第十五章双向LSTM时间预测

本文介绍了如何使用Python和TensorFlow构建双向LSTM神经网络进行时间序列预测,包括一个使用LR_scheduler动态调整学习率的模型和一个保持固定学习率的模型。实验展示了两种情况下预测结果和误差的对比。
摘要由CSDN通过智能技术生成

#从网上下载数据集生成时间序列
#搭建两个RNN神经网络,一个使用LR_scheduler机制调整学习率,另一个不做处理
#展示预测结果

import numpy as np
import matplotlib.pyplot as plt
def plot_series(time, series, format="-", start=0, end=None):
    plt.plot(time[start:end], series[start:end], format)
    plt.xlabel("Time")
    plt.ylabel("Value")
    plt.grid(True)
!wget --no-check-certificate \
    https://storage.googleapis.com/laurencemoroney-blog.appspot.com/Sunspots.csv \
    -O /tmp/sunspots.csv

# 从网上下载数据集生成时间序列
import csv
time_step = []
sunspots = []

with open('/tmp/sunspots.csv') as csvfile:
  reader = csv.reader(csvfile, delimiter=',')
  next(reader)
  for row in reader:
    sunspots.append(float(row[2]))
    time_step.append(int(row[0]))

series = np.array(sunspots)
time = np.array(time_step)
plt.figure(figsize=(10, 6))
plot_series(time, series)

在这里插入图片描述

series = np.array(sunspots)
time = np.array(time_step)
plt.figure(figsize=(10, 6))
plot_series(time, series)

在这里插入图片描述

split_time = 3000
time_train = time[:split_time]
x_train = series[:split_time]
time_valid = time[split_time:]
x_valid = series[split_time:]

window_size = 30
batch_size = 32
shuffle_buffer_size = 1000
def windowed_dataset(series, window_size, batch_size, shuffle_buffer):
    series = tf.expand_dims(series, axis=-1)
    ds = tf.data.Dataset.from_tensor_slices(series)
    ds = ds.window(window_size + 1, shift=1, drop_remainder=True)
    ds = ds.flat_map(lambda w: w.batch(window_size + 1))
    ds = ds.shuffle(shuffle_buffer)
    ds = ds.map(lambda w: (w[:-1], w[1:]))
    return ds.batch(batch_size).prefetch(1)
def model_forecast(model, series, window_size):
    ds = tf.data.Dataset.from_tensor_slices(series)
    ds = ds.window(window_size, shift=1, drop_remainder=True)
    ds = ds.flat_map(lambda w: w.batch(window_size))
    ds = ds.batch(32).prefetch(1)
    forecast = model.predict(ds)
    return forecast
# 搭建RNN神经网络,使用LR_scheduler机制调整学习率
tf.keras.backend.clear_session()
tf.random.set_seed(51)
np.random.seed(51)
window_size = 64
batch_size = 256
train_set = windowed_dataset(x_train, window_size, batch_size, shuffle_buffer_size)
print(train_set)
print(x_train.shape)

model = tf.keras.models.Sequential([
  tf.keras.layers.Conv1D(filters=32, kernel_size=5,
                      strides=1, padding="causal",
                      activation="relu",
                      input_shape=[None, 1]),
  tf.keras.layers.LSTM(64, return_sequences=True),
  tf.keras.layers.LSTM(64, return_sequences=True),
  tf.keras.layers.Dense(30, activation="relu"),
  tf.keras.layers.Dense(10, activation="relu"),
  tf.keras.layers.Dense(1),
  tf.keras.layers.Lambda(lambda x: x * 400)
])

lr_schedule = tf.keras.callbacks.LearningRateScheduler(
    lambda epoch: 1e-8 * 10**(epoch / 20))
optimizer = tf.keras.optimizers.SGD(lr=1e-8, momentum=0.9)
model.compile(loss=tf.keras.losses.Huber(),
              optimizer=optimizer,
              metrics=["mae"])
history = model.fit(train_set, epochs=100, callbacks=[lr_schedule])

