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- load ('P_train.mat')
- input=shuffleColumns(P_train);
- input=mapminmax(input);
- smallerInput=input(1:8,1:8000);
- smallerOutput=input(9,1:8000);
- restOfInput=input(1:8,8001:16512);
- restOfOutput=input(9,8001:16512);
- bestVperf2=zeros(17);
- bestTperf2=zeros(17);
- bestPerf2=zeros(17);
- meanSqErr2=zeros(17);
- resultInPriceDiffAvg2=zeros(17);
- for j=1:2:14
- i=1;
- while i<=17
- avgMeanSq=zeros(1,11);
- bestVperfAvg=zeros(1,11);
- bestperfAvg=zeros(1,11);
- bestTperfAvg=zeros(1,11);
- priceDiffAvg=zeros(1,11);
- k=1;
- while k<=20
- network=newff(minmax(smallerInput),minmax(smallerOutput),[8 i j],{'tansig','tansig','tansig'},'traingda'); %unipolar sigmoidal wanted
- network = init(network);
- network.divideParam.trainRatio = 0.4;
- network.divideParam.valRatio = 0.3;
- network.divideParam.testRatio = 0.3;
- network.trainParam.lr=0.02;
- network.trainParam.lr_inc=1.05;
- network.trainParam.epochs=1000;
- network.trainParam.goal=1e-4;
- network.trainParam.max_fail=8;
- network.trainParam.showWindow = false;
- network.trainParam.showCommandLine = false;
- [network2, res] = train(network,smallerInput,smallerOutput);
- %bestVperf(i,j)=result.best_vperf;
- %bestTperf(i,j)=result.best_tperf;
- %bestPerf(i,j)=result.best_perf;
- test2=sim(network2,restOfInput);
- error=(test2-restOfOutput);
- meanSquareError=mse(error);
- simPrices=mapminmax(test2);
- hej=mapminmax(restOfOutput);
- percPriceDiffAvg=abs((sum(simPrices)-sum(mapminmax(restOfOutput)))/sum(mapminmax(restOfOutput)));
- avgMeanSq(k)=meanSquareError;
- bestVperfAvg(k)=res.best_vperf;
- bestTperfAvg(k)=res.best_tperf;
- bestperfAvg(k)=res.best_perf;
- priceDiffAvg(k)=percPriceDiffAvg
- k=k+1;
- end
- meanSqErr2(i,j)=sum(avgMeanSq)/11;
- bestVperf2(i,j)=sum(bestVperfAvg)/11;
- bestTperf2(i,j)=sum(bestTperfAvg)/11;
- bestPerf2(i,j)=sum(bestperfAvg)/11;
- resultInPriceDiffAvg2(i,j)=sum(priceDiffAvg)/11;
- save('architectureTest','bestVperf2','bestTperf2','bestPerf2','meanSqErr2','resultInPriceDiffAvg2')
- i=i+2;
- end
- j
- end
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