TrainANNsinLoop.m

% ------------------ Georgios Etsias 17th March 2020 ----------------- %
%% Training ANN
max=10^10;
for ii=1:10
% Solve an Autoregression Problem with External Input with a NARX Neural Network
% Script generated by Neural Time Series app
% Created 17-Mar-2020 14:33:37
%
% This script assumes these variables are defined:
%
%   TrainingInput - input time series.
%   TrainingOutput - feedback time series.

X = TrainingInput;
T = TrainingOutput;

% Choose a Training Function
% For a list of all training functions type: help nntrain
% 'trainlm' is usually fastest.
% 'trainbr' takes longer but may be better for challenging problems.
% 'trainscg' uses less memory. Suitable in low memory situations.
trainFcn = 'trainbr';  % Bayesian Regularization backpropagation.

% Create a Nonlinear Autoregressive Network with External Input
inputDelays = 1:2;
feedbackDelays = 1:2;
hiddenLayerSize = 10;
net = narxnet(inputDelays,feedbackDelays,hiddenLayerSize,'open',trainFcn);

% Prepare the Data for Training and Simulation
% The function PREPARETS prepares timeseries data for a particular network,
% shifting time by the minimum amount to fill input states and layer
% states. Using PREPARETS allows you to keep your original time series data
% unchanged, while easily customizing it for networks with differing
% numbers of delays, with open loop or closed loop feedback modes.
[x,xi,ai,t] = preparets(net,X,{},T);

% Setup Division of Data for Training, Validation, Testing
net.divideParam.trainRatio = 70/100;
net.divideParam.valRatio = 15/100;
net.divideParam.testRatio = 15/100;

% Train the Network
[net,tr] = train(net,x,t,xi,ai);

% Test the Network
y = net(x,xi,ai);
e = gsubtract(t,y);
performance = perform(net,t,y)

% View the Network
view(net)

% Plots
% Uncomment these lines to enable various plots.
%figure, plotperform(tr)
%figure, plottrainstate(tr)
%figure, ploterrhist(e)
%figure, plotregression(t,y)
%figure, plotresponse(t,y)
%figure, ploterrcorr(e)
%figure, plotinerrcorr(x,e)

% Closed Loop Network
% Use this network to do multi-step prediction.
% The function CLOSELOOP replaces the feedback input with a direct
% connection from the outout layer.
netc = closeloop(net);
netc.name = [net.name ' - Closed Loop'];
view(netc)
[xc,xic,aic,tc] = preparets(netc,X,{},T);
yc = netc(xc,xic,aic);
closedLoopPerformance = perform(net,tc,yc)

% Step-Ahead Prediction Network
% For some applications it helps to get the prediction a timestep early.
% The original network returns predicted y(t+1) at the same time it is
% given y(t+1). For some applications such as decision making, it would
% help to have predicted y(t+1) once y(t) is available, but before the
% actual y(t+1) occurs. The network can be made to return its output a
% timestep early by removing one delay so that its minimal tap delay is now
% 0 instead of 1. The new network returns the same outputs as the original
% network, but outputs are shifted left one timestep.
nets = removedelay(net);
nets.name = [net.name ' - Predict One Step Ahead'];
view(nets)
[xs,xis,ais,ts] = preparets(nets,X,{},T);
ys = nets(xs,xis,ais);
stepAheadPerformance = perform(nets,ts,ys)

%% Prediction
% Creates a prediction using an already trained closed NARX
%X = tonndata(InputT5,false,false);
%T = tonndata(OutputT5,false,false);
%% Drive Cycle 1
X2=TestInput2;
T2=TestOutput2;

[x,xi,ai,t] = preparets(netc,X2,{},T2);
yc2 = netc(x,xi,ai);
yc2=yc2';

a=(cell2mat(T2))';
b=cell2mat(yc2);
error2 = immse(a(3:end),b)
clear a b 
%% Drive Cycle 2
X11=TestInput11;
T11=TestOutput11;

[x,xi,ai,t] = preparets(netc,X11,{},T11);
yc11 = netc(x,xi,ai);
yc11=yc11';

a=(cell2mat(T11))';
b=cell2mat(yc11);
error11 = immse(a(3:end),b)
clear a b
%% Drive Cycle 3
X19=TestInput19;
T19=TestOutput19;

[x,xi,ai,t] = preparets(netc,X19,{},T19);
yc19 = netc(x,xi,ai);
yc19=yc19';

a=(cell2mat(T19))';
b=cell2mat(yc19);
error19 = immse(a(3:end),b)
clear a b

T2=T2';
T11=T11';
T19=T19';
%clearvars -except yc2 yc11 yc19 T2 T11 T19
error=error2+error11+error19;
if error<=max
    max=error;
    save('netc','netc')
    save('net','net')
end
end