PyTorch搭建LSTM實(shí)現(xiàn)時(shí)間序列負(fù)荷預(yù)測(cè)
I. 前言
在上一篇文章深入理解PyTorch中LSTM的輸入和輸出(從input輸入到Linear輸出)中,我詳細(xì)地解釋了如何利用PyTorch來搭建一個(gè)LSTM模型,本篇文章的主要目的是搭建一個(gè)LSTM模型用于時(shí)間序列預(yù)測(cè)。
系列文章:
PyTorch搭建LSTM實(shí)現(xiàn)多變量多步長(zhǎng)時(shí)序負(fù)荷預(yù)測(cè)
PyTorch搭建LSTM實(shí)現(xiàn)多變量時(shí)序負(fù)荷預(yù)測(cè)
PyTorch深度學(xué)習(xí)LSTM從input輸入到Linear輸出
PyTorch搭建雙向LSTM實(shí)現(xiàn)時(shí)間序列負(fù)荷預(yù)測(cè)
II. 數(shù)據(jù)處理
數(shù)據(jù)集為某個(gè)地區(qū)某段時(shí)間內(nèi)的電力負(fù)荷數(shù)據(jù),除了負(fù)荷以外,還包括溫度、濕度等信息。
本篇文章暫時(shí)不考慮其它變量,只考慮用歷史負(fù)荷來預(yù)測(cè)未來負(fù)荷。
本文中,我們根據(jù)前24個(gè)時(shí)刻的負(fù)荷下一時(shí)刻的負(fù)荷。有關(guān)多變量預(yù)測(cè)請(qǐng)參考:PyTorch搭建LSTM實(shí)現(xiàn)多變量時(shí)間序列預(yù)測(cè)(負(fù)荷預(yù)測(cè))。
def load_data(file_name): global MAX, MIN df = pd.read_csv('data/new_data/' + file_name, encoding='gbk') columns = df.columns df.fillna(df.mean(), inplace=True) MAX = np.max(df[columns[1]]) MIN = np.min(df[columns[1]]) df[columns[1]] = (df[columns[1]] - MIN) / (MAX - MIN) return df class MyDataset(Dataset): def __init__(self, data): self.data = data def __getitem__(self, item): return self.data[item] def __len__(self): return len(self.data) def nn_seq(file_name, B): print('處理數(shù)據(jù):') data = load_data(file_name) load = data[data.columns[1]] load = load.tolist() load = torch.FloatTensor(load).view(-1) data = data.values.tolist() seq = [] for i in range(len(data) - 24): train_seq = [] train_label = [] for j in range(i, i + 24): train_seq.append(load[j]) train_label.append(load[i + 24]) train_seq = torch.FloatTensor(train_seq).view(-1) train_label = torch.FloatTensor(train_label).view(-1) seq.append((train_seq, train_label)) # print(seq[:5]) Dtr = seq[0:int(len(seq) * 0.7)] Dte = seq[int(len(seq) * 0.7):len(seq)] train_len = int(len(Dtr) / B) * B test_len = int(len(Dte) / B) * B Dtr, Dte = Dtr[:train_len], Dte[:test_len] train = MyDataset(Dtr) test = MyDataset(Dte) Dtr = DataLoader(dataset=train, batch_size=B, shuffle=False, num_workers=0) Dte = DataLoader(dataset=test, batch_size=B, shuffle=False, num_workers=0) return Dtr, Dte
上面代碼用了DataLoader來對(duì)原始數(shù)據(jù)進(jìn)行處理,最終得到了batch_size=B的數(shù)據(jù)集Dtr和Dte,Dtr為訓(xùn)練集,Dte為測(cè)試集。
III. LSTM模型
這里采用了深入理解PyTorch中LSTM的輸入和輸出(從input輸入到Linear輸出)中的模型:
class LSTM(nn.Module): def __init__(self, input_size, hidden_size, num_layers, output_size, batch_size): super().__init__() self.input_size = input_size self.hidden_size = hidden_size self.num_layers = num_layers self.output_size = output_size self.num_directions = 1 # 單向LSTM self.batch_size = batch_size self.lstm = nn.LSTM(self.input_size, self.hidden_size, self.num_layers, batch_first=True) self.linear = nn.Linear(self.hidden_size, self.output_size) def forward(self, input_seq): h_0 = torch.randn(self.num_directions * self.num_layers, self.batch_size, self.hidden_size).to(device) c_0 = torch.randn(self.num_directions * self.num_layers, self.batch_size, self.hidden_size).to(device) seq_len = input_seq.shape[1] # (5, 24) # input(batch_size, seq_len, input_size) input_seq = input_seq.view(self.batch_size, seq_len, 1) # (5, 24, 1) # output(batch_size, seq_len, num_directions * hidden_size) output, _ = self.lstm(input_seq, (h_0, c_0)) # output(5, 24, 64) output = output.contiguous().view(self.batch_size * seq_len, self.hidden_size) # (5 * 24, 64) pred = self.linear(output) # pred(150, 1) pred = pred.view(self.batch_size, seq_len, -1) # (5, 24, 1) pred = pred[:, -1, :] # (5, 1) return pred
IV. 訓(xùn)練
def LSTM_train(name, b): Dtr, Dte = nn_seq(file_name=name, B=b) input_size, hidden_size, num_layers, output_size = 1, 64, 5, 1 model = LSTM(input_size, hidden_size, num_layers, output_size, batch_size=b).to(device) loss_function = nn.MSELoss().to(device) optimizer = torch.optim.Adam(model.parameters(), lr=0.001) # 訓(xùn)練 epochs = 15 cnt = 0 for i in range(epochs): cnt = 0 print('當(dāng)前', i) for (seq, label) in Dtr: cnt += 1 seq = seq.to(device) label = label.to(device) y_pred = model(seq) loss = loss_function(y_pred, label) optimizer.zero_grad() loss.backward() optimizer.step() if cnt % 100 == 0: print('epoch', i, ':', cnt - 100, '~', cnt, loss.item()) state = {'model': model.state_dict(), 'optimizer': optimizer.state_dict()} torch.save(state, LSTM_PATH)
一共訓(xùn)練了15輪:
V. 測(cè)試
def test(name, b): global MAX, MIN Dtr, Dte = nn_seq(file_name=name, B=b) pred = [] y = [] print('loading model...') input_size, hidden_size, num_layers, output_size = 1, 64, 5, 1 model = LSTM(input_size, hidden_size, num_layers, output_size, batch_size=b).to(device) model.load_state_dict(torch.load(LSTM_PATH)['model']) model.eval() print('predicting...') for (seq, target) in Dte: target = list(chain.from_iterable(target.data.tolist())) y.extend(target) seq = seq.to(device) seq_len = seq.shape[1] seq = seq.view(model.batch_size, seq_len, 1) # (5, 24, 1) with torch.no_grad(): y_pred = model(seq) y_pred = list(chain.from_iterable(y_pred.data.tolist())) pred.extend(y_pred) y, pred = np.array(y), np.array(pred) y = (MAX - MIN) * y + MIN pred = (MAX - MIN) * pred + MIN print('accuracy:', get_mape(y, pred)) # plot x = [i for i in range(1, 151)] x_smooth = np.linspace(np.min(x), np.max(x), 600) y_smooth = make_interp_spline(x, y[0:150])(x_smooth) plt.plot(x_smooth, y_smooth, c='green', marker='*', ms=1, alpha=0.75, label='true') y_smooth = make_interp_spline(x, pred[0:150])(x_smooth) plt.plot(x_smooth, y_smooth, c='red', marker='o', ms=1, alpha=0.75, label='pred') plt.grid(axis='y') plt.legend() plt.show()
MAPE為6.07%:
VI. 源碼及數(shù)據(jù)
源碼及數(shù)據(jù)我放在了GitHub上,LSTM-Load-Forecasting
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