SVM_regression-.rar_SVM matlab预测_svm 回归_svm回归_svm的regression

%sh_SVM_regression script by faruto 2009.8.18 %Email:farutoliyang@gmail.com QQ:516667408 blog:http://sina.com.cn/faruto %www.ilovematlab.cn load sh.mat ts = TS'; [n,m] = size(ts); hold on; plot(ts); time = 1:n; time = time'; [tsy,ps] = mapminmax(ts'); ps.ymin = 1000; ps.ymax = 2000; [tsy,ps] = mapminmax(ts',ps); ts_again = mapminmax('reverse',tsy,ps); tsy = tsy'; ts_again = ts_again'; plot(tsy,'b'); plot(ts_again,'r'); mse = 10^7; for log2c = -10:10, for log2g = -10:10, cmd = ['-v 3 -c ', num2str(2^log2c), ' -g ', num2str(2^log2g) , ' -s 3 -p 0.4 -n 0.1']; cv = svmtrain(tsy,time,cmd); if (cv < mse), mse = cv; bestc = 2^log2c; bestg = 2^log2g; end end end fprintf('(best c=%g, g=%g, mse=%g)\n',bestc, bestg, mse); cmd = ['-c ', num2str(bestc), ' -g ', num2str(bestg) , ' -s 3 -p 0.4 -n 0.1']; model = svmtrain(tsy, time, cmd); % model = svmtrain(tsy,time,'-c 1000 -g 0.02 -s 3 -p 0.4 -n 0.1'); [predict,accuracy] = svmpredict(tsy,time,model); predict = mapminmax('reverse',predict,ps); plot(predict,'g');