用代码构建一个多变量多步长的基于pytorch的lstm预测模型,并输出预测结果
时间: 2024-01-26 17:01:52 浏览: 85
基于pytorch的LSTM多变量多输出时间序列预测使用例
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好的,我可以为你提供一个基于PyTorch的多变量多步长LSTM预测模型的代码示例,但是需要你提供数据集和预测的时间步长等参数,我才能够进行修改。以下是一个基本的模板,你可以参考并进行修改:
```python
import torch
import torch.nn as nn
import numpy as np
class MultiStepLSTM(nn.Module):
def __init__(self, input_size, hidden_size, output_size, num_layers):
super(MultiStepLSTM, self).__init__()
self.hidden_size = hidden_size
self.num_layers = num_layers
self.lstm = nn.LSTM(input_size, hidden_size, num_layers, batch_first=True)
self.fc = nn.Linear(hidden_size, output_size)
def forward(self, x):
h0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).requires_grad_()
c0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).requires_grad_()
out, (hn, cn) = self.lstm(x, (h0.detach(), c0.detach()))
out = self.fc(out[:, -1, :])
return out
# 数据预处理
def create_dataset(dataset, look_back=1, look_forward=1):
dataX, dataY = [], []
for i in range(len(dataset)-look_back-look_forward+1):
a = dataset[i:(i+look_back), :]
dataX.append(a)
dataY.append(dataset[i + look_back:i+look_back+look_forward, :])
return np.array(dataX), np.array(dataY)
# 数据集准备
look_back = 10 # 输入的时间步长
look_forward = 3 # 预测的时间步长
trainX, trainY = create_dataset(train_data, look_back, look_forward)
testX, testY = create_dataset(test_data, look_back, look_forward)
# 超参数
input_size = trainX.shape[2]
hidden_size = 64
output_size = trainY.shape[2]
num_layers = 2
epochs = 100
lr = 0.001
# 构建模型
model = MultiStepLSTM(input_size, hidden_size, output_size, num_layers)
# 定义损失函数和优化器
criterion = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=lr)
# 训练模型
for epoch in range(epochs):
inputs = torch.Tensor(trainX)
targets = torch.Tensor(trainY)
optimizer.zero_grad()
outputs = model(inputs)
loss = criterion(outputs, targets)
loss.backward()
optimizer.step()
print("Epoch {} loss: {}".format(epoch, loss.item()))
# 模型评估
test_inputs = torch.Tensor(testX)
test_targets = torch.Tensor(testY)
test_outputs = model(test_inputs)
# 输出预测结果
print(test_outputs.detach().numpy())
```
请注意,这只是一个基本的模板,需要根据你的数据集和预测参数进行修改,比如输入的时间步长和预测的时间步长等。
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