return data, label def __len__(self): return len(self.data)train_dataset = MyDataset(train, y[:split_boundary].values, time_steps, output_steps, target_index)test_ds = MyDataset(test, y[split_boundary:].values, time_steps, output_steps, target_index)class MyLSTMModel(nn.Module): def __init__(self): super(MyLSTMModel, self).__init__() self.rnn = nn.LSTM(input_dim, 16, 1, batch_first=True) self.flatten = nn.Flatten() self.fc1 = nn.Linear(16 * time_steps, 120) self.relu = nn.PReLU() self.fc2 = nn.Linear(120, output_steps) def forward(self, input): out, (h, c) = self.rnn(input) out = self.flatten(out) out = self.fc1(out) out = self.relu(out) out = self.fc2(out) return outepoch_num = 50batch_size = 128learning_rate = 0.001def train(): print('训练开始') model = MyLSTMModel() model.train() opt = optim.Adam(model.parameters(), lr=learning_rate) mse_loss = nn.MSELoss() data_reader = DataLoader(train_dataset, batch_size=batch_size, drop_last=True) history_loss = [] iter_epoch = [] for epoch in range(epoch_num): for data, label in data_reader: # 验证数据和标签的形状是否满足期望，如果不满足，则跳过这个批次 if data.shape[0] != batch_size or label.shape[0] != batch_size: continue train_ds = data.float() train_lb = label.float() out = model(train_ds) avg_loss = mse_loss(out, train_lb) avg_loss.backward() opt.step() opt.zero_grad() print('epoch {}, loss {}'.format(epoch, avg_loss.item())) iter_epoch.append(epoch) history_loss.append(avg_loss.item()) plt.plot(iter_epoch, history_loss, label='loss') plt.legend() plt.xlabel('iters') plt.ylabel('Loss') plt.show() torch.save(model.state_dict(), 'model_1')train()param_dict = torch.load('model_1')model = MyLSTMModel()model.load_state_dict(param_dict)model.eval()data_reader1 = DataLoader(test_ds, batch_size=batch_size, drop_last=True)res = []res1 = []# 在模型预测时，label 的处理for data, label in data_reader1: data = data.float() label = label.float() out = model(data) res.extend(out.detach().numpy().reshape(data.shape[0]).tolist()) res1.extend(label.numpy().tolist()) # 由于预测一步，所以无需 reshape，直接转为 list 即可title = "t321"plt.title(title, fontsize=24)plt.xlabel("time", fontsize=14)plt.ylabel("irr", fontsize=14)plt.plot(res, color='g', label='predict')plt.plot(res1, color='red', label='real')plt.legend()plt.grid()plt.show()的运算过程

这段代码是用 PyTorch 实现的一个 LSTM 模型，用于时间序列预测。首先定义了一个自定义的数据集类 MyDataset，用于加载训练数据和测试数据。然后定义了一个包含 LSTM 层的 MyLSTMModel 模型，并在 train 函数中使用 DataLoader 加载训练数据集，采用 Adam 优化器和 MSE 损失函数进行训练。训练过程中记录了每个 epoch 的损失值，并在训练结束后保存了模型参数。最后，使用加载的模型参数对测试数据进行预测，并将预测结果和真实值可视化展示出来。