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📄 improvedran.asv

📁 改进RAN应用股票财务程序
💻 ASV
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%绘制目标曲线和神经网络输出曲线
TestNNOut=RBFNN(p2,UnitCenters,w2,b2,SpreadConstant);
[xxx,PtNum]=size(t2);  %此处的PtNum=201
figure
echo off  %turns off echoing.
axis([0 PtNum 0 1])
axis on  %turns axis labeling, tick marks and background back on.
%grid
hold on
plot(1:PtNum,t2,'*-')
plot(1:PtNum,TestNNOut,'r.-')
legend('Sample Outputs','RAN')
xlabel('目标曲线和RAN神经网络输出曲线')
UnitNum
TestRSME

%绘制隐节点变化曲线
[xxx,PtNum]=size(AllUnitNum);  %此处的PtNum=400
figure
echo off
axis([0 PtNum 0 150])
axis on
grid
hold on
plot(1:PtNum,AllUnitNum,'b-')
xlabel('隐节点变化曲线')

%绘制RSME变化曲线
[xxx,PtNum]=size(AllTestRSME);  %此处的PtNum=399
figure
echo off
axis on
grid
hold on
plot(1:PtNum,AllTestRSME,'b-')
xlabel('RSME')
%w2
%b2
%UnitCenters
%SpreadConstant



%%  程序二段
%  隐节点合成
TrainSTD=std(t1);
lr=0.01;                          %  学习率      
maxepoch=49;                   %  最大训练时间
errcombine=0.8;                %  节点合成误差
errgoal=0.60;                 %  训练目标误差
unitscombinethreshold=0.71;       %  节点合成阈值
biascombinethreshold=0.003476;       %  偏置合成误差

w2ex=[w2 b2];  %  隐层到输出层的初始权值扩展
errhistory=[];
resizeflag=1;  %网络规模发生变化的标识
for epoch=1:maxepoch
    if(resizeflag==1),
        [OutDim,UnitNum]=size(w2ex);
        UnitNum=UnitNum-1;
        w2=w2ex(:,1:UnitNum);
        b2=w2ex(:,UnitNum+1);
        resizeflag=0;
    end
    
    %  正向传播计算网络输出
    hiddenout=ho(p1,UnitCenters,SpreadConstant);  %  每个节点的输出为行向量
    hiddenoutex=[hiddenout' ones(TrainSamNum,1)]';
    NetOut=w2ex*hiddenoutex;
    
    %  停止学习判断
    error=t1-NetOut;
    sse=sqrt(sumsqr(error)/TrainSamNum)/TrainSTD ; %  sse范围在0,1之间
    
    %  纪录每次权值调整后的训练误差
    errhistory=[errhistory sse];
    
    if(sse<errcombine),
        %  计算隐节点输出标准差
        hiddenvar=var(hiddenout')';
        
        %  计算隐节点输出相关系数
        hiddencorr=corrcoef(hiddenout');
        
        %  检查是否有隐节点需要合并
        [hiddenunit1,hiddenunit2]=findunittocombine(hiddencorr,...
            hiddenvar,unitscombinethreshold,biascombinethreshold);
        if(hiddenunit1>0),
            if(hiddenunit2>0),               %  两个隐节点合并
            [a,b]=linearreg(hiddenout(hiddenunit1,:),...
                hiddenout(hiddenunit2,:));  %  线性回归,即计算出vj=avi+b中的a和b
            epoch
            combinetype=11
            drawcorrelatedunitsout(hiddenout...
                (hiddenunit1,:),hiddenout(hiddenunit2,:));
            [UnitCenters,SpreadConstant,w2ex]=combinetwounits(hiddenunit1,...
                hiddenunit2,a,b,w2ex,UnitCenters,SpreadConstant);    %  当变量需要更新时函数定义中该变量在自变量和返回中均需出现,如UnitCenters和SpreadConstant
            else      %  隐节点并到偏移
            epoch
            combinetype=12
            drawbiasedunitout(hiddenout(hiddenunit1,:));
            unitmean=mean(hiddenout(hiddenunit1,:));
            [UnitCenters,SpreadConstant,w2ex]=combineunittobias...
                (hiddenunit1,unitmean,w2ex,UnitCenters,SpreadConstant);
            end
        resizeflag=1;
        continue;  %  执行到此不再执行循环体下面尚没有执行的部分,重新回到是否执行循环的判断
        end
    end
          
if(sse<errgoal),break,end

%  计算反向传播误差
delta2=error.*NetOut.*(1-NetOut);

