浏览前5行数据
print(dataset.head(5))
save to file
dataset.to_csv(‘pollution.csv’)
加载了“pollution.csv”文件，并对除了类别型特性“风速”的每一列数据分别绘图。
dataset = pd.read_csv(‘pollution.csv’, header=0, index_col=0)
values = dataset.values
specify columns to plot
groups = [0, 1, 2, 3, 5, 6, 7]
i = 1
plot each column
pyplot.figure(figsize=(10, 10))
for group in groups:
pyplot.subplot(len(groups), 1, i)
pyplot.plot(values[:, group])
pyplot.title(dataset.columns[group], y=0.5, loc=‘right’)
i += 1
pyplot.show()
运行上面的代码，并对7个变量在5年的范围内绘图。 
利用sklearn的预处理模块对类别特征“风向”进行编码，当然也可以对该特征进行one-hot编码。 接着对所有的特征进行归一化处理，然后将数据集转化为有监督学习问题，同时将需要预测的当前时刻（t）的天气条件特征移除，代码如下：
def series_to_supervised(data, n_in=1, n_out=1, dropnan=True):
convert series to supervised learning
n_vars = 1 if type(data) is list else data.shape[1]
df = pd.DataFrame(data)
cols, names = list(), list()
input sequence (t-n, … t-1)
for i in range(n_in, 0, -1):
cols.append(df.shift(i))
names += [(‘var%d(t-%d)’ % (j + 1, i)) for j in range(n_vars)]
forecast sequence (t, t+1, … t+n)
for i in range(0, n_out):
cols.append(df.shift(-i))
if i == 0:
names += [(‘var%d(t)’ % (j + 1)) for j in range(n_vars)]
else:
names += [(‘var%d(t+%d)’ % (j + 1, i)) for j in range(n_vars)]
put it all together
agg = pd.concat(cols, axis=1)
agg.columns = names
drop rows with NaN values
if dropnan:
agg.dropna(inplace=True)
return agg
load dataset
dataset = pd.read_csv(‘pollution.csv’, header=0, index_col=0)
values = dataset.values
integer encode direction
encoder = LabelEncoder()
print(values[:, 4])
values[:, 4] = encoder.fit_transform(values[:, 4])
print(values[:, 4])
ensure all data is float
values = values.astype(‘float32’)
normalize features
scaler = MinMaxScaler(feature_range=(0, 1))
scaled = scaler.fit_transform(values)
frame as supervised learning
reframed = series_to_supervised(scaled, 1, 1)
drop columns we don’t want to predict
reframed.drop(reframed.columns[[9, 10, 11, 12, 13, 14, 15]], axis=1, inplace=True)
print(reframed.head())
首先，我们需要将处理后的数据集划分为训练集和测试集。为了加速模型的训练，我们仅利用第一年数据进行训练，然后利用剩下的4年进行评估。
下面的代码将数据集进行划分，然后将训练集和测试集划分为输入和输出变量，最终将输入（X）改造为LSTM的输入格式，即[samples,timesteps,features]。
split into train and test sets
values = reframed.values
n_train_hours = 365 * 24
train = values[:n_train_hours, :]
test = values[n_train_hours:, :]
split into input and outputs
train_X, train_y = train[:, :-1], train[:, -1]
test_X, test_y = test[:, :-1], test[:, -1]
reshape input to be 3D [samples, timesteps, features]
train_X = train_X.reshape((train_X.shape[0], 1, train_X.shape[1]))
test_X = test_X.reshape((test_X.shape[0], 1, test_X.shape[1]))
print(train_X.shape, train_y.shape, test_X.shape, test_y.shape)
运行上述代码打印训练集和测试集的输入输出格式，其中9K小时数据作训练集，35K小时数据作测试集。
(8760, 1, 8) (8760,) (35039, 1, 8) (35039,)
现在可以搭建LSTM模型了。 LSTM模型中，隐藏层有50个神经元，输出层1个神经元（回归问题），输入变量是一个时间步（t-1）的特征，损失函数采用Mean Absolute Error(MAE)，优化算法采用Adam，模型采用50个epochs并且每个batch的大小为72。
最后，在fit()函数中设置validation_data参数，记录训练集和测试集的损失，并在完成训练和测试后绘制损失图。
checkpointer = ModelCheckpoint(filepath=‘best_model.hdf5’, monitor=‘val_loss’, verbose=1, save_best_only=True,
mode=‘min’)
reduce = ReduceLROnPlateau(monitor=‘val_loss’, patience=10, verbose=1, factor=0.5, min_lr=1e-6)
model = Sequential()
model.add(LSTM(50, input_shape=(train_X.shape[1], train_X.shape[2])))
model.add(Dense(1))
model.compile(loss=‘mae’, optimizer=‘adam’)
fit network
history = model.fit(train_X, train_y, epochs=300, batch_size=64, validation_data=(test_X, test_y), verbose=1,
callbacks=[checkpointer, reduce],
shuffle=True)
plot history
pyplot.plot(history.history[‘loss’], label=‘train’)
pyplot.plot(history.history[‘val_loss’], label=‘test’)
pyplot.legend()
pyplot.show()
接下里我们对模型效果进行评估。
值得注意的是：需要将预测结果和部分测试集数据组合然后进行比例反转（invert the scaling），同时也需要将测试集上的预期值也进行比例转换。
