keras-LSTM 时间序列（二）

from pandas import read_csv
from datetime import datetime
#load data
def parse(x):
	return datetime.strptime(x, '%Y %m %d %H')

dataset = read_csv("/work/johnson_folder/biggamesData/raw.csv",parse_dates = [['year', 'month', 'day', 'hour']], index_col=0, date_parser=parse)
dataset.drop('No',axis=1,inplace=True)
#manually specify column names
dataset.columns = ['pollution', 'dew', 'temp', 'press', 'wnd_dir', 'wnd_spd', 'snow', 'rain']
dataset.index.name = 'date'
# mark all NA values with 0
dataset['pollution'].fillna(0, inplace=True)

#删掉前24小时的数据
dataset = dataset[24:]
print(dataset.head(5))

                     pollution  dew  temp   press wnd_dir  wnd_spd  snow  rain
date                                                                          
2010-01-02 00:00:00      129.0  -16  -4.0  1020.0      SE     1.79     0     0
2010-01-02 01:00:00      148.0  -15  -4.0  1020.0      SE     2.68     0     0
2010-01-02 02:00:00      159.0  -11  -5.0  1021.0      SE     3.57     0     0
2010-01-02 03:00:00      181.0   -7  -5.0  1022.0      SE     5.36     1     0
2010-01-02 04:00:00      138.0   -7  -5.0  1022.0      SE     6.25     2     0

from pandas import read_csv
import matplotlib.pyplot as plt
values = dataset.values
#指定需要画图的列
groups = [0,1,2,3,5,6,7]
i = 1
#plot each column
plt.figure()
for group in groups:
    plt.subplot(len(groups),1,i)
    plt.plot(values[:,group])
    plt.title(dataset.columns[group],y=0.5,loc='right')
    i+=1
plt.show()

[外链图片转存失败(img-g7N7JaUH-1562827887029)(output_3_0.png)]

from math import sqrt
from numpy import concatenate
from matplotlib import pyplot
from pandas import read_csv
from pandas import DataFrame
from pandas import concat
from sklearn.preprocessing import MinMaxScaler
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics import mean_squared_error
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM

# convert series to supervised learning
def series_to_supervised(data, n_in=1, n_out=1, dropnan=True):
	n_vars = 1 if type(data) is list else data.shape[1]
	df = DataFrame(data)
	cols, names = list(), list()
	# input sequence (t-n, ... t-1)
	for i in range(n_in, 0, -1):
		cols.append(df.shift(i))
		names += [('var%d(t-%d)' % (j+1, i)) for j in range(n_vars)]
	# forecast sequence (t, t+1, ... t+n)
	for i in range(0, n_out):
		cols.append(df.shift(-i))
		if i == 0:
			names += [('var%d(t)' % (j+1)) for j in range(n_vars)]
		else:
			names += [('var%d(t+%d)' % (j+1, i)) for j in range(n_vars)]
	# put it all together
	agg = concat(cols, axis=1)
	agg.columns = names
	# drop rows with NaN values
	if dropnan:
		agg.dropna(inplace=True)
	return agg
 
# load dataset
# dataset = read_csv('pollution.csv', header=0, index_col=0)
values = dataset.values
# integer encode direction
encoder = LabelEncoder()
values[:,4] = encoder.fit_transform(values[:,4])
# ensure all data is float
values = values.astype('float32')
# normalize features
scaler = MinMaxScaler(feature_range=(0, 1))
scaled = scaler.fit_transform(values)
# frame as supervised learning
reframed = series_to_supervised(scaled, 1, 1)
# drop columns we don't want to predict
reframed.drop(reframed.columns[[9,10,11,12,13,14,15]], axis=1, inplace=True)
print(reframed.head())

   var1(t-1)  var2(t-1)  var3(t-1)  var4(t-1)  var5(t-1)  var6(t-1)  \
1   0.129779   0.352941   0.245902   0.527273   0.666667   0.002290   
2   0.148893   0.367647   0.245902   0.527273   0.666667   0.003811   
3   0.159960   0.426471   0.229508   0.545454   0.666667   0.005332   
4   0.182093   0.485294   0.229508   0.563637   0.666667   0.008391   
5   0.138833   0.485294   0.229508   0.563637   0.666667   0.009912   

   var7(t-1)  var8(t-1)   var1(t)  
1   0.000000        0.0  0.148893  
2   0.000000        0.0  0.159960  
3   0.000000        0.0  0.182093  
4   0.037037        0.0  0.138833  
5   0.074074        0.0  0.109658  

# split into train and test sets
values = reframed.values
n_train_hours = 365 * 24
train = values[:n_train_hours, :]
test = values[n_train_hours:, :]
# split into input and outputs
train_X, train_y = train[:, :-1], train[:, -1]
test_X, test_y = test[:, :-1], test[:, -1]
# reshape input to be 3D [samples, timesteps, features]
train_X = train_X.reshape((train_X.shape[0], 1, train_X.shape[1]))
test_X = test_X.reshape((test_X.shape[0], 1, test_X.shape[1]))
print(train_X.shape, train_y.shape, test_X.shape, test_y.shape)