在这里插入图片描述

plt.semilogx(history.history["lr"], history.history["loss"])
plt.axis([1e-8, 1e-4, 0, 60])
# 搭建RNN神经网络,使对学习率不作处理
tf.keras.backend.clear_session()
tf.random.set_seed(51)
np.random.seed(51)
train_set = windowed_dataset(x_train, window_size=60, batch_size=100, shuffle_buffer=shuffle_buffer_size)
model = tf.keras.models.Sequential([
  tf.keras.layers.Conv1D(filters=60, kernel_size=5,
                      strides=1, padding="causal",
                      activation="relu",
                      input_shape=[None, 1]),
  tf.keras.layers.LSTM(60, return_sequences=True),
  tf.keras.layers.LSTM(60, return_sequences=True),
  tf.keras.layers.Dense(30, activation="relu"),
  tf.keras.layers.Dense(10, activation="relu"),
  tf.keras.layers.Dense(1),
  tf.keras.layers.Lambda(lambda x: x * 400)
])


optimizer = tf.keras.optimizers.SGD(lr=1e-5, momentum=0.9)
model.compile(loss=tf.keras.losses.Huber(),
              optimizer=optimizer,
              metrics=["mae"])
history = model.fit(train_set,epochs=100)
# 展示预测结果,计算误差loss和平均绝对误差MAE
rnn_forecast = model_forecast(model, series[..., np.newaxis], window_size)
rnn_forecast = rnn_forecast[split_time - window_size:-1, -1, 0]
plt.figure(figsize=(10, 6))
plot_series(time_valid, x_valid)
plot_series(time_valid, rnn_forecast)
tf.keras.metrics.mean_absolute_error(x_valid, rnn_forecast).numpy()
import matplotlib.image  as mpimg
import matplotlib.pyplot as plt

#-----------------------------------------------------------
# Retrieve a list of list results on training and test data
# sets for each training epoch
#-----------------------------------------------------------
loss=history.history['loss']

epochs=range(len(loss)) # Get number of epochs


#------------------------------------------------
# Plot training and validation loss per epoch
#------------------------------------------------
plt.plot(epochs, loss, 'r')
plt.title('Training loss')
plt.xlabel("Epochs")
plt.ylabel("Loss")
plt.legend(["Loss"])

plt.figure()                                            



zoomed_loss = loss[20:]
zoomed_epochs = range(200,500)


#------------------------------------------------
# Plot training and validation loss per epoch
#------------------------------------------------
plt.plot(zoomed_epochs, zoomed_loss, 'r')
plt.title('Training loss')
plt.xlabel("Epochs")
plt.ylabel("Loss")
plt.legend(["Loss"])

plt.figure()
print(rnn_forecast)

双向LSTM时间预测:

# 模拟生成时间序列
# 模拟生成数据集
# 搭建两个LSTM神经网络,一个使用LR_scheduler机制调整学习率,另一个不做处理
# 结果对比,计算误差loss和平均绝对误差MAE
!pip install tf-nightly-2.0-preview
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
print(tf.__version__)

在这里插入图片描述

# 模拟生成时间序列
def plot_series(time, series, format="-", start=0, end=None):
    plt.plot(time[start:end], series[start:end], format)
    plt.xlabel("Time")
    plt.ylabel("Value")
    plt.grid(True)

def trend(time, slope=0):
    return slope * time

def seasonal_pattern(season_time):
    """Just an arbitrary pattern, you can change it if you wish"""
    return np.where(season_time < 0.4,
                    np.cos(season_time * 2 * np.pi),
                    1 / np.exp(3 * season_time))

def seasonality(time, period, amplitude=1, phase=0):
    """Repeats the same pattern at each period"""
    season_time = ((time + phase) % period) / period
    return amplitude * seasonal_pattern(season_time)

def noise(time, noise_level=1, seed=None):
    rnd = np.random.RandomState(seed)
    return rnd.randn(len(time)) * noise_level

time = np.arange(4 * 365 + 1, dtype="float32")
baseline = 10
series = trend(time, 0.1)  
baseline = 10
amplitude = 40
slope = 0.05
noise_level = 5

