我可以回答这个问题。以下是一个使用Keras实现Transformer时间序列预测模型的Python代码示例：
```python
import numpy as np
import tensorflow as tf
from tensorflow import keras
from tensorflow.keras import layers
# 定义Transformer模型
class TransformerModel(tf.keras.Model):
def __init__(self, num_layers, d_model, num_heads, dff, input_vocab_size, target_vocab_size, pe_input, pe_target, rate=0.1):
super(TransformerModel, self).__init__()
self.encoder = layers.Encoder(num_layers, d_model, num_heads, dff, input_vocab_size, pe_input, rate)
self.decoder = layers.Decoder(num_layers, d_model, num_heads, dff, target_vocab_size, pe_target, rate)
self.final_layer = tf.keras.layers.Dense(target_vocab_size)
def call(self, inp, tar, training, enc_padding_mask, look_ahead_mask, dec_padding_mask):
enc_output = self.encoder(inp, training, enc_padding_mask) # (batch_size, inp_seq_len, d_model)
# dec_output.shape == (batch_size, tar_seq_len, d_model)
dec_output, attention_weights = self.decoder(
tar, enc_output, training, look_ahead_mask, dec_padding_mask)
final_output = self.final_layer(dec_output) # (batch_size, tar_seq_len, target_vocab_size)
return final_output, attention_weights
# 定义损失函数
loss_object = tf.keras.losses.MeanSquaredError()
def loss_function(real, pred):
mask = tf.math.logical_not(tf.math.equal(real, 0))
loss_ = loss_object(real, pred)
mask = tf.cast(mask, dtype=loss_.dtype)
loss_ *= mask
return tf.reduce_mean(loss_)
# 定义学习率
class CustomSchedule(tf.keras.optimizers.schedules.LearningRateSchedule):
def __init__(self, d_model, warmup_steps=4000):
super(CustomSchedule, self).__init__()
self.d_model = d_model
self.d_model = tf.cast(self.d_model, tf.float32)
self.warmup_steps = warmup_steps
def __call__(self, step):
arg1 = tf.math.rsqrt(step)
arg2 = step * (self.warmup_steps ** -1.5)
return tf.math.rsqrt(self.d_model) * tf.math.minimum(arg1, arg2)
# 定义优化器
def get_optimizer():
learning_rate = CustomSchedule(d_model)
optimizer = tf.keras.optimizers.Adam(learning_rate, beta_1=0.9, beta_2=0.98, epsilon=1e-9)
return optimizer
# 训练模型
def train_model(model, train_dataset, optimizer, EPOCHS):
for epoch in range(EPOCHS):
print('Epoch:', epoch + 1)
for (batch, (inp, tar)) in enumerate(train_dataset):
with tf.GradientTape() as tape:
predictions, _ = model(inp, tar[:, :-1], True, None, look_ahead_mask, None)
loss = loss_function(tar[:, 1:], predictions)
gradients = tape.gradient(loss, model.trainable_variables)
optimizer.apply_gradients(zip(gradients, model.trainable_variables))
if batch % 50 == 0:
print('Batch:', batch, 'Loss:', loss.numpy())
# 定义数据集
def get_dataset():
# 加载数据集
# ...
# 处理数据集
# ...
# 返回数据集
return dataset
# 定义超参数
num_layers = 4
d_model = 128
num_heads = 8
dff = 512
input_vocab_size = 10000
target_vocab_size = 10000
dropout_rate = 0.1
EPOCHS = 20
# 获取数据集
dataset = get_dataset()
# 初始化模型
model = TransformerModel(num_layers, d_model, num_heads, dff, input_vocab_size, target_vocab_size, pe_input=input_vocab_size, pe_target=target_vocab_size, rate=dropout_rate)
# 定义优化器
optimizer = get_optimizer()
# 训练模型
train_model(model, dataset, optimizer, EPOCHS)
```
希望这个代码示例能够帮助你实现Transformer时间序列预测模型。
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