%  计算权值调节量
hiddenoutex=[hiddenout' ones(TrainSamNum,1)]';
dw2ex=delta2*hiddenoutex';

%  权值调节
w2ex=w2ex+lr*dw2ex;

%  分离w2和b2
[c,d]=size(w2ex);
w2=w2ex(:,1:d-1);
b2=w2ex(:,d);
end

%  绘制学习误差曲线
figure
echo off
axis on
grid
hold on
[xx,num]=size(errhistory);
%semilogy(1:num,errhistory,'r-');  %  SEMILOGY(...) is the same as PLOT(...), except a logarithmic (base 10) scale is used for the Y-axis.
plot(1:num,errhistory,'r-');
xlabel('学习误差曲线')

%绘制目标曲线和神经网络输出曲线
TestNNOut=RBFNN(p2,UnitCenters,w2,b2,SpreadConstant);
[xxx,PtNum]=size(t2);  %此处的PtNum=201
figure
echo off  %turns off echoing.
axis([0 PtNum 0 1])
axis on  %turns axis labeling, tick marks and background back on.
%grid
hold on
plot(1:PtNum,t2,'o-')
plot(1:PtNum,TestNNOut,'k.-')
legend('','')
xlabel('目标曲线和HUCRAN神经网络输出曲线')
TestRSME2=sqrt(sumsqr(TestNNOut-t2)/TestSamNum)/TestSTD






%---------------------------------------------------------------------------------------------------------
%  下面是主函数中调用的函数,均以function定义,在主函数中没有function
%程序二段中调用的函数

%  隐层输出
function hiddenout=ho(p1,UnitCenters,SpreadConstant)
[xxx,InNum]=size(p1);
SpreadMat=repmat(SpreadConstant,1,InNum);
AllDist=dist(UnitCenters',p1);
hiddenout=radbas(AllDist./SpreadMat);

%  寻找需要合并的隐节点
function [hiddenunit1,hiddenunit2]=findunittocombine(hiddencorr,hiddenvar,...
    unitscombinethreshold,biascombinethreshold)
corrtri=triu(hiddencorr)-eye(size(hiddencorr));    %  TRIU Extract upper triangular part
while(1)
    [val,pos]=max(abs(corrtri));    %  [Y,I] = MAX(X) returns the indices of the maximum values in vector I and the maximum values in Y of X
    [maxcorr,hiddenunit2]=max(val);   %对于行向量X,[c,d]=max(X),返回c,d分别表示X中最大的数及其对应X的index
    if(maxcorr<unitscombinethreshold)
        hiddenunit1=0;hiddenunit2=0;
        break  %  用以退出while循环
    end
    hiddenunit1=pos(hiddenunit2);  %  如果该语句执行则说明maxcorr>unitscombinethreshold,if段没有执行
    
    if(hiddenvar(hiddenunit1)>biascombinethreshold &...
            hiddenvar(hiddenunit2)>biascombinethreshold)
        break
    else
        corrtri(hiddenunit1,hiddenunit2)=0;
    end
end

if(hiddenunit1>0)return;end   %  return与break不同,用以退出本函数

[minvar,unit]=min(hiddenvar);
if(minvar<biascombinethreshold)
    hiddenunit1=unit;
    hiddenunit2=0;
end

%  线性回归
function [a,b]=linearreg(vect1,vect2)
[xxx,n]=size(vect1);
meanv1=mean(vect1);
meanv2=mean(vect2);
a=(vect1*vect2'/n-meanv1*meanv2)/(vect1*vect1'/n-meanv1^2);
b=meanv2-a*meanv1;

