我想对时间序列数据进行注意力机制,请发给我基于TensorFlow的代码
时间: 2024-05-15 16:17:38 浏览: 113
以下是基于TensorFlow的时间序列注意力机制的代码:
```python
import tensorflow as tf
class TimeAttention(tf.keras.layers.Layer):
def __init__(self, units):
super(TimeAttention, self).__init__()
self.units = units
self.W1 = tf.keras.layers.Dense(units)
self.W2 = tf.keras.layers.Dense(units)
self.V = tf.keras.layers.Dense(1)
def call(self, values):
query = tf.expand_dims(values[:, -1, :], axis=1)
score = self.V(tf.nn.tanh(self.W1(values) + self.W2(query)))
attention_weights = tf.nn.softmax(score, axis=1)
context_vector = attention_weights * values
context_vector = tf.reduce_sum(context_vector, axis=1)
return context_vector
class TimeSeriesModel(tf.keras.Model):
def __init__(self, time_steps, n_features):
super(TimeSeriesModel, self).__init__()
self.attention = TimeAttention(10)
self.rnn_layer = tf.keras.layers.LSTM(64, return_sequences=True)
self.output_layer = tf.keras.layers.Dense(1)
def call(self, inputs):
x = self.attention(inputs)
x = self.rnn_layer(tf.expand_dims(x, axis=1))
x = self.output_layer(x)
return tf.squeeze(x, axis=1)
```
这个代码实现了一个具有时间序列注意力机制的循环神经网络(LSTM),可以用于序列预测任务。其中,`TimeAttention`类实现了时间序列的注意力机制,`TimeSeriesModel`类则使用该注意力机制和LSTM层进行了序列预测。
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