MATLAB動態神經網路-時間系列預測

看了matlat中文論壇上的用動態神經網路預測時間序列

http://www.ilovem http:// a http:// http:// tlab.cn/thread-113431-1-1.html

（1）第一種基本知識需要知道

訓練資料（training data）

驗證資料（validation data）

測試資料（testing data）

這三個需要分清，可是我不是很明白。明白的，麻煩留個言解釋下，謝謝啦。

下面是某個網站的對三者的解釋：

http://stackoverflow.com/questions/2976452/whats-the-diference-between-train-validation-and-test-set-in-neural-networks?answertab=oldest#tab-top

The training and validation sets are used during training.

for each epoch for each training data instance propagate error through the network adjust the weights calculate the accuracy over training data for each validation data instance calculate the accuracy over the validation data if the threshold validation accuracy is met exit training else continue training

Once you're finished training, then you run against your testing set and verify that the accuracy is sufficient.

Training Set: this data set is used to adjust the weights on the neural network.

Validation Set: this data set is used to minimize overfitting. You're not adjusting the weights of the network with this data set, you're
just verifying that any increase in accuracy over the training data set actually yields an increase in accuracy over a data set that has not been shown to the network before, or at least the network hasn't trained on it (i.e. validation data set). If the accuracy
over the training data set increases, but the accuracy over then validation data set stays the same or decreases, then you're overfitting your neural network and you should stop training.

Testing Set: this data set is used only for testing the final solution in order to confirm the actual predictive power of the network.

（2）第二種基本只是需要知道

matlab內建的神經網路工具箱的時間序列預測中，有三種類型。

A有一個輸入x(t),有一個輸出y(t)。如：輸出的關係y(t)=y(t-1)+y(t-2)+...y(t-d)+x(t-1)+x(t-2)+...+x(t-d)

B只有以輸出。如輸出y(t)=y(t-1)+y(t-2)+...+y(t-d)

C如y(t)=x(t-1)+x(t-2)+..+x(t-d)

（3）對於訓練的結果

利用matlab神經網路時間序列預測的時候，需要不斷調整numbers of hidden neurons 和number of delays d，

最後通過觀察plot error autocorrelation和plot response兩個重要的圖，如果訓練得好，

error autocorrelation是處於允許範圍的誤差內的，如果是A類型的還有一個plot inout-error correlation

對於這三種給我就是看視頻有了個定性的判斷，對於原理還是不懂。希望可以得到有緣人的指教。^_^

(4)預測部分

前期工作都已經做好，就剩下我們的目的，預測了。可惜的是，視頻沒有關於預測部分，不過視頻主講人還是

意識到這個問題，發了個文章，對觀眾講解了一點點預測的方法。

http://www.ilovematlab.cn/thread-132940-1-1.html

http://www.ilovematlab.cn/forum.php?mod=viewthread&tid=216264