MATLAB实现贝叶斯优化CNN-BiLSTM(卷积长短期记忆神经网络)时间序列预测,Bayes-CNN-LSTM模型股票价格预测/BO-CNN-LSTM模型股票价格预测。
% CNN-BiLSTM
% 网络架构
layers = [...
% 输入层
sequenceInputLayer([numFeatures 1 1],'Name','input')
sequenceFoldingLayer('Name','fold')
% 卷积层1
convolution2dLayer(optVars.FilterSize1,optVars.NoFilter1,'Padding','same',...
'WeightsInitializer','he','Name','conv1');
% 激活函数
eluLayer('Name','elu1')
% 卷积层2
convolution2dLayer(optVars.FilterSize2,optVars.NoFilter2,'Padding','same',...
'WeightsInitializer','he','Name','conv2');
% 激活函数
eluLayer('Name','elu2')
% 池化层
maxPooling2dLayer(5,'Padding','same','Name','MPL')
% 展开层
sequenceUnfoldingLayer('Name','unfold')
flattenLayer('Name','flatten')
% BiLSTM层1
bilstmLayer(128,'Name','lstm1','RecurrentWeightsInitializer','he')
dropoutLayer(0.25,'Name','drop1')
% BiLSTM层2
bilstmLayer(64,'OutputMode',"last",'Name','lstm2',...
'RecurrentWeightsInitializer','he')
% 全连接层
fullyConnectedLayer(1,'Name','fc')
% 回归层
regressionLayer('Name','output') ];
[1] https://blog.csdn.net/kjm13182345320/article/details/127313031?spm=1001.2014.3001.5502
[2] https://blog.csdn.net/kjm13182345320/article/details/127626816?spm=1001.2014.3001.5502
[3] https://blog.csdn.net/kjm13182345320/article/details/127601808?spm=1001.2014.3001.5502
MATLAB实现贝叶斯优化CNN-LSTM时间序列预测(股票价格预测)
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