# reshape into X=t and Y=t+1 look_back = 30 X_train, Y_train = create_dataset(train, look_back) X_test, Y_test = create_dataset(test, look_back) print(X_train.shape) print(Y_train.shape) # reshape input to be [samples, time steps, features] X_train = np.reshape(X_train, (X_train.shape[0], 1, X_train.shape[1])) X_test = np.reshape(X_test, (X_test.shape[0], 1, X_test.shape[1])) # Defining the LSTM model model = Sequential() # Adding the first layer with 100 LSTM units and input shape of the data model.add(LSTM(100, input_shape=(X_train.shape[1], X_train.shape[2]))) # Adding a dropout layer to avoid overfitting model.add(Dropout(0.2)) # Adding a dense layer with 1 unit to make predictions model.add(Dense(1))
时间: 2024-04-02 10:37:00 浏览: 127
这是一个Python代码段,用于创建和定义一个LSTM模型。首先,使用create_dataset函数将训练集和测试集转换为X=t和Y=t+1的形式,并设置look_back值为30。接着,使用print函数打印X_train和Y_train的形状。接下来,使用np.reshape函数将X_train和X_test的形状改变为(samples, time steps, features)的形式,其中samples表示样本数量,time steps表示时间步数,features表示每个时间步的特征数。然后,创建一个Sequential对象作为模型容器,并使用model.add函数依次添加LSTM层、Dropout层和Dense层。其中,LSTM层的参数为100,输入形状为(X_train.shape[1], X_train.shape[2]),即(time steps, features),Dropout层的参数为0.2,Dense层的参数为1,表示输出一个预测值。这样就定义了一个简单的LSTM模型。
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# reshape into X=t and Y=t+1 look_back = 30 X_train, Y_train = create_dataset(train, look_back) X_test, Y_test = create_dataset(test, look_back)
这段代码是将时间序列转换为监督学习问题,通过前`look_back`个时间步作为输入,预测下一个时间步的输出。其中,`look_back`表示时间步的长度,`create_dataset()`函数用于创建监督学习数据集。`X_train`和`Y_train`分别表示训练集的输入和输出,`X_test`和`Y_test`分别表示测试集的输入和输出。
dataset = np.reshape(dataset, (-1, 1)) # Create an instance of the MinMaxScaler class to scale the values between 0 and 1 scaler = MinMaxScaler(feature_range=(0, 1)) # Fit the MinMaxScaler to the transformed data and transform the values dataset = scaler.fit_transform(dataset) # Split the transformed data into a training set (80%) and a test set (20%) train_size = int(len(dataset) * 0.80) test_size = len(dataset) - train_size train, test = dataset[0:train_size, :], dataset[train_size:len(dataset), :] # reshape into X=t and Y=t+1 look_back = 30 X_train, Y_train = create_dataset(train, look_back) X_test, Y_test = create_dataset(test, look_back)
这段代码看起来像是在对数据进行预处理的操作。可以看出,代码使用了 MinMaxScaler 对数据进行了归一化操作,将数据缩放到了 0 到 1 之间。接着,代码将数据集分割成了训练集和测试集,并使用了 create_dataset 函数将数据集转换成了可以用于训练的数据形式。具体来说,这里采用了滑动窗口的思想,将每个时间步的前 look_back 个时间步的数据作为输入,将该时间步的数据作为输出,这样就可以用来训练模型了。
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