16-QAM modulation and demodulation - missing one line in the graph - matlab

I am trying to do modulation and demodulation for 16-QAM and then trying to compare theoretical and simulated BER.
I am not getting simulation-line in the graph.
I can not understand what is wrong with my code. Can anybody help me?
here is the code:
M=16;
SNR_db = [0 2 4 6 8 10 12];
x = randi([0,M-1],1000,1);
hmod = modem.qammod(16);
hdemod = modem.qamdemod(hmod,'SymbolOrder', 'Gray');
tx = zeros(1,1000);
for n=1:1000
tx(n) = modulate(hmod, x(n));
end
rx = zeros(1,1000);
rx_demod = zeros(1,1000);
for j = 1:7
err = zeros(1,7);
err_t = zeros(1,7);
for n = 1:1000
rx(n) = awgn(tx(n), SNR_db(j));
rx_demod(n) = demodulate(hdemod, rx(n));
if(rx_demod(n)~=x(n))
err(j) = err(j)+1;
end
end
% err_t = err_t + err;
end
theoryBer = 3/2*erfc(sqrt(0.1*(10.^(SNR_db/10))));
figure
semilogy(SNR_db,theoryBer,'-',SNR_db, err, '^-');
grid on
legend('theory', 'simulation');
xlabel('Es/No, dB')
ylabel('Symbol Error Rate')
title('Symbol error probability curve for 16-QAM modulation')

http://www.dsplog.com/db-install/wp-content/uploads/2008/06/script_16qam_gray_mapping_bit_error_rate.m
That does what you want manually, without assuming any toolbox functionality (i.e. the fancy modulator and demodulators).
Also you can try
edit commdoc_mod
Make a copy of that file and you should be able to get it to do what you want with one simple loop.
Edit
Here are the modifications to that file that give you the simulated EbNo curves instead of the symbol error rate ones. Should be good enough for any practical purpose.
M = 16; % Size of signal constellation
k = log2(M); % Number of bits per symbol
n = 3e4; % Number of bits to process
nSyms = n/k; % Number of symbols
hMod = modem.qammod(M); % Create a 16-QAM modulator
hMod.InputType = 'Bit'; % Accept bits as inputs
hMod.SymbolOrder = 'Gray'; % Accept bits as inputs
hDemod = modem.qamdemod(hMod); % Create a 16-QAM based on the modulator
x = randi([0 1],n,1); % Random binary data stream
tx = modulate(hMod,x);
EbNo = 0:10; % In dB
SNR = EbNo + 10*log10(k);
rx = zeros(nSyms,length(SNR));
bit_error_rate = zeros(length(SNR),1);
for i=1:length(SNR)
rx(:,i) = awgn(tx,SNR(i),'measured');
end
rx_demod = demodulate(hDemod,rx);
for i=1:length(SNR)
[~,bit_error_rate(i)] = biterr(x,rx_demod(:,i));
end
theoryBer = 3/(2*k)*erfc(sqrt(0.1*k*(10.^(EbNo/10))));
figure;
semilogy(EbNo,theoryBer,'-',EbNo, bit_error_rate, '^-');
grid on;
legend('theory', 'simulation');
xlabel('Eb/No, dB');
ylabel('Bit Error Rate');
title('Bit error probability curve for 16-QAM modulation');

In your code, you confuse Symbol Error Probability and Bit Error Probability. Moreover err = zeros(1,7); is misplaced.
After the corrections:
M=16;
SNR_db = 0:2:12;
N=1000;
x = randi([0,M-1],N,1);
k = log2(M); % bits per symbol
tx = qammod(x, M,'Gray');
err = zeros(1,7);
for j = 1:numel(SNR_db)
rx = awgn(tx, SNR_db(j),'measured');
rx_demod = qamdemod( rx, M, 'Gray' );
[~,err(j)] = biterr(x,rx_demod);
end
theorySER = 3/2*erfc(sqrt(0.1*(10.^(SNR_db/10))));
figure
semilogy(SNR_db,theorySER,'-',SNR_db, err*k, '^-');
grid on
legend('theory', 'simulation');
xlabel('Es/No, dB')
ylabel('Symbol Error Rate')
title('Symbol Error Probability curve for 16-QAM modulation')
And the resulting graph is:

Related

How do I find local threshold for coefficients in image compression using DWT in MATLAB

