利用python编写一个读取txt文件进行CEEMDAN分解并将分解后的的数据包括残差送入GA优化后的LSTM中,并画出CEEMDAN 分解后的图包括残差以及LSTM预测的图的程序
时间: 2024-06-10 07:10:02 浏览: 138
CEEMDAN.rar
由于CEEMDAN分解和LSTM预测都是比较复杂的算法,这里只能提供一个大致的流程框架,具体实现还需要根据具体情况进行调整。
1. 读取txt文件
首先需要读取txt文件中的数据,可以使用python自带的open函数进行读取,例如:
```
with open('data.txt', 'r') as f:
data = f.readlines()
```
这里假设数据文件中的每一行都是一个时间序列,每个数之间用逗号分隔。
2. CEEMDAN分解
CEEMDAN分解可以使用pyhht库进行实现,例如:
```
from pyhht.visualization import plot_imfs
from pyhht.emd import EMD
emd = EMD()
imfs = emd(data)
plot_imfs(data, imfs)
```
这里假设分解出的每个IMF都是一个时间序列,可以使用imfs[i]来获取第i个IMF。
3. GA优化
GA优化可以使用遗传算法库进行实现,例如:
```
import random
import numpy as np
from deap import algorithms, base, creator, tools
creator.create("FitnessMax", base.Fitness, weights=(1.0,))
creator.create("Individual", list, fitness=creator.FitnessMax)
toolbox = base.Toolbox()
toolbox.register("attr_bool", random.randint, 0, 1)
toolbox.register("individual", tools.initRepeat, creator.Individual, toolbox.attr_bool, n=len(data))
toolbox.register("population", tools.initRepeat, list, toolbox.individual)
def evalOneMax(individual):
return sum(individual),
toolbox.register("evaluate", evalOneMax)
toolbox.register("mate", tools.cxTwoPoint)
toolbox.register("mutate", tools.mutFlipBit, indpb=0.05)
toolbox.register("select", tools.selTournament, tournsize=3)
def main():
pop = toolbox.population(n=50)
algorithms.eaSimple(pop, toolbox, cxpb=0.5, mutpb=0.2, ngen=10, verbose=False)
if __name__ == "__main__":
main()
```
这里假设GA优化的目标是使得二进制序列中的1的个数最多。
4. LSTM预测
可以使用tensorflow库中的LSTM模型进行预测,例如:
```
import tensorflow as tf
lstm_size = 128
num_layers = 2
batch_size = 64
num_steps = 50
learning_rate = 0.001
num_epochs = 50
tf.reset_default_graph()
inputs = tf.placeholder(tf.float32, [batch_size, num_steps, input_size], name='inputs')
targets = tf.placeholder(tf.float32, [batch_size, num_steps, output_size], name='targets')
cell = tf.contrib.rnn.MultiRNNCell([tf.contrib.rnn.BasicLSTMCell(lstm_size) for _ in range(num_layers)])
initial_state = cell.zero_state(batch_size, tf.float32)
rnn_outputs, final_state = tf.nn.dynamic_rnn(cell, inputs, initial_state=initial_state)
with tf.variable_scope('softmax'):
W = tf.get_variable('W', [lstm_size, output_size])
b = tf.get_variable('b', [output_size], initializer=tf.constant_initializer(0.0))
logits = tf.reshape(tf.matmul(tf.reshape(rnn_outputs, [-1, lstm_size]), W) + b, [batch_size, num_steps, output_size])
loss_weights = tf.ones([batch_size, num_steps])
loss = tf.contrib.seq2seq.sequence_loss(logits, targets, loss_weights)
cost = tf.reduce_mean(loss)
optimizer = tf.train.AdamOptimizer(learning_rate).minimize(cost)
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
for epoch in range(num_epochs):
state = sess.run(initial_state)
for i in range(num_batches):
batch_inputs, batch_targets = get_batch(data, i, batch_size, num_steps)
feed = {inputs: batch_inputs, targets: batch_targets, initial_state: state}
_, state = sess.run([optimizer, final_state], feed_dict=feed)
```
这里假设LSTM预测的输入是一个batch_size*num_steps*input_size的矩阵,输出是一个batch_size*num_steps*output_size的矩阵。
5. 绘制图像
可以使用matplotlib库进行绘制,例如:
```
import matplotlib.pyplot as plt
plt.figure(figsize=(16, 12))
# 绘制CEEMDAN分解后的图像
for i in range(len(imfs)):
plt.subplot(len(imfs)+1, 1, i+1)
plt.plot(imfs[i])
plt.title('IMF {}'.format(i+1))
# 绘制残差
plt.subplot(len(imfs)+1, 1, len(imfs)+1)
plt.plot(residual)
plt.title('Residual')
# 绘制LSTM预测的结果
plt.figure(figsize=(16, 6))
plt.plot(predictions)
plt.title('LSTM Predictions')
```
这里假设CEEMDAN分解后的图像和残差都是在一个图中绘制的,LSTM预测的结果是另一个图。
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