import Numeric.LinearAlgebra import System.Random ( mkStdGen ) import Learning ( nrmse ) import RC.NTC as RC -- Get training data takePast :: Int -> Matrix Double -> Matrix Double takePast horizon xs = xs ?? (All, Take (len - horizon)) where len = cols xs -- Get teacher data takeFuture :: Int -> Matrix Double -> Matrix Double takeFuture horizon = (?? (All, Drop horizon)) main = do -- Load and transpose time series to predict dta <- tr <$> loadMatrix "examples/data/mg.txt" let splitRatio = 0.50 -- Train on 50% of data total = cols dta spl = round $ splitRatio * fromIntegral total -- Split the data train = dta ?? (All, Take spl) validate = dta ?? (All, Drop spl) -- Configure new NTC network let p = RC.par0 { RC._inputWeightsRange = (0.1, 0.3) } g = mkStdGen 1111 ntc = RC.new g p (1, 1000, 1) -- 20 steps ahead prediction horizon let horizon = 20 let train' = takePast horizon train -- Past series trainTeacher = takeFuture horizon train -- Predicted series let forgetPts = 300 -- Washout -- Train case RC.learn ntc forgetPts train' trainTeacher of Left s -> error s Right ntc' -> do let target = (takeFuture horizon validate) ?? (All, Drop forgetPts) -- Predict case RC.predict ntc' forgetPts (takePast horizon validate) of Left s -> error s Right prediction -> do let tgt' = flatten target predic' = flatten prediction err = nrmse tgt' predic' putStrLn $ "Error: " ++ show err let result = (tr target) ||| (tr prediction) saveMatrix "examples/NTC/result.txt" "%g" result