%  绘制两相关隐节点对所有样本的输出
function drawcorrelatedunitsout(unitout1,unitout2)
[xxx,ptnum]=size(unitout1);
figure
echo off
axis([0 ptnum 0 1])
axis on
grid
hold on
plot(1:ptnum,unitout1,'b-')
plot(1:ptnum,unitout2,'k-')
    
%  两个隐节点合并
function [UnitCenters,SpreadConstant,w2ex]=combinetwounits(hiddenunit1,hiddenunit2,a,b,w2ex,UnitCenters,SpreadConstant)
[xxx,biascol]=size(w2ex);                         %  biascol=h1num+1,
w2ex(:,hiddenunit1)=w2ex(:,hiddenunit1)+a*w2ex(:,hiddenunit2);      %  节点unit1与下一层节点的连接权矢量
w2ex(:,biascol)=w2ex(:,biascol)+b*w2ex(:,hiddenunit2);  %  偏移权矢量更新
UnitCenters(:,hiddenunit2)=[];
SpreadConstant(hiddenunit2,:)=[];
w2ex(:,hiddenunit2)=[];                                 %  删除隐节点unit2    %  unit2与下一层的连接权值矢量

%  绘制标准差较小的单个隐节点输出
function  drawbiasedunitout(unitout)
[xxx,ptnum]=size(unitout);
figure('position',[300 300 400 300])
echo off
axis([0 ptnum 0 1])
axis on
grid
hold on
plot(1:ptnum,unitout,'k-')

%  将隐节点合并到偏移
function [UnitCenters,SpreadConstant,w2ex]=combineunittobias(hiddenunit1,unitmean,w2ex,UnitCenters,SpreadConstant)
[xxx,biascol]=size(w2ex);
w2ex(:,biascol)=w2ex(:,biascol)+unitmean*w2ex(:,hiddenunit1);
w2ex(:,hiddenunit1)=[];
UnitCenters(:,hiddenunit1)=[];
SpreadConstant(hiddenunit1,:)=[];


%  ----------------------------------------------------------------------------------------
%  程序一段中调用的函数

%网络输出函数
function NetOut=RBFNN(NewInput,UnitCenters,w2,b2,SpreadConstant)
[OutDim,UnitNum]=size(w2);
[xxx,InNum]=size(NewInput);
if(UnitNum==0),
    NetOut=repmat(b2,1,InNum);
else
    SpreadMat=repmat(SpreadConstant,1,InNum);
    AllDist=dist(UnitCenters',NewInput);
    al=radbas(AllDist./SpreadMat);
    NetOut=w2*al+b2;
end

%增加新的隐节点
function[UnitCenters,w2,SpreadConstant]=AddNewUnit(NewInput,NewErr,NewDist,UnitCenters,w2,SpreadConstant,OverLapCoe)
UnitCenters=[UnitCenters NewInput];
w2=[w2 NewErr];
SpreadConstant=[SpreadConstant;OverLapCoe*NewDist];

%梯度法实现参数精调
function[UnitCenters,w2,b2]=FineTuning(NewInput,NewOutput,UnitCenters,w2,b2,SpreadConstant,tp)
[xxx,UnitNum]=size(UnitCenters);
if(UnitNum==0),b2=NewOutput;return,end
ErrLimit=tp(1);  %即tp的第一个值
lr=tp(2);
MaxEpoch=tp(3);
for epoch=1:MaxEpoch
    AllDist=dist(UnitCenters',NewInput);
    al=radbas(AllDist./SpreadConstant);  %radbas(n)=exp(-n^2),隐层输出
    NetOut=w2*al+b2;
    NewErr=NewOutput-NetOut;
    if(norm(NewErr)<ErrLimit),break,end
    b2=b2+lr*NewErr;
    w2=w2+lr*NewErr*al';
    for i=1:UnitNum
        CentInc=2*(NewInput-UnitCenters(:,i))*al(i)*NewErr*w2(i)/(SpreadConstant(i)^2);
        UnitCenters(:,i)=UnitCenters(:,i)+lr*CentInc;
    end
end

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