能源行业(电力石油煤炭)

开发平台：

Matlab

kpcak.m：源码内容

							function [ctni,CSPE]=kpcak(test,train,aa,ss,ks)
%输入的训练数据和测试数据的每一行代表一个样本
%得出训练数据和测试数据所包含的样本数
%我们假设径向基核函数的度为1，即分母为2
n1=size(train,1);
n2=size(test,1);
n3=size(train,2);
%计算A的大小
A=0;
for i=1:n1
    for j=1:n1
        A=A+exp(-norm(train(i,:)-train(j,:))^2/ks);
    end
end
A=(1/n1^2)*A;
%计算ap的大小
ap=zeros(1,n1);
for i=1:n1
    for j=1:n1
        ap(i)=ap(i)+exp(-norm(train(i,:)-train(j,:))^2/ks);
    end
    ap(i)=(1/n1)*ap(i);
end
%计算对原始输入变量的第k采样做偏导
ctni=zeros(n2,n3);
CSPE=zeros(n2,n3);
add_ctni=zeros(n2,1);
add_CSPE=zeros(n2,1);
for new=1:n2
    kv=zeros(n3,1);
    for i=1:n3
    %第i个偏导的矩阵记为KKPQ
    KKPQ=zeros(n1);
            for p=1:n1
            for q=1:n1
                KKPQ(p,q)=-1/ks*...
                (((train(p,i)-test(new,i))^2+(train(q,i)-test(new,i))^2)*onekpca(train(p,:),test(new,:))*onekpca(train(q,:),test(new,:))...
                +(A-ap(q))*(train(p,i)-test(new,i))^2*onekpca(train(p,:),test(new,:))...
                +(A-ap(p))*(train(q,i)-test(new,i))^2*onekpca(train(q,:),test(new,:))...
                -twokpca(test,train,i,p,new)-twokpca(test,train,i,q,new)...
                +(1/n1)*(ap(p)+ap(q)-2*A)*threekpca(test,train,new,i)...
                +fourkpca(test,train,i,new));
            end
             kv(i)=kv(i)+(train(p,i)-test(new,i))^2*exp(-norm(train(p,:)-test(new,:))^2/ks);
        end
        
    %计算第new个测试值的第i个观测变量的偏导T平方值ctni
    ctni(new,i)=abs(trace(aa'*KKPQ*aa*ss)); 
    CSPE(new,i)=abs(1/ks*(-2/(ks*n1)*kv(i)+trace(aa'*KKPQ*aa)));
    add_ctni(new)=add_ctni(new)+ctni(new,i);
    add_CSPE(new)=add_CSPE(new)+CSPE(new,i);
    end
    for i=1:n3
    ctni(new,i)=ctni(new,i)/add_ctni(new);
    CSPE(new,i)=CSPE(new,i)/add_CSPE(new);
    end
 end

						