我想用R语言做lstm模型时间序列分析,有具体的代码示例么?
时间: 2023-04-09 19:02:04 浏览: 184
我可以为您提供一些R语言的LSTM模型时间序列分析的代码示例,您可以参考以下代码:
library(keras)
library(tidyverse)
library(lubridate)
# 加载数据
data <- read.csv("data.csv")
# 数据预处理
data$Date <- ymd(data$Date)
data <- data %>% select(Date, Value)
data <- data %>% arrange(Date)
# 划分训练集和测试集
train_size <- floor(nrow(data) * 0.8)
train <- data[1:train_size, ]
test <- data[(train_size + 1):nrow(data), ]
# 归一化数据
train_max <- max(train$Value)
train_min <- min(train$Value)
train$Value <- (train$Value - train_min) / (train_max - train_min)
test$Value <- (test$Value - train_min) / (train_max - train_min)
# 创建时间序列数据
look_back <- 12
trainX <- train$Value
trainY <- train$Value[-c(1:look_back)]
for (i in 1:look_back) {
trainX <- cbind(trainX, train$Value[-c((nrow(train) - i + 1):nrow(train))])
}
trainX <- trainX[-c(1:look_back), ]
testX <- test$Value
testY <- test$Value[-c(1:look_back)]
for (i in 1:look_back) {
testX <- cbind(testX, test$Value[-c((nrow(test) - i + 1):nrow(test))])
}
testX <- testX[-c(1:look_back), ]
# 创建LSTM模型
model <- keras_model_sequential() %>%
layer_lstm(units = 50, input_shape = c(look_back, 1)) %>%
layer_dense(units = 1)
# 编译模型
model %>% compile(
loss = "mean_squared_error",
optimizer = optimizer_adam()
)
# 训练模型
history <- model %>% fit(
trainX, trainY,
epochs = 100,
batch_size = 32,
validation_data = list(testX, testY),
verbose = 2
)
# 预测
trainPredict <- model %>% predict(trainX)
testPredict <- model %>% predict(testX)
# 反归一化
trainPredict <- trainPredict * (train_max - train_min) + train_min
trainY <- trainY * (train_max - train_min) + train_min
testPredict <- testPredict * (train_max - train_min) + train_min
testY <- testY * (train_max - train_min) + train_min
# 可视化结果
plot(data$Date, data$Value, type = "l", col = "blue", xlab = "Date", ylab = "Value")
lines(data$Date[-c(1:look_back)], trainPredict, type = "l", col = "red")
lines(data$Date[-c(1:look_back)], testPredict, type = "l", col = "green")
legend("topleft", legend = c("Actual", "Train", "Test"), col = c("blue", "red", "green"), lty = 1)
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