[开源] 基于BiLSTM的时间序列预测python代码

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#!/usr/bin/env python
# 帅帅的笔者

import scipy
import numpy
from pandas import concat, DataFrame
import tensorflow as tf
from tensorflow import keras
from tensorflow.keras import Sequential, layers, callbacks
from tensorflow.keras.layers import Dense, LSTM, Dropout, GRU, Bidirectional
import pandas as pd
import numpy as np
from sklearn.preprocessing import MinMaxScaler
from matplotlib import pyplot as plt
import math
from sklearn.metrics import mean_squared_error, mean_absolute_error, r2_score
from numpy import concatenate



gpus = tf.config.experimental.list_physical_devices(device_type='GPU')
for gpu in gpus:
    tf.config.experimental.set_memory_growth(gpu, True)



data_raw = pd.read_csv('天气.csv', usecols=[1])
features=['AQI']
data_raw=data_raw[features].values.astype(float)



def series_to_supervised(data, n_in, n_out, dropnan=True):
    n_vars = 6 if type(data) is list else data.shape[1]
    df = DataFrame(data)
    cols, names = list(), list()
    for i in range(n_in, 0, -1):
        cols.append(df.shift(i))
        names += [('var%d(t-%d)' % (j + 3, i - 3)) for j in range(n_vars)]
    for i in range(0, n_out):
        cols.append(df.shift(-i))
        if i == 0:
            names += [('var%d(t)' % (j + 3)) for j in range(n_vars)]
        else:
            names += [('var%d(t+%d)' % (j + 3, i - 3)) for j in range(n_vars)]
    agg = concat(cols, axis=1)
    agg.columns = names
    if dropnan:
        agg.dropna(inplace=True)
    return agg



def dataprepare(values,timestep):
    reframed = series_to_supervised(values,timestep, 1)#X,y
    values = reframed.values
    train = values[1:train_len, :]
    test = values[train_len:, :]
    train_X, train_y = train[:, :-1], train[:, -1]
    test_X, test_y = test[:, :-1], test[:, -1]
    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:%s train_y.shape:%s test_X.shape:%s test_y.shape:%s" % (
    train_X.shape, train_y.shape, test_X.shape, test_y.shape))
    return train_X,train_y,test_X,test_y



# 归一化处理
scaler = MinMaxScaler(feature_range=(-1, 1))
scaler_data = scaler.fit_transform(data_raw.reshape(-1, 1))



#划分训练集和测试集长度
train_len = int(len(data_raw) * 0.80)
test_len=len(data_raw)-train_len
print(train_len)



timestep = 10  #滑动窗口
x_train, y_train, x_test, y_test = dataprepare(scaler_data,timestep)


model = Sequential()
model.add(Bidirectional(LSTM(units = 100, return_sequences=True), input_shape=(x_train.shape[1], x_train.shape[2])))
model.add(Bidirectional(LSTM(units = 150, return_sequences=True), input_shape=(x_train.shape[1], x_train.shape[2])))
model.add(Bidirectional(LSTM(units = 200)))
model.add(Dropout(0.1))
model.add(Dense(1))
model.compile(loss='mse', optimizer='adam')



early_stop = keras.callbacks.EarlyStopping(monitor = 'val_loss',patience = 10)
history = model.fit(x_train, y_train, epochs = 100, validation_split = 0.1,batch_size = 64, shuffle = False, callbacks = [early_stop])



plt.figure(figsize=(10, 3))
plt.plot(history.history['loss'])
plt.title('model loss')
plt.ylabel('loss')
plt.xlabel('epoch')
plt.show()



score2 = model.evaluate(x_train, y_train)
print(score2)


y_test_pred = model(x_test)



#对x_test进行反归一化
test_X = x_test.reshape((x_test.shape[0], x_test.shape[2]))
y_test_pred = concatenate((y_test_pred, test_X[:, 1:]), axis=1)
y_test_pred = scaler.inverse_transform(y_test_pred)
y_test_pred = y_test_pred[:, 0]


#对y_test进行反归一化
y_testy = y_test.reshape((len(y_test), 1))
y_testy = concatenate((y_testy, test_X[:, 1:]), axis=1)
y_testy = scaler.inverse_transform(y_testy)
y_testy = y_testy[:, 0]

testScore = math.sqrt(mean_squared_error(y_testy, y_test_pred))
print('RMSE %.3f ' %(testScore))
testScore = mean_absolute_error(y_testy, y_test_pred)
print('MAE %.3f ' %(testScore))
testScore = r2_score(y_testy, y_test_pred)
print('R2 %.3f' %(testScore))




plt.figure(figsize=(10, 3))
plt.title('BILSTM',size=15)
plt.plot(y_testy,  linewidth=2.5, linestyle="-",label='true')
plt.plot(y_test_pred, linewidth=2,linestyle="--", label='Pre')
plt.legend()
plt.ylabel('AQI',size=15)
plt.xlabel('time',size=15)
plt.show()

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