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 10:08:54 浏览: 127
基于pytorch实现的时间序列预测训练框架
好的,以下是基于PyTorch的EEMD-LightGBM-ConvLSTM的代码示例,用于多输入单输出的时序训练和预测。代码使用PyTorch框架构建ConvLSTM模型,使用LightGBM进行特征选择,以及使用EEMD技术进行数据处理。数据读取使用Pandas库。
```python
# 导入所需的库
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import lightgbm as lgb
from sklearn.metrics import mean_squared_error
from pyhht.emd import EEMD
# 读取csv数据
data = pd.read_csv('your_data.csv')
# 定义函数进行数据预处理,包括EEMD分解和重构
def eemd_process(data, num_imfs):
eemd = EEMD()
IMFs = eemd.eemd(data)
IMFs = np.vstack(IMFs)
if num_imfs < IMFs.shape[0]:
IMFs[num_imfs:, :] = 0
imfs = np.transpose(IMFs[:num_imfs, :])
return imfs
# 定义函数进行特征选择,使用LightGBM进行训练
def feature_selection(train_x, train_y):
lgb_train = lgb.Dataset(train_x, train_y)
params = {
'boosting_type': 'gbdt',
'objective': 'regression',
'metric': 'rmse',
'num_leaves': 31,
'learning_rate': 0.05,
'feature_fraction': 0.9
}
gbm = lgb.train(params, lgb_train, num_boost_round=100)
feature_importance = gbm.feature_importance()
feature_index = np.argsort(feature_importance)[::-1]
return feature_index
# 定义ConvLSTM模型
class ConvLSTM(nn.Module):
def __init__(self, input_size, hidden_size, kernel_size, num_layers):
super(ConvLSTM, self).__init__()
self.input_size = input_size
self.hidden_size = hidden_size
self.kernel_size = kernel_size
self.num_layers = num_layers
self.padding = int((kernel_size - 1) / 2)
self.conv = nn.Conv2d(in_channels=self.hidden_size + self.input_size,
out_channels=self.hidden_size * 4,
kernel_size=self.kernel_size,
padding=self.padding)
self.hidden_cell = None
self.relu = nn.ReLU()
self.sigmoid = nn.Sigmoid()
def forward(self, input_data):
batch_size, seq_len, input_size, height, width = input_data.size()
if self.hidden_cell is None:
self.hidden_cell = (torch.zeros(batch_size, self.hidden_size, height, width).to(input_data.device),
torch.zeros(batch_size, self.hidden_size, height, width).to(input_data.device))
hidden_states = []
for seq_index in range(seq_len):
if seq_index == 0:
input_concat = input_data[:, seq_index, :, :, :]
combined = torch.cat((self.hidden_cell[0], input_concat), dim=1)
gates = self.conv(combined)
in_gate, forget_gate, cell_gate, out_gate = gates.chunk(4, 1)
in_gate = self.sigmoid(in_gate)
forget_gate = self.sigmoid(forget_gate)
cell_gate = self.relu(cell_gate
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