python 神经网络_Python 3 & Keras 实现基于神经网络的交通流预测

交通流量预测在智能交通(ITS)系统中占有重要地位，是实现交通诱导的前提。准确实时的短时交通流预测有助于更好的分析路网交通状况，对路网交通规划和交通优化控制有非常重要的作用。随着交通数据采集技术的不断发展，及时获取路网中实时的交通数据已成为可能，大量的交通信息为基于深度学习的预测模型提供了数据保障。

基于神经网络的交通流预测的相关研究如下列论文所示。由于与我的研究方向相关，在本文中我实现了基于SAEs、RNN的交通流量预测模型。

环境Python 3.5

Tensorflow-gpu 1.2.0

Keras 2.1.3

scikit-learn 0.18

数据处理

实验数据是从Caltrans Performance Measurement System (PeMS)获取的。原始的流量数据是一个长度为n的一维数据。我们首先使用训练集的数据实现一个标准化对象scaler，然后使用scaler分别对训练集与测试集进行标准化。

由于时序预测任务需要使用历史数据对未来数据进行预测，我们使用时滞变量lags对数据进行划分，最后获得大小为(samples, lags)的数据集。

划分好的数据集在排列顺序上依旧带有时序特性，虽然keras在训练时可以选择对数据进行混洗，但是其执行顺序是先对val数据进行采样再进行混洗，采样过程依旧是按照顺序来的。因此我们事先使用np.random.shuffle对数据进行混洗，打乱数据的顺序。def process_data(train, test, lags):

"""Process data

Reshape and split train\test data.

# Arguments

train: String, name of .csv train file.

test: String, name of .csv test file.

lags: integer, time lag.

# Returns

X_train: ndarray.

y_train: ndarray.

X_test: ndarray.

y_test: ndarray.

scaler: StandardScaler.

"""

attr = 'Lane 1 Flow (Veh/5 Minutes)'

df1 = pd.read_csv(train, encoding='utf-8').fillna(0)

df2 = pd.read_csv(test, encoding='utf-8').fillna(0) # scaler = StandardScaler().fit(df1[attr].values)

scaler = MinMaxScaler(feature_range=(0, 1)).fit(df1[attr].values)

flow1 = scaler.transform(df1[attr].values)

flow2 = scaler.transform(df2[attr].values)

train, test = [], [] for i in range(lags, len(flow1)):

train.append(flow1[i - lags: i + 1]) for i in range(lags, len(flow2)):

test.append(flow2[i - lags: i + 1])

train = np.array(train)

test = np.array(test)

np.random.shuffle(train)

X_train = train[:, :-1]

y_train = train[:, -1]

X_test = test[:, :-1]

y_test = test[:, -1] return X_train, y_train, X_test, y_test, scaler

模型

LSTM

2隐层LSTM网络。

LSTM.pngdef get_lstm(units):

"""LSTM(Long Short-Term Memory)

Build LSTM Model.

# Arguments

units: List(int), number of input, output and hidden units.

# Returns

model: Model, nn model.

"""

model = Sequential()

model.add(LSTM(units[1], input_shape=(units[0], 1), return_sequences=True))

model.add(LSTM(units[2]))

model.add(Dropout(0.2))

model.add(Dense(units[3], activation='linear')) return model

GRU

2隐层GRU网络。

GRU.pngdef get_gru(units):

"""GRU(Gated Recurrent Unit)

Build GRU Model.

# Arguments

units: List(int), number of input, output and hidden units.

# Returns

model: Model, nn model.

"""

model = Sequential()

model.add(GRU(units[1], input_shape=(units[0], 1), return_sequences=True))

model.add(GRU(units[2]))

model.add(Dropout(0.2))

model.add(Dense(units[3], activation='linear')) return model

SAEs

SAEs.png

Auto-Encoders的原理是先通过一个encode层对输入进行编码，这个编码就是特征，然后利用encode乘第2层参数（也可以是encode层的参数的转置乘特征并加偏执），重构（解码）输入，然后用重构的输入和实际输入的损失训练参数。

这里我们构建了三个单独的自动编码器，并按照相同的隐层结构构建了一个三层的SAEs。def _get_sae(inputs, hidden, output):

"""SAE(Auto-Encoders)

Build SAE Model.

# Arguments

inputs: Integer, number of input units.

hidden: Integer, number of hidden units.

output: Integer, number of output units.

# Returns

model: Model, nn model.

"""

model = Sequential()

model.add(Dense(hidden, input_dim=inputs, name='hidden'))

model.add(Activation('sigmoid'))

model.add(Dropout(0.2))

model.add(Dense(output)) return modeldef get_saes(layers):

"""SAEs(Stacked Auto-Encoders)

Build SAEs Model.

# Arguments

layers: List(int), number of input, output and hidden units.

# Returns

models: List(Model), List of SAE and SAEs.

