给出一个用pytorch的bilstm实现时间序列预测的代码例子
时间: 2024-05-02 18:20:45 浏览: 130
当然,我可以帮您找一个用PyTorch的BiLSTM实现时间序列预测的代码例子。以下是一个简单的代码示例:
```
import torch
import torch.nn as nn
import torch.optim as optim
from torch.autograd import Variable
class BiLSTM(nn.Module):
def __init__(self, input_size, hidden_size, output_size):
super(BiLSTM, self).__init__()
self.hidden_size = hidden_size
self.lstm = nn.LSTM(input_size, hidden_size, num_layers=2, batch_first=True, dropout=0.5, bidirectional=True)
self.fc = nn.Linear(hidden_size*2, output_size)
def forward(self, x):
# Set initial states
h0 = c0 = Variable(torch.zeros(4, x.size(0), self.hidden_size))
if torch.cuda.is_available():
h0, c0 = h0.cuda(), c0.cuda()
# Forward propagate LSTM
out, _ = self.lstm(x, (h0, c0))
# Decode hidden state of last time step
out = self.fc(out[:, -1, :])
return out
# Define model
input_size = 1
hidden_size = 32
output_size = 1
model = BiLSTM(input_size, hidden_size, output_size)
if torch.cuda.is_available():
model = model.cuda()
# Define loss function and optimizer
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=0.001)
# Train the model
for epoch in range(100):
loss = 0.0
for i in range(num_train-1):
# Convert data to format expected by the model
x_train = Variable(torch.from_numpy(X_train[i:i+1, :-1])).float()
y_train = Variable(torch.from_numpy(X_train[i:i+1, -1:])).float()
if torch.cuda.is_available():
x_train, y_train = x_train.cuda(), y_train.cuda()
# Forward pass
outputs = model(x_train)
# Compute loss
loss = criterion(outputs, y_train)
# Backward pass and optimization
optimizer.zero_grad()
loss.backward()
optimizer.step()
loss += loss.data
print('Epoch [%d/%d], Loss: %.4f' % (epoch+1, 100, loss/num_train))
# Make predictions
x_test = Variable(torch.from_numpy(X_test[:, :-1])).float()
if torch.cuda.is_available():
x_test = x_test.cuda()
predicted = model(x_test).cpu().data.numpy()
```
这段代码使用BiLSTM模型对时间序列进行预测,并使用MSE损失和Adam优化器来训练模型。请注意,这只是一个简单示例,你可以在此基础上进行进一步的改进。希望对您有所帮助!
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