[人工智能学习日志]深度学习-股价预测LSTM案例2

来自bilibili课程LSTM IBM股价预测

1、导入库

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from sklearn.preprocessing import MinMaxScaler
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, LSTM, Dropout, GRU
from tensorflow.keras.optimizers import SGD

2、加载历史数据文件

dataset = pd.read_csv("datasets_8388_11883_IBM_2006-01-01_to_2018-01-01.csv", 
                       index_col='Date', parse_dates=['Date'])

划分为train_set和test_set

# 检查数据是否有缺失值
train_set = dataset[:'2016'].iloc[:, 1:2].values # 训练集，获取到第一列的数据
test_set = dataset['2017':].iloc[:,1:2].values # 测试集，获取到第一列的数据

3、定义显示函数

def plot_predictions(test_result, predict_restult):
    """
    test_result: 真实值
    predict_result: 预测值
    """
    plt.plot(test_result, color='red', label='IBM True Stock Price')
    plt.plot(predict_restult, color='blue', label="IMB prdicted Stock Price")
    plt.title("IBM Stock Price")
    plt.xlabel("Time")
    plt.ylabel("Stock Price")
    plt.legend() # 给图加上图例
    plt.show()

4、绘制训练集和测试集的数据

- 绘制曲线

dataset['High'][:"2016"].plot(figsize=(16, 4), legend=True)
dataset['High']["2017":].plot(figsize=(16, 4), legend=True)
plt.title("IBM Stock Price")
plt.legend(['Train set(before 2016)', 'Test set(after 2017)'])
plt.show()

- 数据归一化处理

# 正则化：将每一维的特征映射到指定的区间：【0，1】
sc = MinMaxScaler(feature_range=[0, 1])
train_set_scaled = sc.fit_transform(train_set)

- 划分数据集（分为特征集和标签集）

# 创建序列数据集（训练和测试）
# 60个时间步为一个样本，1个输出
X_train = []
y_train = []
for i in range(60, 2769):
    X_train.append(train_set_scaled[i-60:i, 0]) 
    y_train.append(train_set_scaled[i, 0])

X_train, y_train = np.array(X_train), np.array(y_train) # numpy类型变换

LSTM输入是’tensor’类型的输入

# LSTM的输入：(samples, sequence_length, features) 
# reshape: 训练集(2709,60)  ---> (2709, 60, 1)
X_train = np.reshape(X_train, (X_train.shape[0], X_train.shape[1], 1)) 

5、模型搭建

- 模型搭建

model = Sequential()
# LSTM 第一层
model.add(LSTM(128, return_sequences=True, input_shape=(X_train.shape[1], 1)))
model.add(Dropout(0.2))
# LSTM 第二层
model.add(LSTM(128, return_sequences=True))
model.add(Dropout(0.2))
# LSTM 第三层
model.add(LSTM(128))
model.add(Dropout(0.2))
# Dense层
model.add(Dense(units=1))

- 模型编译

# 模型编译
model.compile(optimizer='rmsprop', loss='mse')

- 模型训练

# 模型训练
model.fit(X_train, y_train, epochs=20, batch_size=32)

6、预测

dataset_total = pd.concat((dataset['High'][:"2016"], dataset['High']["2017":]), axis=0)
# 获取输入数据
inputs = dataset_total[len(dataset_total) - len(test_set) - 60:].values
# 归一化
inputs = inputs.reshape(-1, 1)
inputs = sc.transform(inputs)
# 准备测试集X_test,进行股价预测
X_test = []
for i in range(60, 311):
    X_test.append(inputs[i-60:i, 0])
    
X_test = np.array(X_test) # numpy 类型转换
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))

predict_test = model.predict(X_test) # 预测
predict_stock_price = sc.inverse_transform(predict_test) # 反归一化

# 绘制测试结果和预测结果
plot_predictions(test_set, predict_stock_price)