麻烦提供基于pytorch的EEMD+LightGBM+ConvLSTM的读取csv数据的多输入单输出的时序训练及预测代码
时间: 2023-03-06 14:08:53 浏览: 143
基于pytorch实现的时间序列预测训练框架
好的,下面是一个基于PyTorch的EEMD、LightGBM和ConvLSTM的时序训练和预测代码,用于多输入单输出的CSV数据。
首先,我们需要安装必要的Python库:
```python
!pip install torch
!pip install lightgbm
!pip install sklearn
!pip install pandas
```
接下来,导入必要的库和函数:
```python
import torch
import torch.nn as nn
import torch.optim as optim
from torch.utils.data import Dataset, DataLoader
import numpy as np
import pandas as pd
from sklearn.preprocessing import StandardScaler
import lightgbm as lgbm
import os
import csv
import time
from datetime import datetime
```
然后定义一些超参数:
```python
# 超参数
num_epochs = 100
batch_size = 64
learning_rate = 0.001
num_eemd = 5 # EEMD分解次数
num_imf = 6 # 每个EEMD分解的IMF个数
num_conv = 64 # ConvLSTM中的卷积核数
hidden_size = 64 # ConvLSTM中的隐藏层维度
num_layers = 2 # ConvLSTM中的层数
dropout_rate = 0.2 # ConvLSTM中的dropout率
num_lgbm = 100 # LightGBM中的基学习器个数
```
接下来定义数据集和数据加载器:
```python
class TimeSeriesDataset(Dataset):
def __init__(self, data, input_window, output_window):
self.data = data
self.input_window = input_window
self.output_window = output_window
def __len__(self):
return len(self.data) - self.input_window - self.output_window
def __getitem__(self, idx):
x = self.data[idx:idx+self.input_window]
y = self.data[idx+self.input_window:idx+self.input_window+self.output_window]
return x, y
def get_data_loader(data, input_window, output_window, batch_size):
dataset = TimeSeriesDataset(data, input_window, output_window)
data_loader = DataLoader(dataset, batch_size=batch_size, shuffle=True, drop_last=True)
return data_loader
```
接下来定义EEMD模型:
```python
class EEMD(nn.Module):
def __init__(self, num_eemd, num_imf):
super(EEMD, self).__init__()
self.num_eemd = num_eemd
self.num_imf = num_imf
self.emd_layers = nn.ModuleList([nn.Sequential(
nn.Conv1d(1, 64, kernel_size=3, padding=1),
nn.BatchNorm1d(64),
nn.ReLU(),
nn.Conv1d(64, 64, kernel_size=3, padding=1),
nn.BatchNorm1d(64),
nn.ReLU(),
nn.Conv1d(64, 64, kernel_size=3, padding=1),
nn.BatchNorm1d(64),
nn.ReLU(),
nn.Conv1d(64, num_imf, kernel_size=1)
) for _ in range(num_eemd)])
def forward(self, x):
x = x.unsqueeze(1)
imfs = []
for i in range(self.num_eemd):
res = x
for j in range(self.num_imf-1):
imf = self.emd
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