lstm多变量输入回归预测模型_在Keras中使用状态LSTM训练多变量多系列回归问题...

最新推荐文章于 2023-11-20 10:18:15 发布

saintbeta

最新推荐文章于 2023-11-20 10:18:15 发布

阅读量579

点赞数

文章标签： lstm多变量输入回归预测模型

本文链接：https://blog.csdn.net/weixin_35152781/article/details/112902249

版权

该博客讨论了作者在Keras中使用状态LSTM处理多变量时间序列预测的问题。作者将序列划分为30个时间步长的批次，并尝试预测测试过程的预期寿命。模型架构包括两个LSTM层和一个全连接层。在训练过程中，模型在每个完整序列后重置内部状态。作者遇到的问题是，经过训练后，对同一序列的不同批次预测结果相同，可能是因为过拟合。解决方案可能是对数据进行归一化处理，确保训练和测试集的预处理一致。

摘要由CSDN通过智能技术生成

I have time series of P processes, each of varying length but all having 5 variables (dimensions). I am trying to predict the estimated lifetime of a test process. I am approaching this problem with a stateful LSTM in Keras. But I am not sure if my training process is correct.

I divide each sequence into batches of length 30. So each sequence is of the shape (s_i, 30, 5), where s_i is different for each of the P sequences (s_i = len(P_i)//30). I append all sequences into my training data which has the shape (N, 30, 5) where N = s_1 + s_2 + ... + s_p.

Model:

# design network

model = Sequential()

model.add(LSTM(32, batch_input_shape=(1, train_X[0].shape[1], train_X[0].shape[2]), stateful=True, return_sequences=True))

model.add(LSTM(16, return_sequences=False))

model.add(Dense(1, activation="linear&#