc0 ls0 ws0">和关键信息<span class="ff3">。</span></div><div class="t m0 x1 h2 ya ff2 fs0 fc0 sc0 ls0 ws0">2.<span class="_ _2"> </span><span class="ff1">金豹算法<span class="ff4">:</span>金豹算法是一种优化算法<span class="ff4">,</span>用于优化神经元个数<span class="ff3">、</span>学习率<span class="ff3">、</span>注意力机制的键值和正则</span></div><div class="t m0 x2 h2 yb ff1 fs0 fc0 sc0 ls0 ws0">化参数等超参数<span class="ff4">,</span>以提高模型的预测性能<span class="ff3">。</span></div><div class="t m0 x1 h2 yc ff1 fs0 fc0 sc0 ls0 ws0">三<span class="ff3">、<span class="ff2">Matlab<span class="_ _1"> </span></span></span>代码实现</div><div class="t m0 x1 h2 yd ff1 fs0 fc0 sc0 ls0 ws0">下面是一个基于<span class="_ _0"> </span><span class="ff2">GJO-TCN-BiGRU-Attention<span class="_ _1"> </span></span>算法的多变量时间序列预测的<span class="_ _0"> </span><span class="ff2">Matlab<span class="_ _1"> </span></span>完整源码示例</div><div class="t m0 x1 h2 ye ff3 fs0 fc0 sc0 ls0 ws0">。<span class="ff1">所有文件应放在一个文件夹中<span class="ff4">,</span>包括主运行文件<span class="_ _0"> </span><span class="ff2">main.m<span class="_ _1"> </span></span>和数据集文件<span class="_ _0"> </span><span class="ff2">data</span></span>。</div><div class="t m0 x1 h2 yf ff2 fs0 fc0 sc0 ls0 ws0">1.<span class="_ _2"> </span><span class="ff1">数据准备<span class="ff4">(</span></span>data.mat<span class="_ _1"> </span><span class="ff1">文件<span class="ff4">):</span></span></div><div class="t m0 x1 h2 y10 ff1 fs0 fc0 sc0 ls0 ws0">数据集应包含多个特征和单个输出变量<span class="ff3">。</span>每个特征和输出变量都应具有相应的时间戳<span class="ff3">。</span>将数据集保存</div><div class="t m0 x1 h2 y11 ff1 fs0 fc0 sc0 ls0 ws0">为<span class="ff2">.mat<span class="_ _1"> </span></span>文件<span class="ff4">,</span>以便在<span class="_ _0"> </span><span class="ff2">Matlab<span class="_ _1"> </span></span>中加载<span class="ff3">。</span></div><div class="t m0 x1 h2 y12 ff2 fs0 fc0 sc0 ls0 ws0">2.<span class="_ _2"> </span><span class="ff1">主运行文件<span class="ff4">(</span></span>main.m<span class="ff4">):</span></div><div class="t m0 x1 h3 y13 ff2 fs0 fc0 sc0 ls0 ws0">```matlab</div><div class="t m0 x1 h2 y14 ff2 fs0 fc0 sc0 ls0 ws0">% <span class="ff1">加载数据集</span></div><div class="t m0 x1 h3 y15 ff2 fs0 fc0 sc0 ls0 ws0">load('data.mat');</div><div class="t m0 x1 h2 y16 ff2 fs0 fc0 sc0 ls0 ws0">% <span class="ff1">数据预处理<span class="ff4">(</span>根据实际情况进行预处理操作<span class="ff4">)</span></span></div><div class="t m0 x1 h3 y17 ff2 fs0 fc0 sc0 ls0 ws0">% ...</div><div class="t m0 x1 h2 y18 ff2 fs0 fc0 sc0 ls0 ws0">% <span class="ff1">定义模型参数</span></div><div class="t m0 x1 h2 y19 ff2 fs0 fc0 sc0 ls0 ws0">neuronCount = ...; % <span class="ff1">神经元个数<span class="ff4">,</span>根据实际情况进行调整</span></div><div class="t m0 x1 h2 y1a ff2 fs0 fc0 sc0 ls0 ws0">learningRate = ...; % <span class="ff1">学习率<span class="ff4">,</span>采用金豹算法进行优化</span></div><div class="t m0 x1 h2 y1b ff2 fs0 fc0 sc0 ls0 ws0">attentionKeyValues = ...; % <span class="ff1">注意力机制的键值<span class="ff4">,</span>采用金豹算法进行优化</span></div><div class="t m0 x1 h2 y1c ff2 fs0 fc0 sc0 ls0 ws0">regularizationParameter = ...; % <span class="ff1">正则化参数<span class="ff4">,</span>采用金豹算法进行优化</span></div></div><div class="pi" data-data='{"ctm":[1.568627,0.000000,0.000000,1.568627,0.000000,0.000000]}'></div></div>