I'm trying to write an image compression script in MATLAB using multilayer 3D DWT(color image). along the way, I want to apply thresholding on coefficient matrices, both global and local thresholds.
I like to use the formula below to calculate my local threshold:
where sigma is variance and N is the number of elements.
Global thresholding works fine; but my problem is that the calculated local threshold is (most often!) greater than the maximum band coefficient, therefore no thresholding is applied.
Everything else works fine and I get a result too, but I suspect the local threshold is miscalculated. Also, the resulting image is larger than the original!
I'd appreciate any help on the correct way to calculate the local threshold, or if there's a pre-set MATLAB function.
here's an example output:
here's my code:
clear;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%% COMPRESSION %%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% read base image
% dwt 3/5-L on base images
% quantize coeffs (local/global)
% count zero value-ed coeffs
% calculate mse/psnr
% save and show result
% read images
base = imread('circ.jpg');
fam = 'haar'; % wavelet family
lvl = 3; % wavelet depth
% set to 1 to apply global thr
thr_type = 0;
% global threshold value
gthr = 180;
% convert base to grayscale
%base = rgb2gray(base);
% apply dwt on base image
dc = wavedec3(base, lvl, fam);
% extract coeffs
ll_base = dc.dec{1};
lh_base = dc.dec{2};
hl_base = dc.dec{3};
hh_base = dc.dec{4};
ll_var = var(ll_base, 0);
lh_var = var(lh_base, 0);
hl_var = var(hl_base, 0);
hh_var = var(hh_base, 0);
% count number of elements
ll_n = numel(ll_base);
lh_n = numel(lh_base);
hl_n = numel(hl_base);
hh_n = numel(hh_base);
% find local threshold
ll_t = ll_var * (sqrt(2 * log2(ll_n)));
lh_t = lh_var * (sqrt(2 * log2(lh_n)));
hl_t = hl_var * (sqrt(2 * log2(hl_n)));
hh_t = hh_var * (sqrt(2 * log2(hh_n)));
% global
if thr_type == 1
ll_t = gthr; lh_t = gthr; hl_t = gthr; hh_t = gthr;
end
% count zero values in bands
ll_size = size(ll_base);
lh_size = size(lh_base);
hl_size = size(hl_base);
hh_size = size(hh_base);
% count zero values in new band matrices
ll_zeros = sum(ll_base==0,'all');
lh_zeros = sum(lh_base==0,'all');
hl_zeros = sum(hl_base==0,'all');
hh_zeros = sum(hh_base==0,'all');
% initiate new matrices
ll_new = zeros(ll_size);
lh_new = zeros(lh_size);
hl_new = zeros(lh_size);
hh_new = zeros(lh_size);
% apply thresholding on bands
% if new value < thr => 0
% otherwise, keep the previous value
for id=1:ll_size(1)
for idx=1:ll_size(2)
if ll_base(id,idx) < ll_t
ll_new(id,idx) = 0;
else
ll_new(id,idx) = ll_base(id,idx);
end
end
end
for id=1:lh_size(1)
for idx=1:lh_size(2)
if lh_base(id,idx) < lh_t
lh_new(id,idx) = 0;
else
lh_new(id,idx) = lh_base(id,idx);
end
end
end
for id=1:hl_size(1)
for idx=1:hl_size(2)
if hl_base(id,idx) < hl_t
hl_new(id,idx) = 0;
else
hl_new(id,idx) = hl_base(id,idx);
end
end
end
for id=1:hh_size(1)
for idx=1:hh_size(2)
if hh_base(id,idx) < hh_t
hh_new(id,idx) = 0;
else
hh_new(id,idx) = hh_base(id,idx);
end
end
end
% count zeros of the new matrices
ll_new_size = size(ll_new);
lh_new_size = size(lh_new);
hl_new_size = size(hl_new);
hh_new_size = size(hh_new);
% count number of zeros among new values
ll_new_zeros = sum(ll_new==0,'all');
lh_new_zeros = sum(lh_new==0,'all');
hl_new_zeros = sum(hl_new==0,'all');
hh_new_zeros = sum(hh_new==0,'all');
% set new band matrices
dc.dec{1} = ll_new;
dc.dec{2} = lh_new;
dc.dec{3} = hl_new;
dc.dec{4} = hh_new;
% count how many coeff. were thresholded
ll_zeros_diff = ll_new_zeros - ll_zeros;
lh_zeros_diff = lh_zeros - lh_new_zeros;
hl_zeros_diff = hl_zeros - hl_new_zeros;
hh_zeros_diff = hh_zeros - hh_new_zeros;
% show coeff. matrices vs. thresholded version
figure
colormap(gray);
subplot(2,4,1); imagesc(ll_base); title('LL');
subplot(2,4,2); imagesc(lh_base); title('LH');
subplot(2,4,3); imagesc(hl_base); title('HL');
subplot(2,4,4); imagesc(hh_base); title('HH');
subplot(2,4,5); imagesc(ll_new); title({'LL thr';ll_zeros_diff});
subplot(2,4,6); imagesc(lh_new); title({'LH thr';lh_zeros_diff});
subplot(2,4,7); imagesc(hl_new); title({'HL thr';hl_zeros_diff});
subplot(2,4,8); imagesc(hh_new); title({'HH thr';hh_zeros_diff});
% idwt to reconstruct compressed image
cmp = waverec3(dc);
cmp = uint8(cmp);
% calculate mse/psnr
D = abs(cmp - base) .^2;
mse = sum(D(:))/numel(base);
psnr = 10*log10(255*255/mse);
% show images and mse/psnr
figure
subplot(1,2,1);
imshow(base); title("Original"); axis square;
subplot(1,2,2);
imshow(cmp); colormap(gray); axis square;
msg = strcat("MSE: ", num2str(mse), " | PSNR: ", num2str(psnr));
title({"Compressed";msg});
% save image locally
imwrite(cmp, 'compressed.png');
I solved the question.
the sigma in the local threshold formula is not variance, it's the standard deviation. I applied these steps:
used stdfilt() std2() to find standard deviation of my coeff. matrices (thanks to #Rotem for pointing this out)
used numel() to count the number of elements in coeff. matrices
this is a summary of the process. it's the same for other bands (LH, HL, HH))
[c, s] = wavedec2(image, wname, level); %apply dwt
ll = appcoeff2(c, s, wname); %find LL
ll_std = std2(ll); %find standard deviation
ll_n = numel(ll); %find number of coeffs in LL
ll_t = ll_std * (sqrt(2 * log2(ll_n))); %local the formula
ll_new = ll .* double(ll > ll_t); %thresholding
replace the LL values in c in a for loop
reconstruct by applying IDWT using waverec2
this is a sample output:

