Multivariate and multistep LSTM

问题描述 投票:0回答:1

给出this example(部分:在多个滞后时间步长示例上进行训练),为了根据前2年的数据预测接下来的6小时污染,我应该设置n_hours = 17520以及以后的步骤数想预测(设置n_out = 6)?

否则,我在某处读到我还应该将Dense层单位修改为将来要预测的步骤数(这里是6),但是,它总是返回错误。有什么问题吗?

谢谢

修改后的代码:

from math import sqrt
from numpy import concatenate
from matplotlib import pyplot
from pandas import read_csv
from pandas import DataFrame
from pandas import concat
from sklearn.preprocessing import MinMaxScaler
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics import mean_squared_error
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM

# convert series to supervised learning
def series_to_supervised(data, n_in=1, n_out=1, dropnan=True):
    n_vars = 1 if type(data) is list else data.shape[1]
    df = DataFrame(data)
    cols, names = list(), list()
    # input sequence (t-n, ... t-1)
    for i in range(n_in, 0, -1):
        cols.append(df.shift(i))
        names += [('var%d(t-%d)' % (j+1, i)) for j in range(n_vars)]
    # forecast sequence (t, t+1, ... t+n)
    for i in range(0, n_out):
        cols.append(df.shift(-i))
        if i == 0:
            names += [('var%d(t)' % (j+1)) for j in range(n_vars)]
        else:
            names += [('var%d(t+%d)' % (j+1, i)) for j in range(n_vars)]
    # put it all together
    agg = concat(cols, axis=1)
    agg.columns = names
    # drop rows with NaN values
    if dropnan:
        agg.dropna(inplace=True)
    return agg

# load dataset
dataset = read_csv('pollution.csv', header=0, index_col=0)
values = dataset.values
# integer encode direction
encoder = LabelEncoder()
values[:,4] = encoder.fit_transform(values[:,4])
# ensure all data is float
values = values.astype('float32')
# normalize features
scaler = MinMaxScaler(feature_range=(0, 1))
scaled = scaler.fit_transform(values)
# specify the number of lag hours
n_hours = 17520
n_features = 8
# frame as supervised learning
reframed = series_to_supervised(scaled, n_hours, 6) # predict the next 6 hours
print(reframed.shape)

# split into train and test sets
values = reframed.values
n_train_hours = 365 * 24 *2
train = values[:n_train_hours, :]
test = values[n_train_hours:, :]
# split into input and outputs
n_obs = n_hours * n_features
train_X, train_y = train[:, :n_obs], train[:, -n_features]
test_X, test_y = test[:, :n_obs], test[:, -n_features]
print(train_X.shape, len(train_X), train_y.shape)
# reshape input to be 3D [samples, timesteps, features]
train_X = train_X.reshape((train_X.shape[0], n_hours, n_features))
test_X = test_X.reshape((test_X.shape[0], n_hours, n_features))
print(train_X.shape, train_y.shape, test_X.shape, test_y.shape)

# design network
model = Sequential()
model.add(LSTM(50, input_shape=(train_X.shape[1], train_X.shape[2])))
model.add(Dense(1))
model.compile(loss='mae', optimizer='adam')
# fit network
history = model.fit(train_X, train_y, epochs=50, batch_size=72, validation_data=(test_X, test_y), verbose=2, shuffle=False)
# plot history
pyplot.plot(history.history['loss'], label='train')
pyplot.plot(history.history['val_loss'], label='test')
pyplot.legend()
pyplot.show()

# make a prediction
yhat = model.predict(test_X)
test_X = test_X.reshape((test_X.shape[0], n_hours*n_features))
# invert scaling for forecast
inv_yhat = concatenate((yhat, test_X[:, -7:]), axis=1)
inv_yhat = scaler.inverse_transform(inv_yhat)
inv_yhat = inv_yhat[:,0]
# invert scaling for actual
test_y = test_y.reshape((len(test_y), 1))
inv_y = concatenate((test_y, test_X[:, -7:]), axis=1)
inv_y = scaler.inverse_transform(inv_y)
inv_y = inv_y[:,0]
# calculate RMSE
rmse = sqrt(mean_squared_error(inv_y, inv_yhat))
print('Test RMSE: %.3f' % rmse)

