time series net
时间: 2023-11-03 14:06:17 浏览: 34
A time series net is a type of neural network that is specifically designed for time series forecasting. It is a type of recurrent neural network that takes in a sequence of historical data and predicts future values based on patterns in the data. Time series nets can be trained using a variety of techniques, including backpropagation through time (BPTT) and long short-term memory (LSTM). They are commonly used in fields such as finance, economics, and weather forecasting.
相关问题
golang timeseries resample
在Golang中,你可以使用第三方包来对时间序列进行重新采样。其中最受欢迎的是gonum/plot/plotter和go-graphite/carbonapi。
使用gonum/plot/plotter包,你可以通过将数据点添加到plotter.XYs中,然后使用plotter.Downsample操作来对其进行重新采样。这个操作会根据给定的时间间隔,从原始数据中选择平均值、最大值或最小值。
示例代码如下:
```
import (
"fmt"
"math/rand"
"gonum.org/v1/plot"
"gonum.org/v1/plot/plotter"
)
func main() {
// 生成随机数据点
n := 1000
pts := make(plotter.XYs, n)
for i := range pts {
pts[i].X = float64(i)
pts[i].Y = rand.NormFloat64()
}
// 创建一个新的绘图和数据集
p, err := plot.New()
if err != nil {
panic(err)
}
line, err := plotter.NewLine(pts)
if err != nil {
panic(err)
}
p.Add(line)
// 对数据进行重新采样
downsampled, err := plotter.Downsample(pts, 10, plotter.Avgs)
if err != nil {
panic(err)
}
downsampledLine, err := plotter.NewLine(downsampled)
if err != nil {
panic(err)
}
downsampledLine.Color = color.RGBA{G: 255, A: 255}
p.Add(downsampledLine)
// 保存图像
if err := p.Save(4*vg.Inch, 4*vg.Inch, "resampled.png"); err != nil {
panic(err)
}
}
```
另一个流行的选项是go-graphite/carbonapi包,它提供了一个RESTful API,可以让你通过HTTP请求对时间序列进行查询和重新采样。它是为Graphite设计的,但也支持InfluxDB和OpenTSDB。
示例代码如下:
```
import (
"fmt"
"net/http"
)
func main() {
// 发送HTTP请求以获取重新采样的时间序列
resp, err := http.Get("http://localhost:8080/render?format=json&target=resample(sum(carbon.agents.*.metricsReceived),%20%271min%27)%20")
if err != nil {
panic(err)
}
defer resp.Body.Close()
// 处理响应
// ...
}
```
这个请求将返回一个JSON响应,其中包含重新采样的时间序列数据。你可以将其解析为结构体,然后在你的应用程序中使用。
java实现人工神经网络LSTM模型进行时间序列预测代码怎么写
以下是一个使用Java实现LSTM模型进行时间序列预测的简单代码示例:
```java
import org.deeplearning4j.datasets.iterator.impl.ListDataSetIterator;
import org.deeplearning4j.nn.api.Layer;
import org.deeplearning4j.nn.conf.NeuralNetConfiguration;
import org.deeplearning4j.nn.conf.layers.LSTM;
import org.deeplearning4j.nn.conf.layers.RnnOutputLayer;
import org.deeplearning4j.nn.multilayer.MultiLayerNetwork;
import org.deeplearning4j.nn.weights.WeightInit;
import org.nd4j.linalg.activations.Activation;
import org.nd4j.linalg.dataset.DataSet;
import org.nd4j.linalg.dataset.api.iterator.DataSetIterator;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.lossfunctions.LossFunctions;
import java.util.ArrayList;
import java.util.List;
public class LSTMTimeSeriesPrediction {
public static void main(String[] args) {
// 准备数据
int timeSteps = 10; // 时间步数
int inputSize = 1; // 输入大小
int hiddenSize = 20; // 隐藏层大小
int outputSize = 1; // 输出大小
int epochs = 100; // 迭代次数
// 创建训练数据集
List<Double> timeSeries = generateTimeSeries(); // 生成时间序列数据
List<DataSet> dataSets = new ArrayList<>();
for (int i = 0; i < timeSeries.size() - timeSteps - 1; i++) {
double[] input = new double[timeSteps];
double[] label = new double[outputSize];
for (int j = 0; j < timeSteps; j++) {
input[j] = timeSeries.get(i + j);
}
label[0] = timeSeries.get(i + timeSteps);
dataSets.add(new DataSet(Nd4j.create(input), Nd4j.create(label)));
}
DataSetIterator iterator = new ListDataSetIterator<>(dataSets, 1);
// 构建模型
NeuralNetConfiguration.Builder builder = new NeuralNetConfiguration.Builder();
builder.seed(123);
builder.weightInit(WeightInit.XAVIER);
builder.updater(new org.nd4j.linalg.learning.config.Adam(0.001));
builder.list()
.layer(new LSTM.Builder().nIn(inputSize).nOut(hiddenSize)
.activation(Activation.TANH).build())
.layer(new RnnOutputLayer.Builder(LossFunctions.LossFunction.MSE)
.activation(Activation.IDENTITY).nIn(hiddenSize).nOut(outputSize).build());
MultiLayerNetwork net = new MultiLayerNetwork(builder.build());
net.init();
// 训练模型
for (int i = 0; i < epochs; i++) {
iterator.reset();
net.fit(iterator);
}
// 使用模型进行预测
double[] input = new double[timeSteps];
for (int i = 0; i < timeSteps; i++) {
input[i] = timeSeries.get(timeSeries.size() - timeSteps + i);
}
double[] output = net.rnnTimeStep(Nd4j.create(input)).getDouble(0);
System.out.println("预测结果:");
for (double value : output) {
System.out.println(value);
}
}
// 生成时间序列数据(示例)
private static List<Double> generateTimeSeries() {
List<Double> timeSeries = new ArrayList<>();
for (int i = 0; i < 100; i++) {
timeSeries.add(Math.sin(i * 0.1));
}
return timeSeries;
}
}
```
请注意,此代码使用了 deeplearning4j 库来构建和训练LSTM模型,因此您需要将deeplearning4j库添加到您的项目依赖中。此代码仅作为示例,实际情况中您可能需要根据具体需求进行调整和扩展。