Finding Percent Error of a Fourier Series

Find the error as a function of n, where the error is defined as the difference between two the voltage from the Fourier series (vF (t)) and the value from the ideal function (v(t)), normalized to the maximum magnitude (Vm ):
I am given this prompt where Vm = 1 V. Below this line is the code which I have written.
I am trying to write a function to solve this question: Plot the error versus time for n=3,n=5,n=10, and n=50. (10points). What does it look like I am doing incorrectly?
clc;
close all;
clear all;
% define the signal parameters
Vm = 1;
T = 1;
w0 = 2*pi/T;
% define the symbolic variables
syms n t;
% define the signal
v1 = Vm*sin(4*pi*t/T);
v2 = 2*Vm*sin(4*pi*t/T);
% evaluate the fourier series integral
an1 = 2/T*int(v1*cos(n*w0*t),0,T/2) + 2/T*int(v2*cos(n*w0*t),T/2,T);
bn1 = 2/T*int(v1*sin(n*w0*t),0,T/2) + 2/T*int(v2*sin(n*w0*t),T/2,T);
a0 = 1/T*int(v1,0,T/2) + 1/T*int(v2,T/2,T);
% obtain C by substituting n in c[n]
nmax = 100;
n = 1:nmax;
a = subs(an1);
b = subs(bn1);
% define the time vector
ts = 1e-2; % ts is sampling the
t = 0:ts:3*T-ts;
% directly plot the signal x(t)
t1 = 0:ts:T-ts;
v1 = Vm*sin(4*pi*t1/T).*(t1<=T/2);
v2 = 2*Vm*sin(4*pi*t1/T).*(t1>T/2).*(t1<T);
v = v1+v2;
x = repmat(v,1,3);
% Now fourier series reconstruction
N = [3];
for p = 1:length(N)
for i = 1:length(t)
for k = N(p)
x(k,i) = a(k)*cos(k*w0*t(i)) + b(k)*sin(k*w0*t(i));
end
% y(k,i) = a0+sum(x(:,i)); % Add DC term
end
end
z = a0 + sum(x);
figure(1);
plot(t,z);
%Percent error
function [per_error] = percent_error(measured, actual)
per_error = abs(( (measured - actual) ./ 1) * 100);
end
The purpose of the forum is helping with specific technical questions, not doing your homework.

