请提供一个pytorch架构程序,利用ARMA进行多步预测
时间: 2024-03-18 17:40:34 浏览: 24
好的,以下是一个简单的基于PyTorch的ARMA多步预测模型:
```python
import torch
import torch.nn as nn
class ARMA(nn.Module):
def __init__(self, input_size, hidden_size, output_size, ar_order, ma_order):
super(ARMA, self).__init__()
self.ar_order = ar_order
self.ma_order = ma_order
self.hidden_size = hidden_size
self.linear1 = nn.Linear(input_size, hidden_size)
self.linear2 = nn.Linear(hidden_size, output_size)
self.ar_weights = nn.Parameter(torch.randn(ar_order))
self.ma_weights = nn.Parameter(torch.randn(ma_order))
def forward(self, x):
x = self.linear1(x)
x = torch.tanh(x)
x = self.linear2(x)
ar_terms = [x]
for i in range(self.ar_order):
if i >= len(ar_terms):
break
ar_terms.append(torch.sum(ar_terms[-i-1:] * self.ar_weights[:i+1], dim=0))
ma_terms = [0] * self.ma_order
for i in range(len(x)):
ma_terms.append(torch.sum(x[i:i+self.ma_order] * self.ma_weights, dim=0))
ma_terms = ma_terms[self.ma_order:]
y = x + sum(ar_terms[1:]) + sum(ma_terms)
return y
```
其中,`input_size`是输入数据的特征数,`hidden_size`是隐藏层的大小,`output_size`是输出数据的特征数,`ar_order`和`ma_order`分别表示AR模型和MA模型的阶数。在`forward`方法中,我们首先通过两个全连接层对输入数据进行处理,然后分别计算AR模型和MA模型的预测值,最后将它们加起来得到最终的预测值。其中,AR模型的预测值是前`ar_order`个时间步的输出的线性组合,MA模型的预测值是前`ma_order`个时间步的输出的线性组合。