我使用LSTM預測電壓時間序列信號中的下一步電壓值。我有一個問題:LSTM歷史長度與預測誤差
爲什麼使用更長的序列(5或10步倒退)來訓練LSTM不會改進預測並減少預測誤差? (它實際上降低了它 - 看到的數字,例如sequence_length = 5的結果比sequence_length = 10好)
testplot('epochs:10','ratio:1','sequence_length:10','mean error: 」, '0.00116802704509')
testplot( '曆元:10', '比例:1', 'sequence_length:5', '意味着錯誤:', '0.000495359163296'
(預測的信號爲綠色,實際在紅色)
import os
import matplotlib.pyplot as plt
import numpy as np
import time
import csv
from keras.layers.core import Dense, Activation, Dropout
from keras.layers.recurrent import LSTM
from keras.models import Sequential
np.random.seed(1234)
def data_power_consumption(path_to_dataset,
sequence_length=50,
ratio=1.0):
max_values = ratio * 2049280
with open(path_to_dataset) as f:
data = csv.reader(f, delimiter=",")
power = []
nb_of_values = 0
for line in data:
try:
power.append(float(line[4]))
nb_of_values += 1
except ValueError:
pass
# 2049280.0 is the total number of valid values, i.e. ratio = 1.0
if nb_of_values >= max_values:
print "max value", nb_of_values
break
print "Data loaded from csv. Formatting..."
result = []
for index in range(len(power) - sequence_length):
result.append(power[index: index + sequence_length])
result = np.array(result) # shape (2049230, 50)
result_mean = result.mean()
result -= result_mean
print "Shift : ", result_mean
print "Data : ", result.shape
row = round(0.9 * result.shape[0])
train = result[:row, :]
np.random.shuffle(train)
X_train = train[:, :-1]
y_train = train[:, -1]
X_test = result[row:, :-1]
y_test = result[row:, -1]
X_train = np.reshape(X_train, (X_train.shape[0], X_train.shape[1], 1))
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
return [X_train, y_train, X_test, y_test]
def build_model():
model = Sequential()
layers = [1, 50, 100, 1]
model.add(LSTM(
input_dim=layers[0],
output_dim=layers[1],
return_sequences=True))
model.add(Dropout(0.2))
model.add(LSTM(
layers[2],
return_sequences=False))
model.add(Dropout(0.2))
model.add(Dense(
output_dim=layers[3]))
model.add(Activation("linear"))
start = time.time()
model.compile(loss="mse", optimizer="adam") # consider adam
print "Compilation Time : ", time.time() - start
return model
def run_network(model=None, data=None):
global_start_time = time.time()
epochs = 10
ratio = 1
sequence_length = 3
path_to_dataset = 'TIMBER_DATA_1.csv'
if data is None:
print 'Loading data... '
X_train, y_train, X_test, y_test = data_power_consumption(
path_to_dataset, sequence_length, ratio)
else:
X_train, y_train, X_test, y_test = data
print '\nData Loaded. Compiling...\n'
if model is None:
model = build_model()
try:
model.fit(
X_train, y_train,
batch_size=512, nb_epoch=epochs, validation_split=0.05)
predicted = model.predict(X_test)
predicted = np.reshape(predicted, (predicted.size,))
print "done"
except KeyboardInterrupt:
print 'Training duration (s) : ', time.time() - global_start_time
return model, y_test, 0
try:
fig, ax = plt.subplots()
txt = "epochs: " + str(epochs), "ratio: " + str(ratio), "sequence_length: " + str(sequence_length)
# calculate error (shift predicted by "sequence_length - 1 and apply mean with abs)
y_test_mean = y_test - np.mean(y_test)
y_test_mean_shifted = y_test_mean[:-1*(sequence_length - 1)]
predicted_mean = predicted - np.mean(predicted)
predicted_mean_shifted = predicted_mean[(sequence_length - 1):]
prediction_error = np.mean(abs(y_test_mean_shifted - predicted_mean_shifted))
text_mean = "mean error: ", str(prediction_error)
txt = txt + text_mean
# Now add the legend with some customizations.
legend = ax.legend(loc='upper center', shadow=True)
ax.plot(y_test_mean_shifted[900:1000], 'r--', label='Real data')
ax.plot(predicted_mean_shifted[900:1000], 'g:', label='Predicted')
fig.text(0.4, 0.2, txt, horizontalalignment='center', verticalalignment='center', transform = ax.transAxes)
plt.savefig(os.path.join('cern_figures', 'testplot' + str(txt) + '.png'))
plt.show()
except Exception as e:
print str(e)
print 'Training duration (s) : ', time.time() - global_start_time
return model, y_test, predicted
# main
if __name__ == "__main__":
_, y_test_out, predicted_out = run_network()
#y_test_out_mean = y_test_out - np.mean(y_test_out)
#predicted_out_mean = predicted_out - np.mean(predicted_out)