initmod1.m

新的神经网络算法源程序

function [indsld, wsld] = initmod1(pmat, nbwavelon, y, nbvar);
%Initmod1: WaveNet initialization mode 1
%
%       [indsld, wsld] = initmod1(pmat, nbwavelon, y, nbvar)
%
%Algorithm: residual based regressor selection.

%By Qinghua Zhang. March, 1994.

if nbwavelon < 0  %% automatic network order determination
  nbwavelon=min(fix((size(pmat,1)-nbvar-2) / (nbvar+2)), size(pmat,2)-nbvar-1);
  AD = 1;
else AD = 0; %% network order is given
end

%initialization by SELECTING the LINEAR TERMS
bc = pmat(:,1:(nbvar+1)) \ y';
resid = y' - pmat(:,1:(nbvar+1))*bc;  
Ij = (nbvar+2):size(pmat,2);   
indsld = [1:nbvar+1]; wsld = [bc'];

STDY = sqrt(mean((y-mean(y)).^2));
NSRMSE = sqrt(mean(resid.^2)) / STDY;

% initialize plot
clf; plot([0 nbwavelon], [0 NSRMSE],'.');
title('Residual Based Selection');
xlabel('Nb of selected wavelets'); ylabel('NSRMSE');
drawnow
residhd=line('color','k','linestyle','o','erase','none', ...
             'xdata',[0],'ydata',[NSRMSE]);
drawnow;

if AD==1, AIC=[]; end

for i=(nbvar+2):(nbwavelon+nbvar+1)
  V = pmat(:,Ij);
  [tmpbuf, litmp] = max((V'*resid).^2);
  li = Ij(litmp);
  indsld = [indsld li];
  Ij = Ij([1:(litmp-1) (litmp+1):length(Ij)]);
  uli = pmat(:,li)'*resid;
  wsld = [wsld uli];
  resid = resid - uli*pmat(:,li);
  NSRMSE = sqrt(mean(resid.^2)) / STDY;

  % update plot
  set(residhd, 'linestyle','*', 'xdata',[i-(nbvar+1)], 'ydata',[NSRMSE]);
  drawnow

  if AD==1
    vary=cov(resid);         
    N=length(y);
    dim=(nbvar+2)*(i-nbvar-1)+nbvar+1;
    tamb=((1+dim/N)/(1-dim/N))*0.5*vary;
    AIC=[AIC tamb]; 
  end

end

global Pause_Time; Pause_Time=0;
 
if AD==1 
 time_on = clock;

 clf; plot(AIC);
 title('Akaike''s Final Prediction Error Criterion')
 xlabel('number of wavelets'); ylabel('FPEC');

 [tmp, nbwavelon] = min(AIC);
 nbw=input(['  Enter the number of wavelets [Default=' ...
             int2str(nbwavelon) ']: ']);

 Pause_Time = etime(clock, time_on); 

 if ~isempty(nbw)
   if(nbw<1 | nbw>length(AIC))
     disp([7 '  Invalid value. Default value is used.']);
   else   nbwavelon = nbw;
   end
 end

 indsld = indsld(1:(nbwavelon+nbvar+1));
 wsld = wsld(1:(nbwavelon+nbvar+1));
end
 
%end