编写pytorch代码,读取时序数据集dataset,首先通过滑动窗口划分法整理数据集。划分为训练集、验证集和测试集,将训练集、验证集和测试集转换为DataFrame格式。提取时间列,特征列和标签列
时间: 2024-03-27 07:41:19 浏览: 60
好的,下面是示例代码:
```python
import pandas as pd
import numpy as np
import torch
# 定义滑动窗口大小和步长
window_size = 10
step_size = 1
# 定义读取数据集的函数
def read_dataset(path):
df = pd.read_csv(path)
return df
# 定义划分数据集的函数
def split_dataset(df):
n_samples = len(df)
n_train = int(0.6 * n_samples)
n_val = int(0.2 * n_samples)
n_test = n_samples - n_train - n_val
train_df = df.iloc[:n_train]
val_df = df.iloc[n_train:n_train+n_val]
test_df = df.iloc[n_train+n_val:]
return train_df, val_df, test_df
# 定义滑动窗口划分函数
def sliding_windows(data, window_size, step_size):
X = []
y = []
for i in range(0, len(data) - window_size, step_size):
X.append(data[i:i+window_size, :-1])
y.append(data[i+window_size-1, -1])
return np.array(X), np.array(y)
# 读取数据集
df = read_dataset('dataset.csv')
# 划分数据集
train_df, val_df, test_df = split_dataset(df)
# 提取时间列、特征列和标签列
time_col = 'time'
feature_cols = ['feat1', 'feat2', 'feat3']
target_col = 'target'
# 整理训练集
train_data = train_df[feature_cols + [target_col]].values
train_data = torch.FloatTensor(train_data)
train_data = sliding_windows(train_data, window_size, step_size)
train_X, train_y = train_data
train_time = np.repeat(np.arange(len(train_y)), window_size)
# 整理验证集
val_data = val_df[feature_cols + [target_col]].values
val_data = torch.FloatTensor(val_data)
val_data = sliding_windows(val_data, window_size, step_size)
val_X, val_y = val_data
val_time = np.repeat(np.arange(len(val_y)), window_size)
# 整理测试集
test_data = test_df[feature_cols + [target_col]].values
test_data = torch.FloatTensor(test_data)
test_data = sliding_windows(test_data, window_size, step_size)
test_X, test_y = test_data
test_time = np.repeat(np.arange(len(test_y)), window_size)
# 将训练集、验证集和测试集转换为DataFrame格式
train_df = pd.DataFrame(train_X.reshape(-1, len(feature_cols)))
train_df.columns = feature_cols
train_df[time_col] = train_time
train_df[target_col] = np.repeat(train_y, window_size)
val_df = pd.DataFrame(val_X.reshape(-1, len(feature_cols)))
val_df.columns = feature_cols
val_df[time_col] = val_time
val_df[target_col] = np.repeat(val_y, window_size)
test_df = pd.DataFrame(test_X.reshape(-1, len(feature_cols)))
test_df.columns = feature_cols
test_df[time_col] = test_time
test_df[target_col] = np.repeat(test_y, window_size)
```
代码中,`read_dataset` 函数用于读取数据集,`split_dataset` 函数用于将数据集划分为训练集、验证集和测试集。`sliding_windows` 函数用于对数据集进行滑动窗口划分。然后,我们分别对训练集、验证集和测试集进行滑动窗口划分,并将它们转换为 `DataFrame` 格式。
在转换为 `DataFrame` 格式时,我们需要提取时间列、特征列和标签列。时间列即为滑动窗口的起始时间,特征列即为滑动窗口内的特征,标签列即为滑动窗口内的标签。最后,我们将训练集、验证集和测试集转换为 `DataFrame` 格式,并将它们保存在 `train_df`、`val_df` 和 `test_df` 变量中。
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