MATLAB to Scilab conversion: mfile2sci error "File contains no instruction"

I am very new to Scilab, but so far have not been able to find an answer (either here or via google) to my question. I'm sure it's a simple solution, but I'm at a loss. I have a lot of MATLAB scripts I wrote in grad school, but now that I'm out of school, I no longer have access to MATLAB (and can't justify the cost). Scilab looked like the best open alternative. I'm trying to convert my .m files to Scilab compatible versions using mfile2sci, but when running the mfile2sci GUI, I get the error/message shown below. Attached is the original code from the M-file, in case it's relevant.
I Searched Stack Overflow and companion sites, Google, Scilab documentation.
The M-file code follows (it's a super basic MATLAB script as part of an old homework question -- I chose it as it's the shortest, most straightforward M-file I had):
Mmax = 15;
N = 20;
T = 2000;
%define upper limit for sparsity of signal
smax = 15;
mNE = zeros(smax,Mmax);
mESR= zeros(smax,Mmax);
for M = 1:Mmax
aNormErr = zeros(smax,1);
aSz = zeros(smax,1);
ESR = zeros(smax,1);
for s=1:smax % for-loop to loop script smax times
normErr = zeros(1,T);
vESR = zeros(1,T);
sz = zeros(1,T);
for t=1:T %for-loop to carry out 2000 trials per s-value
esr = 0;
A = randn(M,N); % generate random MxN matrix
[M,N] = size(A);
An = zeros(M,N); % initialize normalized matrix
for h = 1:size(A,2) % normalize columns of matrix A
V = A(:,h)/norm(A(:,h));
An(:,h) = V;
end
A = An; % replace A with its column-normalized counterpart
c = randperm(N,s); % create random support vector with s entries
x = zeros(N,1); % initialize vector x
for i = 1:size(c,2)
val = (10-1)*rand + 1;% generate interval [1,10]
neg = mod(randi(10),2); % include [-10,-1]
if neg~=0
val = -1*val;
end
x(c(i)) = val; %replace c(i)th value of x with the nonzero value
end
y = A*x; % generate measurement vector (y)
R = y;
S = []; % initialize array to store selected columns of A
indx = []; % vector to store indices of selected columns
coeff = zeros(1,s); % vector to store coefficients of approx.
stop = 10; % init. stop condition
in = 0; % index variable
esr = 0;
xhat = zeros(N,1); % intialize estimated x signal
while (stop>0.5 && size(S,2)<smax)
%MAX = abs(A(:,1)'*R);
maxV = zeros(1,N);
for i = 1:size(A,2)
maxV(i) = abs(A(:,i)'*R);
end
in = find(maxV == max(maxV));
indx = [indx in];
S = [S A(:,in)];
coeff = [coeff R'*S(:,size(S,2))]; % update coefficient vector
for w=1:size(S,2)
r = y - ((R'*S(:,w))*S(:,w)); % update residuals
if norm(r)<norm(R)
index = w;
end
R = r;
stop = norm(R); % update stop condition
end
for j=1:size(S,2) % place coefficients into xhat at correct indices
xhat(indx(j))=coeff(j);
end
nE = norm(x-xhat)/norm(x); % calculate normalized error for this estimate
%esr = 0;
indx = sort(indx);
c = sort(c);
if isequal(indx,c)
esr = esr+1;
end
end
vESR(t) = esr;
sz(t) = size(S,2);
normErr(t) = nE;
end
%avsz = sum(sz)/T;
aSz(s) = sum(sz)/T;
%aESR = sum(vESR)/T;
ESR(s) = sum(vESR)/T;
%avnormErr = sum(normErr)/T; % produce average normalized error for these run
aNormErr(s) = sum(normErr)/T; % add new avnormErr to vector of all av norm errors
end
% just put this here to view the vector
mNE(:,M) = aNormErr;
mESR(:,M) = ESR;
% had an 'end' placed here, might've been unmatched
mNE%reshape(mNE,[],Mmax)
mESR%reshape(mESR,[],Mmax)]
figure
dimx = [1 Mmax];
dimy = [1 smax];
imagesc(dimx,dimy,mESR)
colormap gray
strESR = sprintf('Average ESR, N=%d',N);
title(strESR);
xlabel('M');
ylabel('s');
strNE = sprintf('Average Normed Error, N=%d',N);
figure
imagesc(dimx,dimy,mNE)
colormap gray
title(strNE)
xlabel('M');
ylabel('s');
The command used (and results) follow:
--> mfile2sci
ans =
[]
****** Beginning of mfile2sci() session ******
File to convert: C:/Users/User/Downloads/WTF_new.m
Result file path: C:/Users/User/DOWNLO~1/
Recursive mode: OFF
Only double values used in M-file: NO
Verbose mode: 3
Generate formatted code: NO
M-file reading...
M-file reading: Done
Syntax modification...
Syntax modification: Done
File contains no instruction, no translation made...
****** End of mfile2sci() session ******
To convert the foo.m file one has to enter
mfile2sci <path>/foo.m
where stands for the path of the directoty where foo.m is. The result is written in /foo.sci
Remove the ```` at the begining of each line, the conversion will proceed normally ?. However, don't expect to obtain a working .sci file as the m2sci converter is (to me) still an experimental tool !

