给出时间序列预测adnn方法的python代码
时间: 2023-08-23 13:03:37 浏览: 102
python时间序列预测
ADNN(Adaptive Deep Neural Network)是一种基于深度学习的时间序列预测方法,下面是一个简单的Python代码示例:
首先,导入必要的库:
```python
import numpy as np
import pandas as pd
import tensorflow as tf
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, LSTM, Dropout
from tensorflow.keras.callbacks import EarlyStopping
```
然后,定义一个函数来准备时间序列数据:
```python
def prepare_data(timeseries, n_features):
X, Y = [], []
for i in range(len(timeseries)):
# 获取当前时间步的输入和输出
end_ix = i + n_features
if end_ix > len(timeseries)-1:
break
seq_x, seq_y = timeseries[i:end_ix], timeseries[end_ix]
X.append(seq_x)
Y.append(seq_y)
return np.array(X), np.array(Y)
```
接下来,读取并准备时间序列数据:
```python
df = pd.read_csv('timeseries.csv', header=None)
timeseries = df.values.flatten()
n_features = 3
X, Y = prepare_data(timeseries, n_features)
```
然后,定义一个ADNN模型:
```python
model = Sequential()
model.add(LSTM(50, activation='relu', input_shape=(n_features, 1)))
model.add(Dropout(0.2))
model.add(Dense(1))
model.compile(optimizer='adam', loss='mse')
```
接下来,训练ADNN模型:
```python
model.fit(X.reshape((X.shape[0], X.shape[1], 1)), Y, epochs=100, verbose=0, callbacks=[EarlyStopping(monitor='val_loss', patience=20)], validation_split=0.2)
```
最后,使用ADNN模型进行预测:
```python
# 预测最近3个时间步的数据
test_input = np.array([timeseries[-3:], timeseries[-2:], timeseries[-1:]])
test_input = test_input.reshape((1, n_features, 1))
test_output = model.predict(test_input, verbose=0)
print(test_output)
```
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