tcn、lstm、attention结合的时序预测的tensorflow的代码
时间: 2024-01-26 10:02:08 浏览: 115
cnn+lstm+attention对时序数据进行预测
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以下是一个结合了TCN、LSTM和Attention的时序预测模型的TensorFlow代码示例:
```python
import tensorflow as tf
class TCN_Attention_LSTM(tf.keras.Model):
def __init__(self, tcn_layers, lstm_units, attention_units, input_shape):
super(TCN_Attention_LSTM, self).__init__()
self.tcn_layers = tcn_layers
self.lstm_units = lstm_units
self.attention_units = attention_units
self.input_shape = input_shape
self.tcn_layer = []
for i in range(self.tcn_layers):
self.tcn_layer.append(tf.keras.layers.Conv1D(filters=64, kernel_size=3, dilation_rate=2**i, padding='same', activation=tf.nn.relu))
self.attention_layer = tf.keras.layers.Dense(units=self.attention_units, activation=tf.nn.tanh)
self.lstm_layer = tf.keras.layers.LSTM(units=self.lstm_units, return_sequences=True)
self.dense_layer = tf.keras.layers.Dense(units=1)
def call(self, inputs):
# TCN
tcn_input = inputs
for i in range(self.tcn_layers):
tcn_output = self.tcn_layer[i](tcn_input)
tcn_input = tcn_output + tcn_input
# Attention
attention_output = self.attention_layer(tcn_output)
attention_weights = tf.nn.softmax(attention_output, axis=1)
attention_output = tf.reduce_sum(tf.multiply(tcn_output, attention_weights), axis=1)
# LSTM
lstm_output = self.lstm_layer(tcn_output)
# Concatenate LSTM and attention output
lstm_attention_output = tf.concat([lstm_output, attention_output[:, tf.newaxis, :]], axis=1)
# Dense layer
output = self.dense_layer(lstm_attention_output)
return output
```
在这个模型中,首先使用TCN进行特征提取,然后使用Attention层对TCN的输出进行加权,再将加权后的结果与LSTM的输出进行拼接,最后通过一个全连接层输出预测结果。在这个模型中,TCN、LSTM和Attention的超参数可以根据实际情况进行调整。
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