Python 如何改变LSTM模型中的预测范围?
我有下面的模型来预测价格时间序列。它会为未来1天生成预测。因此,规划范围为1Python 如何改变LSTM模型中的预测范围?,python,tensorflow,keras,lstm,Python,Tensorflow,Keras,Lstm,我有下面的模型来预测价格时间序列。它会为未来1天生成预测。因此,规划范围为1 model = Sequential() model.add(LSTM(4, input_shape=(1, look_back))) model.add(Dense(1)) model.compile(loss="mean_squared_error", optimizer="adam") model.fit(trainX, trainY, epochs=10, batch_s
model = Sequential()
model.add(LSTM(4, input_shape=(1, look_back)))
model.add(Dense(1))
model.compile(loss="mean_squared_error", optimizer="adam")
model.fit(trainX, trainY, epochs=10, batch_size=1, verbose=2)
将此模型更改为提前5天预测的正确方法是什么(即计划期限->5天)
我是否应该将
input\u shape=(1,look\u back)
更改为input\u shape=(5,look\u back)
,并将trainY
更改为trainX
中每行包含5个点?还是更诡计?尝试使用此功能:
def univariate_data(dataset, start_index, end_index, history_size,
target_size, single_step=False):
data, labels = [], []
start_index = start_index + history_size
if end_index is None:
end_index = len(dataset) - target_size
for i in range(start_index, end_index):
indices = np.arange(i-history_size, i)
data.append(np.reshape(dataset[indices], (history_size, 1)))
if single_step:
labels.append(dataset[i + target_size])
else:
labels.append(dataset[i:i + target_size])
return np.array(data), np.array(labels)
完整示例:
import tensorflow as tf
import numpy as np
look_back = 5
look_ahead = 5
X = np.random.rand(100)
y = np.random.rand(100)
def univariate_data(dataset, start_index, end_index, history_size,
target_size, single_step=False):
data, labels = [], []
start_index = start_index + history_size
if end_index is None:
end_index = len(dataset) - target_size
for i in range(start_index, end_index):
indices = np.arange(i-history_size, i)
data.append(np.reshape(dataset[indices], (history_size, 1)))
if single_step:
labels.append(dataset[i + target_size])
else:
labels.append(dataset[i:i + target_size])
return np.array(data), np.array(labels)
trainX, trainY = univariate_data(X, 0, len(X) - look_ahead, look_back, look_ahead)
model = tf.keras.Sequential()
model.add(tf.keras.layers.LSTM(4, input_shape=trainX.shape[1:],
return_sequences=True))
model.add(tf.keras.layers.Dense(1))
model.compile(loss="mean_squared_error", optimizer="adam")
model.fit(trainX, trainY, epochs=10, batch_size=1, verbose=2)
谢谢,你能告诉我在我的例子中应该如何使用这个函数吗?请看更新
import tensorflow as tf
import numpy as np
look_back = 5
look_ahead = 5
X = np.random.rand(100)
y = np.random.rand(100)
def univariate_data(dataset, start_index, end_index, history_size,
target_size, single_step=False):
data, labels = [], []
start_index = start_index + history_size
if end_index is None:
end_index = len(dataset) - target_size
for i in range(start_index, end_index):
indices = np.arange(i-history_size, i)
data.append(np.reshape(dataset[indices], (history_size, 1)))
if single_step:
labels.append(dataset[i + target_size])
else:
labels.append(dataset[i:i + target_size])
return np.array(data), np.array(labels)
trainX, trainY = univariate_data(X, 0, len(X) - look_ahead, look_back, look_ahead)
model = tf.keras.Sequential()
model.add(tf.keras.layers.LSTM(4, input_shape=trainX.shape[1:],
return_sequences=True))
model.add(tf.keras.layers.Dense(1))
model.compile(loss="mean_squared_error", optimizer="adam")
model.fit(trainX, trainY, epochs=10, batch_size=1, verbose=2)