利用随机数据生成完整的基于python的Informer时序预测模型代码,并对模型进行评估,且通过图像展示模型效果
时间: 2024-09-19 21:02:09 浏览: 31
首先,你需要安装必要的库,如PyTorch、Fast.ai、Kaggle API等。假设我们正在处理时间序列数据,并且使用`informer`模型,这是基于Transformer架构的时序预测模型。以下是创建Informer模型并进行评估的基本步骤:
```python
# 导入所需库
import torch
from torch import nn
from pytorch_forecasting import TimeSeriesDataSet, Model, create_dataloader
from pytorch_forecasting.models.informer import Informer
from pytorch_forecasting.metrics import SMAPE, MeanAbsolutePercentageError
import matplotlib.pyplot as plt
# 1. 数据预处理
# 假设你已经有一个名为'data.csv'的时间序列数据集,需要先加载并处理
data = TimeSeriesDataSet(
path="data.csv",
time_idx="time_idx", # 时间列名
target="target", # 目标变量列名
group_ids=["group_id"], # 如果有分组变量
min_encoder_length=24, # 编码长度
max_prediction_length=24, # 预测长度
static_categoricals=None, # 固定分类特征
categorical_encoders=None,
numerical_calers=None,
)
# 2. 创建模型
model_config = {
"encoder": {"type": "Transformer", "embed_dim": 512},
"decoder": {"type": "Transformer", "embed_dim": 512, "num_layers": 2},
"attention_type": "self", # 可选类型:self, cross
"dropout_rate": 0.1,
}
informer_model = Informer(config=model_config, input_size=data.input_size, learning_rate=0.001)
# 3. 训练模型
dataloader = create_dataloader(data, batch_size=64, num_workers=4)
loss_module = nn.MSELoss()
optimizer = torch.optim.Adam(informer_model.parameters(), lr=0.001)
model.fit(dataloader=dataloader, epochs=10) # 调整训练轮数
# 4. 模型评估
metrics = [SMAPE(), MeanAbsolutePercentageError()]
results = model.predict(data_loader=dataloader, metrics=metrics)
print(f"Mean Absolute Percentage Error (MAPE): {results['mape'].item():.2f}")
# 5. 结果可视化
plt.figure(figsize=(12, 6))
plt.plot(results["y_pred"].squeeze(0), label="Predicted")
plt.plot(results["y_true"].squeeze(0), label="Ground Truth")
plt.xlabel("Time Index")
plt.ylabel("Target Variable")
plt.legend()
plt.title("Model Performance Visualization")
plt.show()
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