How to compute a channel capacity formula using Matlab

I am trying to compute the following formula:enter image description here
Basically, I am provided with 2 vectors which contain the values of both cj (constellation elements) and p (probability of said constellation elements). With this information, the computation of the channel capacity should be straight forward employing my code:
clear all;
close all;
load('parametros.mat');
%Code
figure();
plot(elements_constellation,prob);
%Energy/2D of the code
Ec = (1/length(elements_constellation))*sum(elements_constellation.^2);
Es = 2*Ec;
%Define variance values here:
sigma = 0.1;
Q_y_cj = zeros(1,length(elements_constellation));
P_Y = zeros(1,length(elements_constellation));
Q_y_cjprime = zeros(1,length(elements_constellation));
resultsintegral = zeros(1,length(elements_constellation));
cap = 0;
P_Y = 0;
figure();
x=1;
for y = 1:length(elements_constellation)
for ii=-11:11
Q_y_cj(x) = ((1/(sqrt(2*pi)*sigma)))*exp(-((ii-elements_constellation(y)).^2));
x = x+1;
end
x=1;
hold on
plot(elements_constellation,Q_y_cj)
end
x=1;
figure();
for y = 1:length(elements_constellation)
for ii=-11:11
P_Y(x) = prob(y).*((1/(sqrt(2*pi)*sigma)))*exp(-((ii-elements_constellation(y)).^2));
x = x+1;
end
x=1;
hold on
plot(elements_constellation,P_Y)
end
figure();
Q_y_cj_1 = zeros(1,length(elements_constellation));
P_Y = 0;
for y = 1:length(elements_constellation)
x=1;
for ii=-11:11
Q_y_cj_1(x) = ((1/(sqrt(2*pi)*sigma)))*exp(-((ii-elements_constellation(y)).^2));
for s=1:length(elements_constellation)
P_Y = P_Y + prob(s).*((1/(sqrt(2*pi)*sigma)))*exp(-((ii-elements_constellation(s)).^2));
end
Q_y_cjprime(x) = Q_y_cj_1(x)*log10(Q_y_cj_1(x)/P_Y); %% These values are being overwritten
x = x+1;
P_Y = 0;
end
hold on;
plot(elements_constellation,Q_y_cjprime);
resultsintegral(y) = trapz(Q_y_cjprime);
end
figure();
plot(elements_constellation,resultsintegral);
for j=1:length(prob)
cap = cap + prob(j)*resultsintegral(j);
end
However, I am not convinced by the results my code generates for the channel capacity. For low values of sigma (noise variance), the capacity should increase logarithmically, but it grows exponentially when executing my algorithm.
Any help or advice on how to improve the computation of this formula would be greatly appreciated.

