LSTM预测风速

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from sklearn.preprocessing import MinMaxScaler
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import LSTM, Dense, Activation
#创建LSTM模型
def create_model():
    model = Sequential()
    #输入数据的shape为(n_samples, timestamps, features)
    #隐藏层设置为256, input_shape元组第二个参数1意指features为1
    #下面还有个lstm,故return_sequences设置为True
    model.add(LSTM(units=256,input_shape=(None,1),return_sequences=True))
    model.add(LSTM(units=256))
    #后接全连接层,直接输出单个值,故units为1
    model.add(Dense(units=1))
    model.add(Activation('linear'))
    model.compile(loss='mse',optimizer='adam')
    return model

导入数据

df=pd.read_excel(r'C:\Users\张逊\Documents\WeChat Files\wxid_a8oh18cik1m211\FileStorage\File\2021-05\合肥历史天气(1).xlsx')
---------------------------------------------------------------------------

FileNotFoundError                         Traceback (most recent call last)

<ipython-input-2-6b583db91cf3> in <module>
----> 1 df=pd.read_excel(r'C:\Users\张逊\Documents\WeChat Files\wxid_a8oh18cik1m211\FileStorage\File\2021-05\合肥历史天气(1).xlsx')


C:\Anaconda\lib\site-packages\pandas\util\_decorators.py in wrapper(*args, **kwargs)
    297                 )
    298                 warnings.warn(msg, FutureWarning, stacklevel=stacklevel)
--> 299             return func(*args, **kwargs)
    300 
    301         return wrapper


C:\Anaconda\lib\site-packages\pandas\io\excel\_base.py in read_excel(io, sheet_name, header, names, index_col, usecols, squeeze, dtype, engine, converters, true_values, false_values, skiprows, nrows, na_values, keep_default_na, na_filter, verbose, parse_dates, date_parser, thousands, comment, skipfooter, convert_float, mangle_dupe_cols, storage_options)
    334     if not isinstance(io, ExcelFile):
    335         should_close = True
--> 336         io = ExcelFile(io, storage_options=storage_options, engine=engine)
    337     elif engine and engine != io.engine:
    338         raise ValueError(


C:\Anaconda\lib\site-packages\pandas\io\excel\_base.py in __init__(self, path_or_buffer, engine, storage_options)
   1079             else:
   1080                 ext = inspect_excel_format(
-> 1081                     content=path_or_buffer, storage_options=storage_options
   1082                 )
   1083 


C:\Anaconda\lib\site-packages\pandas\io\excel\_base.py in inspect_excel_format(path, content, storage_options)
    957 
    958     with get_handle(
--> 959         content_or_path, "rb", storage_options=storage_options, is_text=False
    960     ) as handle:
    961         stream = handle.handle


C:\Anaconda\lib\site-packages\pandas\io\common.py in get_handle(path_or_buf, mode, encoding, compression, memory_map, is_text, errors, storage_options)
    654         else:
    655             # Binary mode
--> 656             handle = open(handle, ioargs.mode)
    657         handles.append(handle)
    658 


FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\张逊\\Documents\\WeChat Files\\wxid_a8oh18cik1m211\\FileStorage\\File\\2021-05\\合肥历史天气(1).xlsx'
#取前1000行
df=df[['wind/m/sec']]
df=df.iloc[0:1000,:]
df
wind/m/sec
02.67
12.73
22.26
31.44
42.17
......
9954.12
9965.41
9974.43
9983.43
9993.30

1000 rows × 1 columns

data
---------------------------------------------------------------------------

NameError                                 Traceback (most recent call last)

<ipython-input-4-c5d84736ba45> in <module>
----> 1 data


NameError: name 'data' is not defined

数据归一化,构造训练数据结构

scaler_minmax = MinMaxScaler()
data = scaler_minmax.fit_transform(df)
infer_seq_length = 10#用于推断的历史序列长度

d = []
for i in range(data.shape[0]-infer_seq_length):
    d.append(data[i:i+infer_seq_length+1].tolist())
d = np.array(d)
d
array([[[0.35871404],
        [0.36886633],
        [0.2893401 ],
        ...,
        [0.44500846],
        [0.34179357],
        [0.19966159]],

       [[0.36886633],
        [0.2893401 ],
        [0.15059222],
        ...,
        [0.34179357],
        [0.19966159],
        [0.22165821]],

       [[0.2893401 ],
        [0.15059222],
        [0.27411168],
        ...,
        [0.19966159],
        [0.22165821],
        [0.37563452]],

