多维时序 | Matlab实现RF-Adaboost随机森林结合Adaboost多变量时间序列预测
目录
预测效果
基本介绍
程序设计
- 完整源码和数据获取方式资源处下载Matlab实现RF-Adaboost随机森林结合Adaboost多变量时间序列预测。
% 训练集和测试集划分
outdim = 1; % 最后一列为输出
num_size = 0.7; % 训练集占数据集比例
num_train_s = round(num_size * num_samples); % 训练集样本个数
f_ = size(res, 2) - outdim; % 输入特征维度
P_train = res(1: num_train_s, 1: f_)';
T_train = res(1: num_train_s, f_ + 1: end)';
M = size(P_train, 2);
P_test = res(num_train_s + 1: end, 1: f_)';
T_test = res(num_train_s + 1: end, f_ + 1: end)';
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);
function Y_hat = regRF_predict(p_train, model)
% requires 2 arguments
% p_train: data matrix
% model: generated via regRF_train function
if nargin ~= 2
error('need atleast 2 parameters, X matrix and model');
end
Y_hat = mexRF_predict(p_train', model.lDau, model.rDau, model.nodestatus, model.nrnodes, ...
model.upper, model.avnode, model.mbest, model.ndtree, model.ntree);
if ~isempty(find(model.coef, 1)) % for bias corr
Y_hat = model.coef(1) + model.coef(2) * Y_hat;
end
clear mexRF_predict