# Create the series
series = baseline + trend(time, slope) + seasonality(time, period=365, amplitude=amplitude)
# Update with noise
series += noise(time, noise_level, seed=42)

split_time = 1000
time_train = time[:split_time]
x_train = series[:split_time]
time_valid = time[split_time:]
x_valid = series[split_time:]

window_size = 20
batch_size = 32
shuffle_buffer_size = 1000

在这里插入图片描述

# 模拟生成数据集
def windowed_dataset(series, window_size, batch_size, shuffle_buffer):
  dataset = tf.data.Dataset.from_tensor_slices(series)
  dataset = dataset.window(window_size + 1, shift=1, drop_remainder=True)
  dataset = dataset.flat_map(lambda window: window.batch(window_size + 1))
  dataset = dataset.shuffle(shuffle_buffer).map(lambda window: (window[:-1], window[-1]))
  dataset = dataset.batch(batch_size).prefetch(1)
  return dataset

# 搭建双向LSTM神经网络,使用LR_scheduler机制调整学习率

tf.keras.backend.clear_session()
tf.random.set_seed(51)
np.random.seed(51)

tf.keras.backend.clear_session()
dataset = windowed_dataset(x_train, window_size, batch_size, shuffle_buffer_size)

model = tf.keras.models.Sequential([
  tf.keras.layers.Lambda(lambda x: tf.expand_dims(x, axis=-1),
                      input_shape=[None]),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32, return_sequences=True)),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32)),
  tf.keras.layers.Dense(1),
  tf.keras.layers.Lambda(lambda x: x * 100.0)
])

lr_schedule = tf.keras.callbacks.LearningRateScheduler(
    lambda epoch: 1e-8 * 10**(epoch / 20))
optimizer = tf.keras.optimizers.SGD(lr=1e-8, momentum=0.9)
model.compile(loss=tf.keras.losses.Huber(),
              optimizer=optimizer,
              metrics=["mae"])
history = model.fit(dataset, epochs=100, callbacks=[lr_schedule])

在这里插入图片描述
在这里插入图片描述
在这里插入图片描述

plt.semilogx(history.history["lr"], history.history["loss"])
plt.axis([1e-8, 1e-4, 0, 30])

在这里插入图片描述
在这里插入图片描述

# 搭建双向LSTM神经网络,对学习率不作处理
tf.keras.backend.clear_session()
tf.random.set_seed(51)
np.random.seed(51)

tf.keras.backend.clear_session()
dataset = windowed_dataset(x_train, window_size, batch_size, shuffle_buffer_size)

model = tf.keras.models.Sequential([
  tf.keras.layers.Lambda(lambda x: tf.expand_dims(x, axis=-1),
                      input_shape=[None]),
   tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32, return_sequences=True)),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32)),
  tf.keras.layers.Dense(1),
  tf.keras.layers.Lambda(lambda x: x * 100.0)
])


model.compile(loss="mse", optimizer=tf.keras.optimizers.SGD(lr=1e-5, momentum=0.9),metrics=["mae"])
history = model.fit(dataset,epochs=100,verbose=0)

在这里插入图片描述

forecast = []
results = []
for time in range(len(series) - window_size):
  forecast.append(model.predict(series[time:time + window_size][np.newaxis]))

forecast = forecast[split_time-window_size:]
results = np.array(forecast)[:, 0, 0]


plt.figure(figsize=(10, 6))

plot_series(time_valid, x_valid)
plot_series(time_valid, results)

在这里插入图片描述

# 结果对比,计算误差loss和平均绝对误差MAE
tf.keras.metrics.mean_absolute_error(x_valid, results).numpy()

7.344548

在这里插入图片描述

import matplotlib.image  as mpimg
import matplotlib.pyplot as plt

#-----------------------------------------------------------
# Retrieve a list of list results on training and test data
# sets for each training epoch
#-----------------------------------------------------------
mae=history.history['mae']
loss=history.history['loss']

epochs=range(len(loss)) # Get number of epochs

#------------------------------------------------
# Plot MAE and Loss
#------------------------------------------------
plt.plot(epochs, mae, 'r')
plt.plot(epochs, loss, 'b')
plt.title('MAE and Loss')
plt.xlabel("Epochs")
plt.ylabel("Accuracy")
plt.legend(["MAE", "Loss"])

plt.figure()

epochs_zoom = epochs[20:]
mae_zoom = mae[20:]
loss_zoom = loss[20:]

