# R script to perform the Elman and Jordan neural network models with leave-one-out-cross-validation method


# load packages
library(RSNNS)
library(parallel)

# finding the optimal number of units in a Elman neural network hidden layer
min_size <- 5
max_size <- 25 
size <- seq(min_size,max_size)

#performing a leave-one-out-cross-validation method 
get_best_elman <- function(size)
{
  n <- length(y_train)
  mse <- 0
  for (a in 1:n)
  {
    x_train_loo <- x_train[-a,]
    y_train_loo <- y_train[-a]
    #The set.seed function is used to aid reproducibility
    set.seed(2018)
    fit <- elman(x_train_loo, y_train_loo, size = size, learnFuncParams = 0.75, maxit = 5000)
    pred <- predict(fit, x_train[a,])
    mse[a] <- (y_train[a] - pred)^2
    print(data.frame(cbind(size, a)))
  }
  mean_mse <- mean(mse)
  return(c(size, mean_mse))
}

# multicores on Linux
system.time(
  res_p <- mclapply(1:length(size), FUN = function(x) { get_best_elman(size[x])}, mc.cores = 12)
  )
df <- data.frame(matrix(unlist(res_p), ncol = 2, byrow = TRUE))
names(df) <- c("size", "mean_mse")
best_elman_model <- df[df[,2] == min(df[,2]),]
best_elman_model




# finding the optimal number of units in a Jordan neural network hidden layer
min_size <- 5
max_size <- 25 
size <- seq(min_size,max_size)

#performing a leave-one-out-cross-validation method 
get_best_jordan <- function(size)
{
  n <- length(y_train)
  mse <- 0
  for (a in 1:n)
  {
    x_train_loo <- x_train[-a,]
    y_train_loo <- y_train[-a]
    fit <- jordan(x_train_loo, y_train_loo, size = size, learnFuncParams = 0.55, maxit = 5000)
    pred <- predict(fit, x_train[a,])
    mse[a] <- (y_train[a] - pred)^2
    print(data.frame(cbind(size, a)))
  }
  mean_mse <- mean(mse)
  return(c(size, mean_mse))
}

# multicores on Linux
system.time(
  res_p <- mclapply(1:length(size), FUN = function(x) { get_best_jordan(size[x])}, mc.cores = 12)
  )
df <- data.frame(matrix(unlist(res_p), ncol = 2, byrow = TRUE))
names(df) <- c("size", "mean_mse")
best_jordan_model <- df[df[,2] == min(df[,2]),]
best_jordan_model