%RN Ndemo.m
%Demonstrate RNN 
clear all 
close all 
DATA1=[]; 
DATA2=[]; 
for i=1:1:100
t=sort(rand(1,3)); 
subplot(2,1,1) 
DATA1=[DATA1;[t(2) t(1) t(3)]]; 
plot([t(2) t(1) t(3)]) 
hold on 
subplot(2,1,2) 
DATA2=[DATA2;[t(1) t(3) t(2)]];
plot([t(1) t(3) t(2)]) 
hold on 
end
DATATRAIN=[DATA1(1:1:50,:); DATA2(1:1:50,:)];
DATATEST=[DATA1(51:1:100,:); DATA2(51:1:100,:)]; 
TARGETTRAIN=[ones(1,50) zeros(1,50)];
TARGETTEST=[ones(1,50) zeros(1,50)]; 
W=randn(2,2)*1;
V=randn(3,1)*1;
JCOL=[];
LR=0.05;
for j=1:1:5000
for i=1:1:size(DATATRAIN,1)
%Forward 
out0=0; 
h11=logsig(out0*W(1,1)+DATATRAIN(i,1)*W(2,1));
h21=logsig(out0*W(1,2)+DATATRAIN(i,1)*W(2,2)); 
out1=logsig(h11*V(1)+h21*V(2)+V(3));
h12=logsig(out1*W(1,1)+DATATRAIN(i,2)*W(2,1));
h22=logsig(out1*W(1,2)+DATATRAIN(i,2)*W(2,2));
out2=logsig(h12*V(1)+h22*V(2)+V(3));
h13=logsig(out2*W(1,1)+DATATRAIN(i,3)*W(2,1));
h23=logsig(out2*W(1,2)+DATATRAIN(i,3)*W(2,2));
out3=logsig(h13*V(1)+h23*V(2)+V(3));
%Backward 
gradatout3=TARGETTRAIN(i)-out3;
V(1)=V(1)+LR*gradatout3*h13;
V(2)=V(1)+LR*gradatout3*h23;
V(3)=V(3)+LR*gradatout3;
W(1,1)=W(1,1)+LR*gradatout3*V(1)*h13*(1-h13)*out2;
W(1,2)=W(1,2)+LR*gradatout3*V(2)*h23*(1-h23)*out2;
W(2,1)=W(2,1)+LR*gradatout3*V(1)*h13*(1-h13)* DATATRAIN(i,3);
W(2,2)=W(2,2)+LR*gradatout3*V(2)*h23*(1-h23)* DATATRAIN(i,3);
gradatout2=gradatout3*(V(1)*h13*(1-h13)*W(1,1)+ V(2)*h23*(1-h23)*W(1,2))*out2*(1-out2);
V(1)=V(1)+LR*gradatout2*h12;
V(2)=V(1)+LR*gradatout2*h22; 
V(3)=V(3)+LR*gradatout2; 
W(1,1)=W(1,1)+LR*gradatout2*V(1)*h12*(1-h12)*out1; 
W(1,2)=W(1,2)+LR*gradatout2*V(2)*h22*(1-h22)*out1;
W(2,1)=W(2,1)+LR*gradatout2*V(1)*h12*(1-h12)* DATATRAIN(i,2); 
W(2,2)=W(2,2)+LR*gradatout2*V(2)*h22*(1-h22)* DATATRAIN(i,2);
gradatout1=gradatout2*(V(1)*h12*(1-h12)*W(1,1)+V(2)*h22*(1-h22)*W(1,2))*out1*(1-out1);
V(1)=V(1)+LR*gradatout1*h11; 
V(2)=V(1)+LR*gradatout1*h21;
V(3)=V(3)+LR*gradatout1;
W(1,1)=W(1,1)+LR*gradatout1*V(1)*h11*(1-h11)*out0;
W(1,2)=W(1,2)+LR*gradatout1*V(2)*h21*(1-h21)*out0; 
W(2,1)=W(2,1)+LR*gradatout1*V(1)*h11*(1-h11)* DATATRAIN(i,1);
W(2,2)=W(2,2)+LR*gradatout1*V(2)*h21*(1-h21)* DATATRAIN(i,1);
end
EST=[]; 
for i=1:1:size(DATATRAIN,1)
    %Forward 
    out0=0; 
    h11=logsig(out0*W(1,1)+DATATRAIN(i,1)*W(2,1));
    h21=logsig(out0*W(1,2)+DATATRAIN(i,1)*W(2,2));
    out1=logsig(h11*V(1)+h21*V(2)+V(3)); 
    h12=logsig(out1*W(1,1)+DATATRAIN(i,2)*W(2,1));
    h22=logsig(out1*W(1,2)+DATATRAIN(i,2)*W(2,2)); 
    out2=logsig(h12*V(1)+h22*V(2)+V(3));
    h13=logsig(out2*W(1,1)+DATATRAIN(i,3)*W(2,1));
    h23=logsig(out2*W(1,2)+DATATRAIN(i,3)*W(2,2));
    out3=logsig(h13*V(1)+h23*V(2)+V(3));
    EST=[EST out3];
end
EST=EST';
JCOL=[JCOL -1*sum(sum(TARGETTRAIN.*log(EST')))];
end
figure
plot(JCOL)
ESTTEST=[];
for i=1:1:size(DATATEST,1)
    %Forward 
    out0=0; 
    h11=logsig(out0*W(1,1)+DATATEST(i,1)*W(2,1));
    h21=logsig(out0*W(1,2)+DATATEST(i,1)*W(2,2)); 
    out1=logsig(h11*V(1)+h21*V(2)+V(3)); 
    h12=logsig(out1*W(1,1)+DATATEST(i,2)*W(2,1)); 
    h22=logsig(out1*W(1,2)+DATATEST(i,2)*W(2,2)); 
    out2=logsig(h12*V(1)+h22*V(2)+V(3)); 
    h13=logsig(out2*W(1,1)+DATATEST(i,3)*W(2,1)); 
    h23=logsig(out2*W(1,2)+DATATEST(i,3)*W(2,2)); 
    out3=logsig(h13*V(1)+h23*V(2)+V(3)); 
    ESTTEST=[ESTTEST out3]; 
end
figure 
subplot(2,1,1) 
plot(TARGETTEST,'r')
subplot(2,1,2) 
plot(ESTTEST,'b')