"""

sae1 = _get_sae(layers[0], layers[1], layers[-1])

sae2 = _get_sae(layers[1], layers[2], layers[-1])

sae3 = _get_sae(layers[2], layers[3], layers[-1])

saes = Sequential()

saes.add(Dense(layers[1], input_dim=layers[0], name='hidden1'))

saes.add(Activation('sigmoid'))

saes.add(Dense(layers[2], name='hidden2'))

saes.add(Activation('sigmoid'))

saes.add(Dense(layers[3], name='hidden3'))

saes.add(Activation('sigmoid'))

saes.add(Dropout(0.2))

saes.add(Dense(layers[4]))

models = [sae1, sae2, sae3, saes] return models

训练

LSTM、GRU按照正常的RNN网络进行训练。使用train_model()函数训练。

SAEs的训练过程：多个SAE分别训练，第一个SAE训练完之后，其encode的输出作为第二个SAE的输入，接着训练。最后训练完后，将所有SAE的中间隐层连接起来组成一个SAEs网络，使用之前的权值作为初始化权值，再对整个网络进行fine-tune。使用train_seas()函数训练。

使用RMSprop(lr=0.001, rho=0.9, epsilon=1e-06)作为优化器，batch_szie为256，lags为12(即时滞长度为一个小时)。def train_model(model, X_train, y_train, name, config):

"""train

train a single model.

# Arguments

model: Model, NN model to train.

X_train: ndarray(number, lags), Input data for train.

y_train: ndarray(number, ), result data for train.

name: String, name of model.

config: Dict, parameter for train.

"""

model.compile(loss="mse", optimizer="rmsprop", metrics=['mape']) # early = EarlyStopping(monitor='val_loss', patience=30, verbose=0, mode='auto')

hist = model.fit(

X_train, y_train,

batch_size=config["batch"],

epochs=config["epochs"],

validation_split=0.05)

model.save('model/' + name + '.h5')

df = pd.DataFrame.from_dict(hist.history)

df.to_csv('model/' + name + ' loss.csv', encoding='utf-8', index=False)def train_seas(models, X_train, y_train, name, config):

"""train

train the SAEs model.

# Arguments

models: List, list of SAE model.

X_train: ndarray(number, lags), Input data for train.

y_train: ndarray(number, ), result data for train.

name: String, name of model.

config: Dict, parameter for train.

"""

temp = X_train # early = EarlyStopping(monitor='val_loss', patience=30, verbose=0, mode='auto')

for i in range(len(models) - 1): if i > 0:

p = models[i - 1]

hidden_layer_model = Model(input=p.input,

output=p.get_layer('hidden').output)

temp = hidden_layer_model.predict(temp)

m = models[i]

m.compile(loss="mse", optimizer="rmsprop", metrics=['mape'])

m.fit(temp, y_train, batch_size=config["batch"],

epochs=config["epochs"],

validation_split=0.05)

models[i] = m

saes = models[-1] for i in range(len(models) - 1):

weights = models[i].get_layer('hidden').get_weights()

saes.get_layer('hidden%d' % (i + 1)).set_weights(weights)

train_model(saes, X_train, y_train, name, config)

实验

评估

在这里使用MAE、MSE、RMSE、MAPE、R2、explained_variance_score几个指标对回归预测结果进行评估。def MAPE(y_true, y_pred):

"""Mean Absolute Percentage Error

Calculate the mape.

# Arguments

y_true: List/ndarray, ture data.

y_pred: List/ndarray, predicted data.

# Returns

mape: Double, result data for train.

"""

y = [x for x in y_true if x > 0]

y_pred = [y_pred[i] for i in range(len(y_true)) if y_true[i] > 0]

num = len(y_pred)

sums = 0

for i in range(num):

tmp = abs(y[i] - y_pred[i]) / y[i]

sums += tmp

mape = sums * (100 / num) return mapedef eva_regress(y_true, y_pred):

"""Evaluation

evaluate the predicted resul.

# Arguments

y_true: List/ndarray, ture data.

y_pred: List/ndarray, predicted data.

"""

mape = MAPE(y_true, y_pred)

vs = metrics.explained_variance_score(y_true, y_pred)

mae = metrics.mean_absolute_error(y_true, y_pred)

mse = metrics.mean_squared_error(y_true, y_pred)

r2 = metrics.r2_score(y_true, y_pred)

print('explained_variance_score:%f' % vs)

print('mape:%f%%' % mape)

print('mae:%f' % mae)

print('mse:%f' % mse)

print('rmse:%f' % math.sqrt(mse))

print('r2:%f' % r2)

预测

我们使用训练好的模型对测试集进行预测。def main():

lstm = load_model('model/lstm.h5')

gru = load_model('model/gru.h5')

saes = load_model('model/saes.h5')

models = [lstm, gru, saes]

names = ['LSTM', 'GRU', 'SAEs']

lag = 12

file1 = 'data/train.csv'

file2 = 'data/test.csv'

_, _, X_test, y_test, scaler = process_data(file1, file2, lag)

y_test = scaler.inverse_transform(y_test)

y_preds = [] for name, model in zip(names, models): if name == 'SAEs':

X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1])) else:

X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))

file = 'images/' + name + '.png'

plot_model(model, to_file=file, show_shapes=True)

predicted = model.predict(X_test)

predicted = scaler.inverse_transform(predicted)

y_preds.append(predicted[:300])

print(name)

eva_regress(y_test, predicted)

plot_results(y_test[: 300], y_preds, names)

预测精度对比如下所示：MetricsMAEMSERMSEMAPER2Explained variance scoreLSTM7.1694.209.7121.25%0.94200.9421

GRU7.1895.019.7517.42%0.94150.9415

SAEs7.71106.4610.3225.62%0.93440.9352

预测结果对比如下所示：

eva.png

作者：洛荷

链接：https://www.jianshu.com/p/1d1c5adf43c6