(8760, 1, 8) (8760,) (35039, 1, 8) (35039,)

# design network
model = Sequential()
model.add(LSTM(50, input_shape=(train_X.shape[1], train_X.shape[2])))
model.add(Dense(1))
model.compile(loss='mae', optimizer='adam')
# fit network
history = model.fit(train_X, train_y, epochs=50, batch_size=72, validation_data=(test_X, test_y), verbose=2, shuffle=False)
# plot history
pyplot.plot(history.history['loss'], label='train')
pyplot.plot(history.history['val_loss'], label='test')
pyplot.legend()
pyplot.show()

Train on 8760 samples, validate on 35039 samples
Epoch 1/50
 - 2s - loss: 0.0545 - val_loss: 0.0476
Epoch 2/50
 - 1s - loss: 0.0366 - val_loss: 0.0464
Epoch 3/50
 - 1s - loss: 0.0204 - val_loss: 0.0430
Epoch 4/50
 - 1s - loss: 0.0163 - val_loss: 0.0286
Epoch 5/50
 - 1s - loss: 0.0153 - val_loss: 0.0201
Epoch 6/50
 - 1s - loss: 0.0150 - val_loss: 0.0183
Epoch 7/50
 - 1s - loss: 0.0149 - val_loss: 0.0172
Epoch 8/50
 - 1s - loss: 0.0149 - val_loss: 0.0166
Epoch 9/50
 - 1s - loss: 0.0147 - val_loss: 0.0157
Epoch 10/50
 - 1s - loss: 0.0146 - val_loss: 0.0150
Epoch 11/50
 - 1s - loss: 0.0145 - val_loss: 0.0145
Epoch 12/50
 - 1s - loss: 0.0145 - val_loss: 0.0145
Epoch 13/50
 - 1s - loss: 0.0146 - val_loss: 0.0139
Epoch 14/50
 - 1s - loss: 0.0145 - val_loss: 0.0142
Epoch 15/50
 - 1s - loss: 0.0146 - val_loss: 0.0140
Epoch 16/50
 - 1s - loss: 0.0144 - val_loss: 0.0138
Epoch 17/50
 - 1s - loss: 0.0145 - val_loss: 0.0138
Epoch 18/50
 - 1s - loss: 0.0145 - val_loss: 0.0138
Epoch 19/50
 - 1s - loss: 0.0145 - val_loss: 0.0137
Epoch 20/50
 - 1s - loss: 0.0146 - val_loss: 0.0135
Epoch 21/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 22/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 23/50
 - 1s - loss: 0.0145 - val_loss: 0.0135
Epoch 24/50
 - 1s - loss: 0.0145 - val_loss: 0.0135
Epoch 25/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 26/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 27/50
 - 1s - loss: 0.0145 - val_loss: 0.0138
Epoch 28/50
 - 1s - loss: 0.0146 - val_loss: 0.0135
Epoch 29/50
 - 1s - loss: 0.0145 - val_loss: 0.0136
Epoch 30/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 31/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 32/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 33/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 34/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 35/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 36/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 37/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 38/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 39/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 40/50
 - 1s - loss: 0.0145 - val_loss: 0.0134
Epoch 41/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 42/50
 - 1s - loss: 0.0145 - val_loss: 0.0134
Epoch 43/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 44/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 45/50
 - 1s - loss: 0.0144 - val_loss: 0.0135
Epoch 46/50
 - 1s - loss: 0.0143 - val_loss: 0.0135
Epoch 47/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 48/50
 - 1s - loss: 0.0143 - val_loss: 0.0135
Epoch 49/50
 - 1s - loss: 0.0144 - val_loss: 0.0134
Epoch 50/50
 - 1s - loss: 0.0143 - val_loss: 0.0135

[外链图片转存失败(img-AIbkHW1d-1562827887031)(output_7_1.png)]

# make a prediction
yhat = model.predict([test_X])
test_X = test_X.reshape((test_X.shape[0], test_X.shape[2]))
# invert scaling for forecast
inv_yhat = concatenate((yhat, test_X[:, 1:]), axis=1)
inv_yhat = scaler.inverse_transform(inv_yhat)
inv_yhat = inv_yhat[:,0]
# invert scaling for actual
test_y = test_y.reshape((len(test_y), 1))
inv_y = concatenate((test_y, test_X[:, 1:]), axis=1)
inv_y = scaler.inverse_transform(inv_y)
inv_y = inv_y[:,0]
# calculate RMSE
rmse = sqrt(mean_squared_error(inv_y, inv_yhat))
print('Test RMSE: %.3f' % rmse)

Test RMSE: 26.502