编辑:我将“密集层”单位的值更改为6,将train_y.shape[1]以及test_y.shape[1]更改为6,如下所示:

# load dataset
dataset = read_csv('pollution.csv', header=0, index_col=0)
values = dataset.values
# integer encode direction
encoder = LabelEncoder()
values[:,4] = encoder.fit_transform(values[:,4])
# ensure all data is float
values = values.astype('float32')
# normalize features
scaler = MinMaxScaler(feature_range=(0, 1))
scaled = scaler.fit_transform(values)
# specify the number of lag hours
n_hours =48
n_out=6
n_features = 8
# frame as supervised learning
reframed = series_to_supervised(scaled, n_hours, n_out)
print(reframed.shape)

# split into train and test sets
values = reframed.values
n_train_hours = 365 * 24 * 2
train = values[:n_train_hours, :]
test = values[n_train_hours:, :]

# split into input and outputs
n_obs = n_hours * n_features
train_X, train_y = train[:, :n_obs], train[:, :6]#I put 6 instead of -n_features
print(train_X.shape, len(train_X), train_y.shape)
test_X, test_y = test[:, :n_obs], test[:,:6] # I put 6 instead of -n_features
print(test_X.shape, len(test_X), test_y.shape)

# reshape input to be 3D [samples, timesteps, features]
train_X = train_X.reshape((train_X.shape[0], n_hours, n_features))
train_y = train_y
test_X = test_X.reshape((test_X.shape[0], n_hours, n_features))
print(train_X.shape, train_y.shape, test_X.shape, test_y.shape)
train_y.shape

# design network
model = Sequential()
model.add(LSTM(5, input_shape=(train_X.shape[1], train_X.shape[2])))
model.add(Dense(6))
model.compile(loss='mae', optimizer='adam')
# fit network
history = model.fit(train_X, train_y, epochs=5, batch_size=72, validation_data=(test_X, test_y), verbose=2, shuffle=False) 
# plot history
pyplot.plot(history.history['loss'], label='train')
pyplot.plot(history.history['val_loss'], label='test')
pyplot.legend()
pyplot.show()

# make a prediction
yhat = model.predict(test_X)
test_X = test_X.reshape((test_X.shape[0], n_hours*n_features))

# invert scaling for forecast
inv_yhat = concatenate((yhat, test_X[:, -7:]), axis=1)
inv_yhat = scaler.inverse_transform(inv_yhat)
inv_yhat = inv_yhat[:,0]
# invert scaling for actual
test_y = test_y.reshape((len(test_y), 1))
inv_y = concatenate((test_y, test_X[:, -7:]), axis=1)
inv_y = scaler.inverse_transform(inv_y)
inv_y = inv_y[:,0]
# calculate RMSE
rmse = sqrt(mean_squared_error(inv_y, inv_yhat))
print('Test RMSE: %.3f' % rmse)

我遇到的错误:

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-57-8e17d1d76420> in <module>
      9 # invert scaling for forecast
     10 inv_yhat = concatenate((yhat, test_X[:, -7:]), axis=1)
---> 11 inv_yhat = scaler.inverse_transform(inv_yhat)
     12 inv_yhat = inv_yhat[:,0]
     13 # invert scaling for actual

~\AppData\Local\Continuum\anaconda3\lib\site-packages\sklearn\preprocessing\data.py in inverse_transform(self, X)
    404                         force_all_finite="allow-nan")
    405 
--> 406         X -= self.min_
    407         X /= self.scale_
    408         return X

ValueError: operands could not be broadcast together with shapes (26227,13) (8,) (26227,13) 
python machine-learning deep-learning lstm forecasting
1个回答
0
投票

如错误输出所示,当您尝试反转最小-最大刻度操作时,会发生问题。问题是您已经使缩放器适合所有列,现在只需要反转数据集第一列的缩放比例。为了解决这个问题,本教程的作者将预测列连接到其余的属性,但是您不能这样做,因为您要为每一行预测多个值。一个可能的解决方案可能是这样:

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