编写代码,使用Python语言,基于Keras框架,使用transformer模型实现单变量时间序列数据预测,多对一的输入输出且模型只是用encoder部分然后进行星星输出...
时间: 2024-01-27 16:06:19 浏览: 113
好的,以下是实现的代码:
```python
from keras.layers import Input, Dense, Dropout
from keras.models import Model
from keras.callbacks import EarlyStopping
from keras.optimizers import Adam
from keras.layers import LayerNormalization
from keras.layers import MultiHeadAttention, concatenate
from keras.layers import Conv1D, MaxPooling1D, Flatten
from keras.layers import LSTM
from sklearn.preprocessing import MinMaxScaler
import numpy as np
# 加载数据
data = np.loadtxt('data.csv', delimiter=',')
X = data[:, :-1]
y = data[:, -1]
# 归一化数据
scaler = MinMaxScaler(feature_range=(0, 1))
X = scaler.fit_transform(X)
y = scaler.fit_transform(y.reshape(-1, 1))
# 定义模型参数
d_model = 128
num_heads = 8
dff = 512
num_encoder_layers = 2
num_conv_layers = 2
lstm_units = 64
dropout_rate = 0.1
input_shape = (X.shape[1], 1)
# 定义encoder部分
def encoder_block(inputs, d_model, num_heads, dff, dropout_rate):
# 多头注意力机制
attn_output = MultiHeadAttention(num_heads=num_heads, key_dim=d_model)(inputs, inputs)
attn_output = Dropout(dropout_rate)(attn_output)
out1 = LayerNormalization(epsilon=1e-6)(inputs + attn_output)
# 前向传播网络
ffn_output = Dense(dff, activation='relu')(out1)
ffn_output = Dense(d_model)(ffn_output)
ffn_output = Dropout(dropout_rate)(ffn_output)
out2 = LayerNormalization(epsilon=1e-6)(out1 + ffn_output)
return out2
# 定义模型
def transformer_model(input_shape, d_model, num_heads, dff, num_encoder_layers, num_conv_layers, lstm_units, dropout_rate):
inputs = Input(shape=input_shape)
x = Conv1D(filters=64, kernel_size=3, activation='relu')(inputs)
x = MaxPooling1D(pool_size=2)(x)
for i in range(num_conv_layers-1):
x = Conv1D(filters=64, kernel_size=3, activation='relu')(x)
x = MaxPooling1D(pool_size=2)(x)
x = Flatten()(x)
lstm = LSTM(units=lstm_units)(x)
encoder_outputs = [lstm]
for i in range(num_encoder_layers):
encoder_outputs.append(encoder_block(encoder_outputs[-1], d_model, num_heads, dff, dropout_rate))
encoder_outputs.pop(0)
encoder_outputs = concatenate(encoder_outputs, axis=-1)
outputs = Dense(1)(encoder_outputs)
model = Model(inputs=inputs, outputs=outputs)
return model
# 构建模型
model = transformer_model(input_shape, d_model, num_heads, dff, num_encoder_layers, num_conv_layers, lstm_units, dropout_rate)
model.summary()
# 训练模型
epochs = 50
batch_size = 16
opt = Adam(lr=0.001)
model.compile(optimizer=opt, loss='mse')
early_stopping = EarlyStopping(patience=10, monitor='val_loss', mode='min', restore_best_weights=True)
history = model.fit(X, y, epochs=epochs, batch_size=batch_size, validation_split=0.2, callbacks=[early_stopping])
# 预测
X_test = np.array([X[-1]])
y_pred = model.predict(X_test)
y_pred = scaler.inverse_transform(y_pred)
print('预测结果:', y_pred)
```
需要注意的是,这里使用了卷积神经网络和LSTM层来预处理时间序列数据,同时模型只使用了encoder部分进行输出。如果需要使用完整的transformer模型,可以在encoder后面添加decoder部分。
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