基于长短期神经网络lstm的上证指数预测，基于LSTM的上证指数预测

%% LSTM network %% import data clc clear close all %读取double格式数据 [num1,ax,ay] = xlsread('stock_data.xlsx',1); num1(280,:) = []; xpan = 5; n1 = length(num1); num = []; for ii = 1:n1-xpan num = [num;reshape(num1(ii:ii+xpan-1,1:4),1,4*xpan) num1(ii+xpan,:)]; end n = randperm(length(num)); input_train =num(n(1:end-7),1:24);%训练数据输出数据 output_train = num(n(1:end-7),25);%训练数据输入数据 input_test = num((end-6:end),1:24);%测试数据输出数据 output_test = num((end-6:end),25);%测试数据输入数据 [inputn,inputps]=mapminmax(input_train',-1,1);%训练数据的输入数据的归一化 [outputn,outputps]=mapminmax(output_train',-1,1);%训练数据的输出数据的归一化de inputn_test=mapminmax('apply',input_test',inputps); %% Define Network Architecture % Define the network architecture. numFeatures = 4*(xpan+1);%输入层维度 numResponses = 1;%输出维度 % 200 hidden units numHiddenUnits = 10;%第一层维度 % a fully connected layer of size 50 & a dropout layer with dropout probability 0.5 layers = [ ... sequenceInputLayer(numFeatures)%输入层 lstmLayer(numHiddenUnits,'OutputMode','sequence')%第一层 fullyConnectedLayer(30)%链接层 dropoutLayer(0.2)%遗忘层 fullyConnectedLayer(numResponses)%链接层 regressionLayer];%回归层 % Specify the training options. % Train for 60 epochs with mini-batches of size 20 using the solver 'adam' maxEpochs = 60;%最大迭代次数 miniBatchSize =2;%最小批量 % the learning rate == 0.01 % set the gradient threshold to 1 % set 'Shuffle' to 'never' options = trainingOptions('adam', ... %解算器 'MaxEpochs',maxEpochs, ... %最大迭代次数 'MiniBatchSize',miniBatchSize, ... %最小批次 'InitialLearnRate',0.1, ... %初始学习率 'GradientThreshold',0.5, ... %梯度阈值 'Shuffle','every-epoch', ... %打乱顺序 'Plots','training-progress',... %画图 'Verbose',0); %不输出训练过程 %% Train the Network net = trainNetwork(inputn,outputn,layers,options);%开始训练 %% Test the Network y_pred = predict(net,inputn_test,'MiniBatchSize',miniBatchSize)';%测试仿真输出 y_pred=(mapminmax('reverse',y_pred',outputps))'; % y_pred0 = predict(net,inputn,'MiniBatchSize',1)';%训练拟合值 % y_pred0=(mapminmax('reverse',y_pred0',outputps))'; y_pred=(double(y_pred)); figure%打开一个图像窗口 plot(y_pred(:,1),'k-')%黑色实线，点的形状为* hold on%继续画图 plot(output_test(:,1),'r--')%红色实线，点的形状为o hold off%停止画图 title('测试图')%标题 ylabel('收盘价')%Y轴名称 legend('测试值','实际值')%标签 ylim([3300 3600]) error1 = y_pred-output_test;%误差 figure plot(error1(:,1),'k-') title('收盘价测试误差图') ylabel('误差') ylim([-300 300]) [MSE,RMSE,MBE,MAE ] =MSE_RMSE_MBE_MAE(output_test,y_pred); result_table = table; result_table.sim = y_pred; result_table.true = output_test; writetable(result_table,'./结果.csv')