写一下EEMD+XGBoost+LightGBM+LSTM代码
时间: 2023-03-05 11:57:27 浏览: 282
EMD(Empirical Mode Decomposition)是一种信号处理方法,可以将非线性和非平稳信号分解成若干个本质模态函数(Intrinsic Mode Function, IMF)。
EEMD(Ensemble Empirical Mode Decomposition)是一种改进的 EMD 方法,通过对每个 IMF 添加随机噪声来增加其鲁棒性和可重复性。
XGBoost 和 LightGBM 是两种常用的梯度提升树模型,可以用于回归和分类任务。
LSTM(Long Short-Term Memory)是一种循环神经网络模型,可以用于时间序列预测和文本生成等任务。
以下是一个使用 EEMD、XGBoost、LightGBM 和 LSTM 模型进行时间序列预测的 Python 代码示例:
```python
import numpy as np
import pandas as pd
import pyeemd
import xgboost as xgb
import lightgbm as lgb
from keras.models import Sequential
from keras.layers import LSTM, Dense
# 加载数据
data = pd.read_csv('data.csv', header=None)
data = data.values
# 定义 EEMD 函数
def eemd(data, num_ensembles):
eemd = pyeemd.EEMD(trials=num_ensembles)
emd = eemd.eemd(data)
return emd
# 定义 XGBoost 函数
def xgboost_train(X_train, y_train, X_test):
model = xgb.XGBRegressor(n_estimators=100, max_depth=6, learning_rate=0.1)
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
return y_pred
# 定义 LightGBM 函数
def lightgbm_train(X_train, y_train, X_test):
model = lgb.LGBMRegressor(n_estimators=100, max_depth=6, learning_rate=0.1)
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
return y_pred
# 定义 LSTM 函数
def lstm_train(X_train, y_train, X_test):
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]))
model = Sequential()
model.add(LSTM(50, input_shape=(1, X_train.shape[2])))
model.add(Dense(1))
model.compile(loss='mse', optimizer='adam')
model.fit(X_train, y_train, epochs=50, batch_size=32, verbose=0)
y_pred = model.predict(X_test)
return y_pred
# 定义预测函数
def predict(data, num_ensembles):
emd = eemd(data, num_ensembles)
X = np.concatenate([d.reshape(-1, 1) for d in emd], axis=1)
y_pred_xgboost = xgboost_train(X[:-1], data[num_ensembles:], X[-1:])
y_pred_lightgbm = lightgbm_train(X[:-1], data[num_ensembles:], X[-1:])
y_pred_lstm = lstm_train(X[:-1], data[num_ensembles:], X[-1:])
return y_pred_xgboost, y
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