以下是一个示例代码,用于多输入单输出时间序列预测,使用了 EEMD、STL、XGBoost、LightGBM 和 ConvLSTM:
```
导入必要的库
import numpy as np import pandas as pd import matplotlib.pyplot as plt from pyhht import EMD from statsmodels.tsa.seasonal import STL from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from xgboost import XGBRegressor from lightgbm import LGBMRegressor from keras.models import Sequential from keras.layers import LSTM, ConvLSTM2D, Dense
读取数据
data = pd.read_csv('data.csv') data['date'] = pd.to_datetime(data['date']) data.set_index('date', inplace=True)
对数据进行 EEMD 分解
decomposer = EMD(data) imfs = decomposer.decompose()