tcn与lstm结合预测的tensorflowy的代码
时间: 2023-08-11 07:07:46 浏览: 282
以下是一个使用TCN和LSTM结合进行时间序列预测的TensorFlow代码示例:
```python
import tensorflow as tf
from tensorflow.keras.layers import Input, Dense, LSTM, Dropout
from tensorflow.keras.optimizers import Adam
from tensorflow.keras.callbacks import EarlyStopping
from tensorflow.keras.models import Model
from tensorflow.keras.layers import Conv1D
from tcn import TCN
# 定义输入层
inputs = Input(shape=(timesteps, input_dim))
# TCN层
tcn_layer = TCN(nb_filters=64, kernel_size=2, dilations=[1, 2, 4, 8, 16, 32],
activation='relu', use_skip_connections=True)(inputs)
# LSTM层
lstm_layer = LSTM(units=64, activation='relu')(tcn_layer)
# Dropout层
dropout_layer = Dropout(rate=0.2)(lstm_layer)
# 全连接层
fc_layer = Dense(units=output_dim, activation='linear')(dropout_layer)
# 定义模型
model = Model(inputs=inputs, outputs=fc_layer)
# 编译模型
model.compile(optimizer=Adam(lr=1e-4), loss='mse')
# 提前停止
early_stop = EarlyStopping(monitor='val_loss', patience=10)
# 训练模型
history = model.fit(x_train, y_train, validation_data=(x_valid, y_valid),
epochs=100, batch_size=32, callbacks=[early_stop])
```
其中,`timesteps`是时间步长,`input_dim`是输入维度,`output_dim`是输出维度。`TCN`是TCN层,`LSTM`是LSTM层,`Dropout`是Dropout层,`Dense`是全连接层。`EarlyStopping`是提前停止的回调函数。
这里使用了一个名为`tcn`的第三方库,可以通过`pip install keras-tcn`命令进行安装。当然,也可以自己实现TCN层。
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