我有一个单步模型,若改为多步预测,如何修改 : input1 = Input(shape=(trainX1.shape[1], trainX1.shape[2])) conv1 = Conv1D(filters=128 , kernel_size=config.CK, strides=1, activation='relu') # for input1 # 多输入权重共享 conv2 = Conv1D(filters=128 , kernel_size=config.CK, strides=config.CK, activation='relu') # for input2 conv2.set_weights(conv1.get_weights()) # at least use same weight # CNN conv1out = conv1(input1) conv1out = Dropout(config.dropout)(conv1out) # RNN lstm1out = LSTM(config.lstm_batch_size)(conv1out) lstm1out = Dropout(config.dropout)(lstm1out) # Input2: long-term time series with period input2 = Input(shape=(trainX2.shape[1], trainX2.shape[2])) # CNN conv2out = conv2(input2) conv2out = Dropout(config.dropout)(conv2out) # RNN lstm2out = LSTM(config.lstm_batch_size)(conv2out) lstm2out = Dropout(config.dropout)(lstm2out) lstm_out = concatenate([lstm1out,lstm2out]) model.add(keras.layers.Embedding(input_dim=10000, output_dim=300, mask_zero=True)) model.add(keras.layers.Bidirectional(keras.layers.LSTM(units=128, return_sequences=True))) #model.add(SeqSelfAttention(attention_activation='sigmoid')) model.add(keras.layers.Dense(units=5)) #x = BatchNormalization() #x = Activation('relu')(x) res = Dense(trainY.shape[1])(lstm_out)
时间: 2023-12-07 22:05:38 浏览: 133
LSTM-单变量多步.rar_LSTM_LSTM多步_lstm jupyter_多步_多步预测
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若要将单步预测模型改为多步预测模型,需要进行以下修改:
1. 修改网络结构。多步预测模型需要考虑多个时间步的输出,因此需要对模型进行修改,使其能够同时预测多个时间步的输出。可以在模型最后添加一个长度为多步预测步数的全连接层,输出预测结果。
2. 修改损失函数和评价指标。多步预测模型需要考虑多个时间步的输出,因此需要使用适合多步预测的损失函数和评价指标。例如,可以使用平均绝对误差(mean absolute error,MAE)作为损失函数和评价指标。
下面是可能的修改代码:
```
# 修改网络结构
input1 = Input(shape=(trainX1.shape[1], trainX1.shape[2]))
conv1 = Conv1D(filters=128 , kernel_size=config.CK, strides=1, activation='relu') # for input1
# 多输入权重共享
conv2 = Conv1D(filters=128 , kernel_size=config.CK, strides=config.CK, activation='relu') # for input2
conv2.set_weights(conv1.get_weights()) # at least use same weight
# CNN
conv1out = conv1(input1)
conv1out = Dropout(config.dropout)(conv1out)
# RNN
lstm1out = LSTM(config.lstm_batch_size)(conv1out)
lstm1out = Dropout(config.dropout)(lstm1out)
# Input2: long-term time series with period
input2 = Input(shape=(trainX2.shape[1], trainX2.shape[2]))
# CNN
conv2out = conv2(input2)
conv2out = Dropout(config.dropout)(conv2out)
# RNN
lstm2out = LSTM(config.lstm_batch_size)(conv2out)
lstm2out = Dropout(config.dropout)(lstm2out)
lstm_out = concatenate([lstm1out,lstm2out])
model.add(keras.layers.Embedding(input_dim=10000, output_dim=300, mask_zero=True))
model.add(keras.layers.Bidirectional(keras.layers.LSTM(units=128, return_sequences=True)))
#model.add(SeqSelfAttention(attention_activation='sigmoid'))
model.add(keras.layers.Dense(units=5))
model.add(keras.layers.Dense(units=多步预测步数)) # 添加多步预测输出层
# 修改损失函数和评价指标
model.compile(loss='mean_absolute_error', optimizer='adam', metrics=['mean_absolute_error'])
```
需要注意的是,多步预测模型的训练时间较长,需要更多的训练数据和计算资源。
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