#------------------------------------------------
# Plot Zoomed MAE and Loss
#------------------------------------------------
plt.plot(epochs_zoom, mae_zoom, 'r')
plt.plot(epochs_zoom, loss_zoom, 'b')
plt.title('MAE and Loss')
plt.xlabel("Epochs")
plt.ylabel("Accuracy")
plt.legend(["MAE", "Loss"])

plt.figure()

在这里插入图片描述
在这里插入图片描述

# 调整不同的学习率和神经网络层数来训练
tf.keras.backend.clear_session()
dataset = windowed_dataset(x_train, window_size, batch_size, shuffle_buffer_size)

model = tf.keras.models.Sequential([
  tf.keras.layers.Lambda(lambda x: tf.expand_dims(x, axis=-1),
                      input_shape=[None]),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32, return_sequences=True)),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32)),
  tf.keras.layers.Dense(1),
  tf.keras.layers.Lambda(lambda x: x * 100.0)
])


model.compile(loss="mse", optimizer=tf.keras.optimizers.SGD(lr=1e-6, momentum=0.9))
model.fit(dataset,epochs=100, verbose=0)
tf.keras.backend.clear_session()
dataset = windowed_dataset(x_train, window_size, batch_size, shuffle_buffer_size)

model = tf.keras.models.Sequential([
  tf.keras.layers.Lambda(lambda x: tf.expand_dims(x, axis=-1),
                      input_shape=[None]),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32, return_sequences=True)),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32, return_sequences=True)),
  tf.keras.layers.Bidirectional(tf.keras.layers.LSTM(32)),
  tf.keras.layers.Dense(1),
  tf.keras.layers.Lambda(lambda x: x * 100.0)
])


model.compile(loss="mse", optimizer=tf.keras.optimizers.SGD(lr=1e-6, momentum=0.9))
model.fit(dataset,epochs=100)

在这里插入图片描述

双向 LSTM 是一种循环神经网络(RNN)的变体,在处理序列数据时表现出色。PyTorch 是一种广泛使用的深度学习框架,它提供了便捷的工具和函数来构建和训练神经网络模型。 使用 PyTorch 来进行双向 LSTM 的回归预测非常简单。首先,我们需要导入 PyTorch 的相关库: ```python import torch import torch.nn as nn import torch.optim as optim ``` 接下来,我们需要定义一个双向 LSTM 模型的类,可以继承自 PyTorch 的 nn.Module 类。在该类中,我们需要定义模型的初始化方法、前向传播方法和初始化隐藏状态的方法。 ```python class BiLSTM(nn.Module): def __init__(self, input_size, hidden_size, output_size): super(BiLSTM, self).__init__() self.hidden_size = hidden_size self.lstm = nn.LSTM(input_size, hidden_size, bidirectional=True) self.linear = nn.Linear(hidden_size*2, output_size) def forward(self, sequence): outputs, _ = self.lstm(sequence) prediction = self.linear(outputs[-1]) return prediction def init_hidden(self): return (torch.zeros(2, 1, self.hidden_size), torch.zeros(2, 1, self.hidden_size)) ``` 在这个双向 LSTM 模型中,我们使用了一个 LSTM 层,它将输入序列作为输入,并返回每个时间步的输出序列。我们还通过一个线性层将最后一个时间步的输出转换为预测结果。 接下来,我们可以定义数据集和训练过程。在这里,我们假设有一个包含多个序列的训练集和相应的目标值。我们可以使用均方误差(MSE)作为损失函数,使用随机梯度下降(SGD)作为优化器。 ```python # 定义训练集和目标值 train_sequences = ... train_targets = ... # 定义模型 model = BiLSTM(input_size, hidden_size, output_size) # 定义损失函数和优化器 criterion = nn.MSELoss() optimizer = optim.SGD(model.parameters(), lr=0.1) # 进行训练 for epoch in range(num_epochs): model.init_hidden() optimizer.zero_grad() # 前向传播 prediction = model(train_sequences) # 计算损失 loss = criterion(prediction, train_targets) # 反向传播 loss.backward() optimizer.step() ``` 以上就是使用 PyTorch 中的双向 LSTM 进行回归预测的简单示例。要注意的是,这只是一个基本的框架,你可能需要根据具体的数据和需求进行调整和优化。
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值