我有一个51个时间序列矢量m样本的矩阵(形状:m 51)。我想训练两个自动编码器,一个使用CNN,另一个使用LSTM网络。我想将2D矩阵重塑为3D矩阵,以使其包含51个变量中的每个变量的m_new序列,并且每个序列的长度为[[w,且重叠的lap个样本。
我设法做到这一点,但没有重叠的部分。有有效的方法吗?W = 20 #window size
m_new = int(np.floor(m/W))
m_trct = int(m_new*W)
X_raw_trct = X_raw[0:m_trct,:]
X = np.reshape(X_raw_trct,(m_new,W,X_raw_trct.shape[1]))
如下文所示,以的重叠生成序列。lap = w-1
**
更新
**关于Split Python sequence (time series/array) into subsequences with overlap中的答案,使用函数[[sub-sequences将一维数组拆分为w个长子序列,重叠范围为[[w-1(步长为1),从而形成一个形状为2D的二维数组( m_new,w)。如代码2在下面,我必须使用循环将51个变量的每个向量作为1D数组工作,然后将2D数组的结果附加起来以生成最终的形状3D数组(m_new,w,51)。但是,循环需要很长时间才能执行。**code 2**
def subsequences(ts, window):
## ts is of shape (m,)
shape = (ts.size - window + 1, window)
strides = ts.strides * 2
return np.lib.stride_tricks.as_strided(ts, shape=shape, strides=strides)
# rescaledX_raw.shape is (m,51)
n = rescaledX_raw.shape[1]
# n = 51
a = rescaledX_raw[:,0]
# a.shape is (m,)
Xaa = subsequences(a,W)
X = ones(Xaa.shape)*-1
# X.shape is (m_new, W)
for kk in range(n):
## a is of shape (m,)
a = rescaledX_raw[:,kk]
Xaa = subsequences(a,W)
X = np.dstack((X, Xaa))
X_nn = np.delete(X, 0, axis=2)
# X_nn.shape is (m_new, W, 51)
此外,我尝试使用中的函数将其作为完整的2D形状数组(m乘以51)变为3D形状数组(
m_new,w
,51)。代码3**code 3**
def rolling_window(a, window):
## a is of shape (51,m)
shape = (a.shape[-1] - window + 1,window,a.shape[0])
strides = a.strides + (a.strides[-1],)
return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
但是生成的3D矩阵不是正确的矩阵。请参考下面的演示。此外,如何将跨步添加为可以更改的变量。在以上脚本中,跨度为1(表示重叠为w-1)class CustomGenFit(TimeseriesGenerator):
def __getitem__(self, idx):
x, y = super().__getitem__(idx)
return x, x
Xsequences = CustomGenPredict(X, X, length=W, stride = s,sampling_rate=1, batch_size=m)