Deep Learning Error - how to fix code?

3 次查看（过去 30 天）
Manny
Manny 2024-2-27
回答： Venu 2024-3-7
I am using this link to implement a deep learning algorithim:
https://www.mathworks.com/help/deeplearning/ref/narnet.html
I followed most of the steps but modified slightly to fit my data. I am getting an error. How do I fix it?
Here is my code:
FilteredCIV = CIV(strcmp(CIV.SYMBOL,UnderlyingSymbols.SYMBOL(i)),:);
FilteredCIV = FilteredCIV(FilteredCIV{:,2} <= datenum(2024,2,5),:);
FilteredCIVOnly = table2array(FilteredCIV(:,"COMPOSITE_IMPLIED_VOLATILITY"));
net = narnet(1:2,10,'none','trainbr');
[Xs,Xi,Ai,Ts] = preparets(net,{},{},FilteredCIVOnly);
net = train(net,Xs,Ts,Xi,Ai);
[Y,Xf,Af] = net(Xs,Xi,Ai);
[netc,Xic,Aic] = closeloop(net,Xf,Af);
Yc = netc(cell(0,20),Xic,Aic);
Here is CIV table:
>> CIV
CIV =
2452×3 table
SYMBOL TRADE_DATE COMPOSITE_IMPLIED_VOLATILITY
_______ __________ ____________________________
{'SPX'} 7.3585e+05 12.596
{'SPX'} 7.3585e+05 13.243
{'SPX'} 7.3585e+05 13.868
{'SPX'} 7.3585e+05 13.621
{'SPX'} 7.3585e+05 14.706
Here is error:
Index in position 2 exceeds array bounds. Index must not exceed 1.
Error in preparets (line 317)
xi = xx(:,FBS+((1-net.numInputDelays):0));
Error in ForecastModel (line 58)
[Xs,Xi,Ai,Ts] = preparets(net,{},{},FilteredCIVOnly);
Thank you

请先登录，再回答此问题。

回答（1 个）

Venu
Venu 2024-3-7
Hi @Manny,
To pass the data properly to preparets, make these two adjustments in your code.
  • Pass FilteredCIVOnly as a cell array; FilteredCIVOnlyCell = num2cell(FilteredCIVOnly);
  • Transpose FilteredCIVOnlyCell to ensure that the data is correctly interpreted as a sequence of timesteps by the function; [Xs,Xi,Ai,Ts] = preparets(net, {}, {}, FilteredCIVOnlyCell');
Hope this helps!

类别

在 Help Center 和 File Exchange 中查找有关 Sequence and Numeric Feature Data Workflows 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by