时序数据利用EEMD_LSTM模型进行预测(Python编程,数据集和代码均在压缩包,解压缩后可以直接运行,数据可以替换为股票数据,交通流量等时序数据)
好的,这里是使用 EEMD_LSTM 模型进行时序数据预测的 Python 代码示例。首先需要导入必要的库:
```python
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.preprocessing import MinMaxScaler
from pyeemd import ceemdan
from keras.models import Sequential
from keras.layers import Dense, LSTM
```
然后我们可以读取数据集(这里以示例数据集为例),并进行数据预处理:
```python
# 读取数据集
dataset = pd.read_csv('example.csv', header=None)
data = dataset.iloc[:, 0].values.reshape(-1, 1)
# 数据归一化
scaler = MinMaxScaler(feature_range=(0, 1))
data = scaler.fit_transform(data)
# EEMD分解
components = ceemdan(data.flatten(), S_number=10)
# 构造训练数据
train_data = []
train_label = []
for i in range(120, len(data)):
temp = []
for j in range(10):
temp.append(components[j][i-120:i])
train_data.append(temp)
train_label.append(data[i])
train_data = np.array(train_data)
train_label = np.array(train_label)
train_data = np.transpose(train_data, (0, 2, 1))
# 划分训练集和测试集
train_size = int(len(train_data) * 0.8)
test_size = len(train_data) - train_size
train_X, test_X = train_data[0:train_size, :, :], train_data[train_size:len(train_data), :, :]
train_y, test_y = train_label[0:train_size], train_label[train_size:len(train_data)]
```
接下来我们可以构建 EEMD_LSTM 模型:
```python
model = Sequential()
model.add(LSTM(units=50, return_sequences=True, input_shape=(train_X.shape[1], train_X.shape[2])))
model.add(LSTM(units=50))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
```
然后我们开始进行模型训练:
```python
history = model.fit(train_X, train_y, epochs=100, batch_size=32, validation_data=(test_X, test_y), verbose=1)
```
训练完成后,我们可以对模型进行评估并进行预测:
```python
# 模型评估
train_predict = model.predict(train_X)
test_predict = model.predict(test_X)
train_predict = scaler.inverse_transform(train_predict)
train_y = scaler.inverse_transform(train_y.reshape(-1, 1))
test_predict = scaler.inverse_transform(test_predict)
test_y = scaler.inverse_transform(test_y.reshape(-1, 1))
train_rmse = np.sqrt(np.mean(np.square(train_predict - train_y)))
test_rmse = np.sqrt(np.mean(np.square(test_predict - test_y)))
print('Train RMSE:', train_rmse)
print('Test RMSE:', test_rmse)
# 预测未来值
future_value = []
for i in range(10):
temp = []
for j in range(10):
temp.append(components[j][-120+i:])
future_value.append(temp)
future_value = np.array(future_value)
future_value = np.transpose(future_value, (0, 2, 1))
predict_value = model.predict(future_value)
predict_value = scaler.inverse_transform(predict_value)
print('Predicted value:', predict_value)
```
其中,`history` 记录了模型每一轮训练的损失和验证损失,可以用于可视化训练过程。`train_predict` 和 `test_predict` 分别记录了训练集和测试集的预测结果,用于后续的评估。`future_value` 用于进行未来值的预测,这里预测了未来 10 个时间步的值。
以上就是使用 EEMD_LSTM 模型进行时序数据预测的 Python 代码示例,您可以将数据集替换为股票数据、交通流量等时序数据进行实际应用。