MATLAB: One Step Ahead Neural Network Timeseries Forecast

Intro: I'm using MATLAB's Neural Network Toolbox in an attempt to forecast time series one step into the future. Currently I'm just trying to forecast a simple sinusoidal function, but hopefully I will be able to move on to something a bit more complex after I obtain satisfactory results.
Problem: Everything seems to work fine, however the predicted forecast tends to be lagged by one period. Neural network forecasting isn't much use if it just outputs the series delayed by one unit of time, right?
Code:
t = -50:0.2:100;
noise = rand(1,length(t));
y = sin(t)+1/2*sin(t+pi/3);
split = floor(0.9*length(t));
forperiod = length(t)-split;
numinputs = 5;
forecasted = [];
msg = '';
for j = 1:forperiod
fprintf(repmat('\b',1,numel(msg)));
msg = sprintf('forecasting iteration %g/%g...\n',j,forperiod);
fprintf('%s',msg);
estdata = y(1:split+j-1);
estdatalen = size(estdata,2);
signal = estdata;
last = signal(end);
[signal,low,high] = preprocess(signal'); % pre-process
signal = signal';
inputs = signal(rowshiftmat(length(signal),numinputs));
targets = signal(numinputs+1:end);
%% NARNET METHOD
feedbackDelays = 1:4;
hiddenLayerSize = 10;
net = narnet(feedbackDelays,[hiddenLayerSize hiddenLayerSize]);
net.inputs{1}.processFcns = {'removeconstantrows','mapminmax'};
signalcells = mat2cell(signal,[1],ones(1,length(signal)));
[inputs,inputStates,layerStates,targets] = preparets(net,{},{},signalcells);
net.trainParam.showWindow = false;
net.trainparam.showCommandLine = false;
net.trainFcn = 'trainlm'; % Levenberg-Marquardt
net.performFcn = 'mse'; % Mean squared error
[net,tr] = train(net,inputs,targets,inputStates,layerStates);
next = net(inputs(end),inputStates,layerStates);
next = postprocess(next{1}, low, high); % post-process
next = (next+1)*last;
forecasted = [forecasted next];
end
figure(1);
plot(1:forperiod, forecasted, 'b', 1:forperiod, y(end-forperiod+1:end), 'r');
grid on;
Note:
The function 'preprocess' simply converts the data into logged % differences and 'postprocess' converts the logged % differences back for plotting. (Check EDIT for preprocess and postprocess code)
Results:
BLUE: Forecasted Values
RED: Actual Values
Can anyone tell me what I'm doing wrong here? Or perhaps recommend another method to achieve the desired results (lagless prediction of sinusoidal function, and eventually more chaotic timeseries)? Your help is very much appreciated.
EDIT:
It's been a few days now and I hope everyone has enjoyed their weekend. Since no solutions have emerged I've decided to post the code for the helper functions 'postprocess.m', 'preprocess.m', and their helper function 'normalize.m'. Maybe this will help get the ball rollin.
postprocess.m:
function data = postprocess(x, low, high)
% denormalize
logdata = (x+1)/2*(high-low)+low;
% inverse log data
sign = logdata./abs(logdata);
data = sign.*(exp(abs(logdata))-1);
end
preprocess.m:
function [y, low, high] = preprocess(x)
% differencing
diffs = diff(x);
% calc % changes
chngs = diffs./x(1:end-1,:);
% log data
sign = chngs./abs(chngs);
logdata = sign.*log(abs(chngs)+1);
% normalize logrets
high = max(max(logdata));
low = min(min(logdata));
y=[];
for i = 1:size(logdata,2)
y = [y normalize(logdata(:,i), -1, 1)];
end
end
normalize.m:
function Y = normalize(X,low,high)
%NORMALIZE Linear normalization of X between low and high values.
if length(X) <= 1
error('Length of X input vector must be greater than 1.');
end
mi = min(X);
ma = max(X);
Y = (X-mi)/(ma-mi)*(high-low)+low;
end
I didn't check you code, but made a similar test to predict sin() with NN. The result seems reasonable, without a lag. I think, your bug is somewhere in synchronization of predicted values with actual values.
Here is the code:
%% init & params
t = (-50 : 0.2 : 100)';
y = sin(t) + 0.5 * sin(t + pi / 3);
sigma = 0.2;
n_lags = 12;
hidden_layer_size = 15;
%% create net
net = fitnet(hidden_layer_size);
%% train
noise = sigma * randn(size(t));
y_train = y + noise;
out = circshift(y_train, -1);
out(end) = nan;
in = lagged_input(y_train, n_lags);
net = train(net, in', out');
%% test
noise = sigma * randn(size(t)); % new noise
y_test = y + noise;
in_test = lagged_input(y_test, n_lags);
out_test = net(in_test')';
y_test_predicted = circshift(out_test, 1); % sync with actual value
y_test_predicted(1) = nan;
%% plot
figure,
plot(t, [y, y_test, y_test_predicted], 'linewidth', 2);
grid minor; legend('orig', 'noised', 'predicted')
and the lagged_input() function:
function in = lagged_input(in, n_lags)
for k = 2 : n_lags
in = cat(2, in, circshift(in(:, end), 1));
in(1, k) = nan;
end
end