请编写代码,利用lstm模型进行时间序列预测,使其仅对序列进行单步预测,随后通过拟合窗口与预测窗口随时间向右滑动,得到关于该序列的完整预测序列,其中加载数据时读取时间序列为r"D:\xiangmu\utilits\name_of_your_excel_file3.xls"文件路径中第5列前3000行的值,将这3000个数据分为训练集与测试集,训练模型后,利用模型预测第3000-3500行的数据,并将预测结果输出到excel文档中
时间: 2024-03-15 14:46:31 浏览: 154
好的,以下是代码实现:
```python
import pandas as pd
import numpy as np
from keras.models import Sequential
from keras.layers import Dense, LSTM
from sklearn.preprocessing import MinMaxScaler
# 读取数据
data = pd.read_excel(r"D:\xiangmu\utilits\name_of_your_excel_file3.xls", usecols=[4], nrows=3000, header=None)
dataset = data.values
dataset = dataset.astype('float32')
# 数据归一化处理
scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)
# 将训练集与测试集划分
train_size = 2500
test_size = 500
train, test = dataset[0:train_size, :], dataset[train_size:train_size + test_size, :]
# 将数据转换为输入和输出形式
def create_dataset(dataset, look_back=1):
dataX, dataY = [], []
for i in range(len(dataset) - look_back - 1):
a = dataset[i:(i + look_back), 0]
dataX.append(a)
dataY.append(dataset[i + look_back, 0])
return np.array(dataX), np.array(dataY)
look_back = 1
trainX, trainY = create_dataset(train, look_back)
testX, testY = create_dataset(test, look_back)
# 将输入数据重塑为LSTM模型所需的格式 [样本数,时间步长,特征数]
trainX = np.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
testX = np.reshape(testX, (testX.shape[0], 1, testX.shape[1]))
# 创建和拟合LSTM模型
model = Sequential()
model.add(LSTM(units=4, input_shape=(1, look_back)))
model.add(Dense(units=1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)
# 在测试集上做预测
testPredict = model.predict(testX)
# 将预测结果转换为原始数据的形式
testPredict = scaler.inverse_transform(testPredict)
testY = scaler.inverse_transform([testY])
# 计算均方根误差
testScore = np.sqrt(np.mean((testPredict - testY) ** 2))
print('Test Score: %.2f RMSE' % (testScore))
# 在新数据上做预测
new_data = pd.read_excel(r"D:\xiangmu\utilits\name_of_your_excel_file3.xls", usecols=[4], skiprows=3000, nrows=500, header=None)
new_dataset = new_data.values
new_dataset = new_dataset.astype('float32')
new_dataset = scaler.fit_transform(new_dataset)
newX, newY = create_dataset(new_dataset, look_back)
newX = np.reshape(newX, (newX.shape[0], 1, newX.shape[1]))
newPredict = model.predict(newX)
newPredict = scaler.inverse_transform(newPredict)
# 将预测结果输出到excel文档中
output = pd.DataFrame(newPredict)
output.to_excel(r"D:\xiangmu\utilits\name_of_your_excel_file3.xls", sheet_name='Sheet1', startrow=3000, startcol=5, index=False, header=False)
```
以上就是利用LSTM模型进行时间序列预测的完整代码实现。
阅读全文