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文章目录:
1)导入算法依赖
利用LSTM对天气温度进行预测
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from keras.layers import Bidirectional
from scipy.ndimage import gaussian_filter1d
from scipy.signal import medfilt
import matplotlib.pyplot as plt
import pandas as pd
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error
from sklearn.metrics import r2_score
from numpy import array
font = {'family' : 'Arial', 'weight' : 'normal','size' : 10}
plt.rc('font', **font)
2)设置参数
n_timestamp = 10
train_days = 1500
testing_days = 500
n_epochs = 25
filter_on = 1
# 选择模型类型
# 1: Single cell
# 2: Stacked
# 3: Bidirectional
#
model_type = 1
3)读取数据
dataset = pd.read_csv('data/weather_temperature_yilan.csv')
if filter_on == 1:
dataset['Temperature'] = medfilt(dataset['Temperature'], 3)
dataset['Temperature'] = gaussian_filter1d(dataset['Temperature'], 1.2)
4)处理数据
train_set = dataset[0:train_days].reset_index(drop=True)
test_set = dataset[train_days: train_days+testing_days].reset_index(drop=True)
training_set = train_set.iloc[:, 1:2].values
testing_set = test_set.iloc[:, 1:2].values
sc = MinMaxScaler(feature_range = (0, 1))
training_set_scaled = sc.fit_transform(training_set)
testing_set_scaled = sc.fit_transform(testing_set)
def data_split(sequence, n_timestamp):
X = []
y = []
for i in range(len(sequence)):
end_ix = i + n_timestamp
if end_ix > len(sequence)-1:
break
# i to end_ix as input
# end_ix as target output
seq_x, seq_y = sequence[i:end_ix], sequence[end_ix]
X.append(seq_x)
y.append(seq_y)
return array(X), array(y)
X_train, y_train = data_split(training_set_scaled, n_timestamp)
X_train = X_train.reshape(X_train.shape[0], X_train.shape[1], 1)
X_test, y_test = data_split(testing_set_scaled, n_timestamp)
X_test = X_test.reshape(X_test.shape[0], X_test.shape[1], 1)
if model_type == 1:
# Single cell LSTM
model = Sequential()
model.add(LSTM(units = 50, activation='relu',input_shape = (X_train.shape[1], 1)))
model.add(Dense(units = 1))
if model_type == 2:
# Stacked LSTM
model = Sequential()
model.add(LSTM(50, activation='relu', return_sequences=True, input_shape=(X_train.shape[1], 1)))
model.add(LSTM(50, activation='relu'))
model.add(Dense(1))
if model_type == 3:
# Bidirectional LSTM
model = Sequential()
model.add(Bidirectional(LSTM(50, activation='relu'), input_shape=(X_train.shape[1], 1)))
model.add(Dense(1))
5)训练模型
model.compile(optimizer = 'adam', loss = 'mean_squared_error')
history = model.fit(X_train, y_train, epochs = n_epochs, batch_size = 32)
loss = history.history['loss']
epochs = range(len(loss))
Epoch 1/25 47/47 [==============================] - 4s 18ms/step - loss: 0.1637 Epoch 2/25 47/47 [==============================] - 1s 17ms/step - loss: 0.0119 Epoch 3/25 47/47 [==============================] - 1s 17ms/step - loss: 0.0104 Epoch 4/25 47/47 [==============================] - 1s 17ms/step - loss: 0.0099 Epoch 5/25 47/47 [==============================] - 1s 19ms/step - loss: 0.0098 Epoch 6/25 47/47 [==============================] - 1s 20ms/step - loss: 0.0094 Epoch 7/25 47/47 [==============================] - 1s 16ms/step - loss: 0.0089 Epoch 8/25 47/47 [==============================] - 1s 18ms/step - loss: 0.0084 Epoch 9/25 47/47 [==============================] - 1s 16ms/step - loss: 0.0079 Epoch 10/25 47/47 [==============================] - 1s 17ms/step - loss: 0.0073 Epoch 11/25 47/47 [==============================] - 1s 16ms/step - loss: 0.0067 Epoch 12/25 47/47 [==============================] - 1s 16ms/step - loss: 0.0065 Epoch 13/25 47/47 [==============================] - 1s 16ms/step - loss: 0.0058
6)预测数据
y_predicted = model.predict(X_test)
#
# 'De-normalize' the data
#
y_predicted_descaled = sc.inverse_transform(y_predicted)
y_train_descaled = sc.inverse_transform(y_train)
y_test_descaled = sc.inverse_transform(y_test)
y_pred = y_predicted.ravel()
y_pred = [round(yx, 2) for yx in y_pred]
y_tested = y_test.ravel()
7)结果展示
plt.figure(figsize=(8,7))
plt.subplot(3, 1, 1)
plt.plot(dataset['Temperature'], color = 'black', linewidth=1, label = 'True value')
plt.ylabel("Temperature")
plt.xlabel("Day")
plt.title("All data")
plt.subplot(3, 2, 3)
plt.plot(y_test_descaled, color = 'black', linewidth=1, label = 'True value')
plt.plot(y_predicted_descaled, color = 'red', linewidth=1, label = 'Predicted')
plt.legend(frameon=False)
plt.ylabel("Temperature")
plt.xlabel("Day")
plt.title("Predicted data (n days)")
plt.subplot(3, 2, 4)
plt.plot(y_test_descaled[0:75], color = 'black', linewidth=1, label = 'True value')
plt.plot(y_predicted_descaled[0:75], color = 'red', label = 'Predicted')
plt.legend(frameon=False)
plt.ylabel("Temperature")
plt.xlabel("Day")
plt.title("Predicted data (first 75 days)")
plt.subplot(3, 3, 7)
plt.plot(epochs, loss, color='black')
plt.ylabel("Loss (MSE)")
plt.xlabel("Epoch")
plt.title("Training curve")
plt.subplot(3, 3, 8)
plt.plot(y_test_descaled-y_predicted_descaled, color='black')
plt.ylabel("Residual")
plt.xlabel("Day")
plt.title("Residual plot")
plt.subplot(3, 3, 9)
plt.scatter(y_predicted_descaled, y_test_descaled, s=2, color='black')
plt.ylabel("Y true")
plt.xlabel("Y predicted")
plt.title("Scatter plot")
plt.subplots_adjust(hspace = 0.5, wspace=0.3)
plt.show()
mse = mean_squared_error(y_test_descaled, y_predicted_descaled)
r2 = r2_score(y_test_descaled, y_predicted_descaled)
print("mse=" + str(round(mse,2)))
print("r2=" + str(round(r2,2)))
8)源码和数据位置
https://github.com/zhangyu345293721/pythonstudy/tree/master/tensorflow_demo/LSTM时间序列预测.ipynb