麻烦用python写一段用于时间序列预测的程序
时间: 2023-02-06 22:09:04 浏览: 123
好的,这是一段使用 Python 进行时间序列预测的程序:
首先,我们需要导入所需的库:
```python
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import LSTM, Dense, Dropout
```
接下来,我们可以读入时间序列数据并对其进行预处理:
```python
# 读入数据
df = pd.read_csv("timeseries.csv")
# 将时间作为索引
df.index = df["timestamp"]
# 删除无用的列
df.drop(["timestamp"], axis=1, inplace=True)
# 将数据标准化(归一化)
scaler = MinMaxScaler()
df = pd.DataFrame(scaler.fit_transform(df), columns=df.columns, index=df.index)
# 将数据分为训练集和测试集
train_size = int(len(df) * 0.8)
test_size = len(df) - train_size
train, test = df.iloc[0:train_size], df.iloc[train_size:len(df)]
# 将训练集和测试集转换为 Numpy 数组
x_train, y_train = [], []
for i in range(60, len(train)):
x_train.append(np.array(train.iloc[i-60:i]))
y_train.append(np.array(train.iloc[i]))
x_train, y_train = np.array(x_train), np.array(y_train)
x_test, y_test = [], []
for i in range(60, len(test)):
x_test.append(np.array(test.iloc[i-60:i]))
y_test.append(np.array(test.iloc[i]))
x_test, y_test = np.array(x_test), np.array(y_test)
```
然后,我们可以构建 LSTM 模型并进行训练:
```python
# 构建 LSTM 模型
model = Sequential()
model.
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