（We combine the forecast with the test dataset and invert the scaling. We also invert scaling on the test dataset with the expected pollution numbers.）
至于在这里为什么进行比例反转，是因为我们将原始数据进行了预处理（连同输出值y），此时的误差损失计算是在处理之后的数据上进行的，为了计算在原始比例上的误差需要将数据进行转化。同时笔者有个小Tips：就是反转时的矩阵大小一定要和原来的大小（shape）完全相同，否则就会报错。
通过以上处理之后，再结合RMSE（均方根误差）计算损失。
yhat = model.predict(test_X)
test_X = test_X.reshape((test_X.shape[0], test_X.shape[2]))
invert scaling for forecast
inv_yhat = concatenate((yhat, test_X[:, 1:]), axis=1)
inv_yhat = scaler.inverse_transform(inv_yhat)
inv_yhat = inv_yhat[:, 0]
invert scaling for actual
inv_y = scaler.inverse_transform(test_X)
inv_y = inv_y[:, 0]
calculate RMSE
rmse = sqrt(mean_squared_error(inv_y, inv_yhat))
print(‘Test RMSE: %.3f’ % rmse)
import pandas as pd
from datetime import datetime
from matplotlib import pyplot
from sklearn.preprocessing import LabelEncoder, MinMaxScaler
from sklearn.metrics import mean_squared_error
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense
from tensorflow.keras.layers import LSTM
from numpy import concatenate
from math import sqrt
load data
def parse(x):
return datetime.strptime(x, ‘%Y %m %d %H’)
def read_raw():
dataset = pd.read_csv(‘raw.csv’, parse_dates=[[‘year’, ‘month’, ‘day’, ‘hour’]], index_col=0, date_parser=parse)
dataset.drop(‘No’, axis=1, inplace=True)
manually specify column names
dataset.columns = [‘pollution’, ‘dew’, ‘temp’, ‘press’, ‘wnd_dir’, ‘wnd_spd’, ‘snow’, ‘rain’]
dataset.index.name = ‘date’
mark all NA values with 0
dataset[‘pollution’].fillna(0, inplace=True)
drop the first 24 hours
dataset = dataset[24:]
summarize first 5 rows
print(dataset.head(5))
save to file
dataset.to_csv(‘pollution.csv’)
def drow_pollution():
dataset = pd.read_csv(‘pollution.csv’, header=0, index_col=0)
values = dataset.values
specify columns to plot
groups = [0, 1, 2, 3, 5, 6, 7]
i = 1
plot each column
pyplot.figure(figsize=(10, 10))
for group in groups:
pyplot.subplot(len(groups), 1, i)
pyplot.plot(values[:, group])
pyplot.title(dataset.columns[group], y=0.5, loc=‘right’)
i += 1
pyplot.show()
def series_to_supervised(data, n_in=1, n_out=1, dropnan=True):
convert series to supervised learning
n_vars = 1 if type(data) is list else data.shape[1]
df = pd.DataFrame(data)
cols, names = list(), list()
input sequence (t-n, … t-1)
for i in range(n_in, 0, -1):
cols.append(df.shift(i))
names += [(‘var%d(t-%d)’ % (j + 1, i)) for j in range(n_vars)]
forecast sequence (t, t+1, … t+n)
for i in range(0, n_out):
cols.append(df.shift(-i))
if i == 0:
names += [(‘var%d(t)’ % (j + 1)) for j in range(n_vars)]
else:
names += [(‘var%d(t+%d)’ % (j + 1, i)) for j in range(n_vars)]
put it all together
agg = pd.concat(cols, axis=1)
agg.columns = names
drop rows with NaN values
if dropnan:
agg.dropna(inplace=True)
return agg
def cs_to_sl():
load dataset
dataset = pd.read_csv(‘pollution.csv’, header=0, index_col=0)
values = dataset.values
integer encode direction
encoder = LabelEncoder()
print(values[:, 4])
values[:, 4] = encoder.fit_transform(values[:, 4])
print(values[:, 4])
ensure all data is float
values = values.astype(‘float32’)
normalize features
scaler = MinMaxScaler(feature_range=(0, 1))
scaled = scaler.fit_transform(values)
frame as supervised learning
reframed = series_to_supervised(scaled, 1, 1)
drop columns we don’t want to predict
reframed.drop(reframed.columns[[9, 10, 11, 12, 13, 14, 15]], axis=1, inplace=True)
print(reframed.head())
return reframed, scaler
def train_test(reframed):
split into train and test sets
values = reframed.values
n_train_hours = 365 * 24
train = values[:n_train_hours, :]
test = values[n_train_hours:, :]
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