       ...,

       [[0.08121827],
        [0.28257191],
        [0.35025381],
        ...,
        [0.60406091],
        [0.82233503],
        [0.65651438]],

       [[0.28257191],
        [0.35025381],
        [0.36209814],
        ...,
        [0.82233503],
        [0.65651438],
        [0.48730964]],

       [[0.35025381],
        [0.36209814],
        [0.321489  ],
        ...,
        [0.65651438],
        [0.48730964],
        [0.46531303]]])

划分训练集

split_rate = 0.9
X_train, y_train = d[:int(d.shape[0]*split_rate),:-1], d[:int(d.shape[0]*split_rate),-1]
y_train
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model =create_model()
model.fit(X_train, y_train, batch_size=20,epochs=100,validation_split=0.1)
Epoch 1/100
41/41 [==============================] - 1s 28ms/step - loss: 0.0356 - val_loss: 0.0273
Epoch 2/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0285 - val_loss: 0.0287
Epoch 3/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0286 - val_loss: 0.0268
Epoch 4/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0266 - val_loss: 0.0267
Epoch 5/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0252 - val_loss: 0.0266
Epoch 6/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0239 - val_loss: 0.0276
Epoch 7/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0235 - val_loss: 0.0299
Epoch 8/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0251 - val_loss: 0.0291
Epoch 9/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0235 - val_loss: 0.0278
Epoch 10/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0233 - val_loss: 0.0273
Epoch 11/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0234 - val_loss: 0.0279
Epoch 12/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0236 - val_loss: 0.0274
Epoch 13/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0234 - val_loss: 0.0277
Epoch 14/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0240 - val_loss: 0.0273
Epoch 15/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0251 - val_loss: 0.0312
Epoch 16/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0242 - val_loss: 0.0282
Epoch 17/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0235 - val_loss: 0.0321
Epoch 18/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0238 - val_loss: 0.0281
Epoch 19/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0234 - val_loss: 0.0286
Epoch 20/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0233 - val_loss: 0.0273
Epoch 21/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0233 - val_loss: 0.0302
Epoch 22/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0232 - val_loss: 0.0284
Epoch 23/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0235 - val_loss: 0.0288
Epoch 24/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0235 - val_loss: 0.0280
Epoch 25/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0236 - val_loss: 0.0273
Epoch 26/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0232 - val_loss: 0.0297
Epoch 27/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0238 - val_loss: 0.0276
Epoch 28/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0238 - val_loss: 0.0286
Epoch 29/100
41/41 [==============================] - 1s 17ms/step - loss: 0.0234 - val_loss: 0.0287
Epoch 30/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0232 - val_loss: 0.0272
Epoch 31/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0240 - val_loss: 0.0309
Epoch 32/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0233 - val_loss: 0.0285
Epoch 33/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0231 - val_loss: 0.0290
Epoch 34/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0235 - val_loss: 0.0284
Epoch 35/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0232 - val_loss: 0.0286
Epoch 36/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0233 - val_loss: 0.0289
Epoch 37/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0233 - val_loss: 0.0279
Epoch 38/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0234 - val_loss: 0.0276
Epoch 39/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0235 - val_loss: 0.0286
Epoch 40/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0231 - val_loss: 0.0277
Epoch 41/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0231 - val_loss: 0.0274
Epoch 42/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0230 - val_loss: 0.0281
Epoch 43/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0232 - val_loss: 0.0285
Epoch 44/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0234 - val_loss: 0.0303
Epoch 45/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0234 - val_loss: 0.0308
Epoch 46/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0236 - val_loss: 0.0283
Epoch 47/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0234 - val_loss: 0.0278
Epoch 48/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0229 - val_loss: 0.0280
Epoch 49/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0232 - val_loss: 0.0294
Epoch 50/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0230 - val_loss: 0.0328
Epoch 51/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0239 - val_loss: 0.0282
Epoch 52/100
41/41 [==============================] - 1s 18ms/step - loss: 0.0230 - val_loss: 0.0287
Epoch 53/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0234 - val_loss: 0.0274
Epoch 54/100
41/41 [==============================] - 1s 22ms/step - loss: 0.0231 - val_loss: 0.0287
Epoch 55/100
41/41 [==============================] - 1s 22ms/step - loss: 0.0228 - val_loss: 0.0285
Epoch 56/100
41/41 [==============================] - 1s 22ms/step - loss: 0.0230 - val_loss: 0.0286
Epoch 57/100
41/41 [==============================] - 1s 22ms/step - loss: 0.0227 - val_loss: 0.0296
Epoch 58/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0230 - val_loss: 0.0284
Epoch 59/100
41/41 [==============================] - 1s 22ms/step - loss: 0.0229 - val_loss: 0.0284
Epoch 60/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0234 - val_loss: 0.0314
Epoch 61/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0232 - val_loss: 0.0292
Epoch 62/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0229 - val_loss: 0.0294
Epoch 63/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0229 - val_loss: 0.0301
Epoch 64/100
41/41 [==============================] - 1s 22ms/step - loss: 0.0230 - val_loss: 0.0299
Epoch 65/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0229 - val_loss: 0.0299
Epoch 66/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0233 - val_loss: 0.0285
Epoch 67/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0228 - val_loss: 0.0291
Epoch 68/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0230 - val_loss: 0.0302
Epoch 69/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0228 - val_loss: 0.0314
Epoch 70/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0232 - val_loss: 0.0296
Epoch 71/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0229 - val_loss: 0.0313
Epoch 72/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0228 - val_loss: 0.0292
Epoch 73/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0229 - val_loss: 0.0300
Epoch 74/100
41/41 [==============================] - 1s 21ms/step - loss: 0.0230 - val_loss: 0.0293
Epoch 75/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0228 - val_loss: 0.0302
Epoch 76/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0231 - val_loss: 0.0293
Epoch 77/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0230 - val_loss: 0.0316
Epoch 78/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0229 - val_loss: 0.0303
Epoch 79/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0233 - val_loss: 0.0295
Epoch 80/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0229 - val_loss: 0.0297
Epoch 81/100
41/41 [==============================] - 1s 20ms/step - loss: 0.0231 - val_loss: 0.0299
Epoch 82/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0233 - val_loss: 0.0300
Epoch 83/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0229 - val_loss: 0.0317
Epoch 84/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0229 - val_loss: 0.0304
Epoch 85/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0230 - val_loss: 0.0299
Epoch 86/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0230 - val_loss: 0.0293
Epoch 87/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0239 - val_loss: 0.0300
Epoch 88/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0234 - val_loss: 0.0295
Epoch 89/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0227 - val_loss: 0.0298
Epoch 90/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0227 - val_loss: 0.0308
Epoch 91/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0228 - val_loss: 0.0306
Epoch 92/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0227 - val_loss: 0.0302
Epoch 93/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0226 - val_loss: 0.0296
Epoch 94/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0233 - val_loss: 0.0290
Epoch 95/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0228 - val_loss: 0.0310
Epoch 96/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0227 - val_loss: 0.0302
Epoch 97/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0226 - val_loss: 0.0291
Epoch 98/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0228 - val_loss: 0.0327
Epoch 99/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0228 - val_loss: 0.0308
Epoch 100/100
41/41 [==============================] - 1s 19ms/step - loss: 0.0226 - val_loss: 0.0304





