用python写一个基于pytorch的lstm多步预测代码
时间: 2023-05-19 15:01:48 浏览: 346
Python中利用LSTM模型进行时间序列预测分析的实现
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当然可以,以下是一个基于PyTorch的LSTM多步预测代码的示例:
```python
import torch
import torch.nn as nn
import numpy as np
# 定义LSTM模型
class LSTM(nn.Module):
def __init__(self, input_size, hidden_size, output_size):
super(LSTM, self).__init__()
self.hidden_size = hidden_size
self.lstm = nn.LSTM(input_size, hidden_size)
self.linear = nn.Linear(hidden_size, output_size)
def forward(self, input):
lstm_out, _ = self.lstm(input.view(len(input), 1, -1))
output = self.linear(lstm_out.view(len(input), -1))
return output[-1]
# 定义训练函数
def train(model, optimizer, loss_fn, train_data, train_labels):
model.train()
optimizer.zero_grad()
output = model(train_data)
loss = loss_fn(output, train_labels)
loss.backward()
optimizer.step()
return loss.item()
# 定义测试函数
def test(model, test_data, test_labels):
model.eval()
with torch.no_grad():
output = model(test_data)
loss = torch.nn.functional.mse_loss(output, test_labels)
return loss.item()
# 定义数据集
data = np.sin(np.arange(1000) * np.pi / 50)
train_data = data[:800]
train_labels = data[1:801]
test_data = data[800:-1]
test_labels = data[801:]
# 定义模型和优化器
model = LSTM(1, 10, 1)
optimizer = torch.optim.Adam(model.parameters(), lr=0.01)
loss_fn = nn.MSELoss()
# 训练模型
for epoch in range(1000):
train_loss = train(model, optimizer, loss_fn, train_data, train_labels)
test_loss = test(model, test_data, test_labels)
if epoch % 100 == 0:
print(f"Epoch {epoch}, Train Loss: {train_loss:.4f}, Test Loss: {test_loss:.4f}")
# 使用模型进行预测
with torch.no_grad():
predictions = []
input = torch.tensor(test_data[0]).float()
for i in range(len(test_data)):
output = model(input)
predictions.append(output.item())
input = output
predictions = np.array(predictions)
# 绘制预测结果
import matplotlib.pyplot as plt
plt.plot(test_labels, label="True Data")
plt.plot(predictions, label="Predictions")
plt.legend()
plt.show()
```
这个代码使用了一个单层的LSTM模型,输入是一个数值序列,输出也是一个数值序列,用于多步预测。在训练过程中,使用均方误差作为损失函数,使用Adam优化器进行优化。最终,我们可以使用训练好的模型对测试集进行预测,并将预测结果与真实结果进行比较。
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