生成一段用于时序数据预测的transformer代码,其中包含一小段用于训练和测试的数据
时间: 2024-01-18 17:03:44 浏览: 75
基于Keras搭建Transformer模型实现中英语料数据集训练和测试源码.zip
以下是一个带有训练和测试数据的完整示例,用于时序数据预测的Transformer模型代码:
```python
import numpy as np
import torch
import torch.nn as nn
import torch.optim as optim
# 生成训练和测试数据
data = np.sin(np.arange(0, 100*np.pi, 0.1))
train_data = data[:int(len(data)*0.8)]
test_data = data[int(len(data)*0.8):]
# 定义Transformer模型
class TransformerModel(nn.Module):
def __init__(self, n_features, n_hidden, n_layers, n_heads, dropout=0.1):
super(TransformerModel, self).__init__()
self.positional_encoder = PositionalEncoder(n_hidden)
self.encoder_layers = nn.TransformerEncoderLayer(n_hidden, n_heads, dropout=dropout)
self.encoder = nn.TransformerEncoder(self.encoder_layers, n_layers)
self.decoder = nn.Linear(n_hidden, 1)
def forward(self, x):
x = self.positional_encoder(x)
x = self.encoder(x)
x = self.decoder(x[:, -1, :])
return x.squeeze()
class PositionalEncoder(nn.Module):
def __init__(self, n_features, max_seq_len=1000):
super(PositionalEncoder, self).__init__()
self.n_features = n_features
self.max_seq_len = max_seq_len
self.encoding = self.create_encoding()
def create_encoding(self):
encoding = torch.zeros(self.max_seq_len, self.n_features)
pos = torch.arange(0, self.max_seq_len).unsqueeze(1)
div_term = torch.exp(torch.arange(0, self.n_features, 2) * -(np.log(10000.0) / self.n_features))
encoding[:, 0::2] = torch.sin(pos * div_term)
encoding[:, 1::2] = torch.cos(pos * div_term)
encoding = encoding.unsqueeze(0).transpose(0, 1)
return encoding
def forward(self, x):
seq_len = x.shape[1]
x = x + self.encoding[:seq_len, :]
return x
# 训练模型
model = TransformerModel(n_features=1, n_hidden=64, n_layers=2, n_heads=4, dropout=0.1)
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=0.001)
sequence_length = 10
for epoch in range(100):
for i in range(len(train_data) - sequence_length):
x = train_data[i:i+sequence_length]
y = train_data[i+sequence_length]
x_tensor, y_tensor = torch.FloatTensor(x), torch.FloatTensor(y)
optimizer.zero_grad()
output = model(x_tensor.unsqueeze(0))
loss = criterion(output, y_tensor)
loss.backward()
optimizer.step()
# 预测
with torch.no_grad():
preds = []
for i in range(len(test_data) - sequence_length):
x = test_data[i:i+sequence_length]
x_tensor = torch.FloatTensor(x)
output = model(x_tensor.unsqueeze(0))
preds.append(output.item())
# 打印预测结果
print(preds)
```
在这个示例中,我们生成了一个正弦波形的时间序列数据,并将其分为训练和测试数据。我们定义了一个Transformer模型,并使用均方误差作为损失函数,使用Adam优化器进行参数优化。在训练过程中,我们将序列长度设置为10,即用前10个数据点来预测下一个数据点。在预测阶段,我们使用训练好的模型对测试数据进行预测,并打印出预测结果。
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