<tensorflow.python.keras.callbacks.History at 0x25ed1caa508>

训练集效果

#inverse_transform获得归一化前的原始数据
plt.figure(figsize=(16,10))
plt.plot(scaler_minmax.inverse_transform(d[:,-1]),label='true data')
plt.plot(scaler_minmax.inverse_transform(model.predict(d[:,:-1])),'r:',label='predict')
plt.legend()
pd.DataFrame(scaler_minmax.inverse_transform(model.predict(d[:,:-1])),)
0
02.519001
12.000833
22.232971
32.671180
42.993458
......
9852.999729
9862.851660
9873.358534
9882.944040
9892.537982

990 rows × 1 columns

[外链图片转存失败,源站可能有防盗链机制,建议将图片保存下来直接上传(img-HYpYOtUn-1649237934550)(output_11_1.png)]

测试集


plt.figure(figsize=(16,10))
plt.plot(scaler_minmax.inverse_transform(d[int(len(d)*split_rate):,-1]),label='true data')
plt.plot(scaler_minmax.inverse_transform(model.predict(d[int(len(d)*split_rate):,:-1])),'r:',label='predict')
plt.legend()

请添加图片描述

测试

plt.rcParams['font.sans-serif'] = ['SimHei']   # 指定默认字体
plt.rcParams['axes.unicode_minus'] = False   # 解决保存图像时负号'-'显示为方块的问题

predict=scaler_minmax.inverse_transform(model.predict(d[int(len(d)*split_rate):,:-1]))
true_data=scaler_minmax.inverse_transform(d[int(len(d)*split_rate):,-1])

plt.figure(figsize=(16,10))
plt.plot(abs(true_data-predict)/true_data,label='相对误差')
plt.plot(abs(true_data-predict),label='绝对误差')
plt.legend()

请添加图片描述

请添加图片描述



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