所以我想練習如何在Keras和所有參數(樣本,時間步長,功能)使用LSTMs。 3D列表令我困惑。Keras LSTM輸入功能和不正確的三維數據輸入
因此,我有一些股票數據,如果列表中的下一個項目高於5的門檻值+2.50,它會購買或出售,如果它處於該閾值的中間,則這些是我的標籤:我的Y.
對於我的特徵我的XI具有[500,1,3]爲我的500個樣本的數據幀和每個時步爲1,因爲每個數據爲3個特徵1小時增量和3。但我得到這個錯誤:
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
我該如何解決這段代碼,我做錯了什麼?
import json
import pandas as pd
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
"""
Sample of JSON file
{"time":"2017-01-02T01:56:14.000Z","usd":8.14},
{"time":"2017-01-02T02:56:14.000Z","usd":8.16},
{"time":"2017-01-02T03:56:15.000Z","usd":8.14},
{"time":"2017-01-02T04:56:16.000Z","usd":8.15}
"""
file = open("E.json", "r", encoding="utf8")
file = json.load(file)
"""
If the price jump of the next item is > or < +-2.50 the append 'Buy or 'Sell'
If its in the range of +- 2.50 then append 'Hold'
This si my classifier labels
"""
data = []
for row in range(len(file['data'])):
row2 = row + 1
if row2 == len(file['data']):
break
else:
difference = file['data'][row]['usd'] - file['data'][row2]['usd']
if difference > 2.50:
data.append((file['data'][row]['usd'], 'SELL'))
elif difference < -2.50:
data.append((file['data'][row]['usd'], 'BUY'))
else:
data.append((file['data'][row]['usd'], 'HOLD'))
"""
add the price the time step which si 1 and the features which is 3
"""
frame = pd.DataFrame(data)
features = pd.DataFrame()
# train LSTM
for x in range(500):
series = pd.Series(data=[500, 1, frame.iloc[x][0]])
features = features.append(series, ignore_index=True)
labels = frame.iloc[16000:16500][1]
# test
#yt = frame.iloc[16500:16512][0]
#xt = pd.get_dummies(frame.iloc[16500:16512][1])
# create LSTM
model = Sequential()
model.add(LSTM(3, input_shape=features.shape, activation='relu', return_sequences=False))
model.add(Dense(2, activation='relu'))
model.add(Dense(1, activation='relu'))
model.compile(loss='mse', optimizer='adam', metrics=['accuracy'])
model.fit(x=features.as_matrix(), y=labels.as_matrix())
"""
ERROR
Anaconda3\envs\Final\python.exe C:/Users/Def/PycharmProjects/Ether/Main.py
Using Theano backend.
Traceback (most recent call last):
File "C:/Users/Def/PycharmProjects/Ether/Main.py", line 62, in <module>
model.fit(x=features.as_matrix(), y=labels.as_matrix())
File "\Anaconda3\envs\Final\lib\site-packages\keras\models.py", line 845, in fit
initial_epoch=initial_epoch)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1405, in fit
batch_size=batch_size)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1295, in _standardize_user_data
exception_prefix='model input')
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 121, in _standardize_input_data
str(array.shape))
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
"""
謝謝。