''' 问题:航班乘客预测 数据:1949 到 1960 一共 12 年,每年 12 个月的数据,一共 144 个数据,单位是 1000 下载地址 目标:预测国际航班未来 1 个月的乘客数 https://cloud.tencent.com/developer/article/1083338 ''' import numpy import matplotlib.pyplot as plt from pandas import read_csv import math from keras.models import Sequential from keras.layers import Dense from keras.layers import LSTM from sklearn.preprocessing import MinMaxScaler from sklearn.metrics import mean_squared_error import csv #write csv def csv_write(path,data): with open(path,'w',encoding='utf-8',newline='') as f: writer = csv.writer(f,dialect='excel') for row in data: writer.writerow(row) return True # load the dataset dataframe = read_csv('international-airline-passengers.csv', usecols=[1], engine='python', skipfooter=3) dataset = dataframe.values # 将整型变为float dataset = dataset.astype('float32') plt.plot(dataset) plt.show() # X is the number of passengers at a given time (t) and Y is the number of passengers at the next time (t + 1). ''' 数据转化 将一列变成两列,第一列是 t 月的乘客数,第二列是 t+1 月的乘客数。 look_back 就是预测下一步所需要的 time steps: timesteps 就是 LSTM 认为每个输入数据与前多少个陆续输入的数据有联系。 例如具有这样用段序列数据 “…ABCDBCEDF…”, 当 timesteps 为 3 时,在模型预测中如果输入数据为“D”, 那么之前接收的数据如果为“B”和“C”则此时的预测输出为 B 的概率更大,之前接收的数据如果为“C”和“E”, 则此时的预测输出为 F 的概率更大''' # convert an array of values into a dataset matrix def create_dataset(dataset, look_back=1): dataX, dataY = [], [] dataAll=[] for i in range(len(dataset)-look_back-1): a = dataset[i:(i+look_back), 0] dataX.append(a) dataY.append(dataset[i + look_back, 0]) dataAll.append(dataset[i:(i+look_back+1), 0]) #输出数据到excel文件 csv_write("./data/data"+str(look_back)+".csv",dataAll) return numpy.array(dataX), numpy.array(dataY) # fix random seed for reproducibility numpy.random.seed(7) # normalize the dataset scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = int(len(dataset) * 0.67) test_size = len(dataset) - train_size train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:] def trainData(time_steps,errArray): # use this function to prepare the train and test datasets for modeling trainX, trainY = create_dataset(train, time_steps) testX, testY = create_dataset(test, time_steps) #投入到 LSTM 的 X 需要有这样的结构: [samples, time step, features],所以做一下变换 # reshape input to be [samples, time step, features] samples=trainX.shape[0] trainX = numpy.reshape(trainX, (samples, time_steps, 1)) samples = testX.shape[0] testX = numpy.reshape(testX, (samples, time_steps, 1)) '''建立 LSTM 模型:输入层有 1 个input,隐藏层有 4 个神经元, 输出层就是预测一个值,激活函数用 sigmoid,迭代 100 次,batch size 为 1 ''' # create and fit the LSTM network model = Sequential() model.add(LSTM(4, input_shape=(time_steps, 1)))#input_length=time_steps input_dim维度=1, model.add(Dense(1)) model.compile(loss='mean_squared_error', optimizer='adam') model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2) # make predictions trainPredict = model.predict(trainX) testPredict = model.predict(testX) # invert predictions trainPredict = scaler.inverse_transform(trainPredict) trainY = scaler.inverse_transform([trainY]) testPredict = scaler.inverse_transform(testPredict) testY = scaler.inverse_transform([testY]) trainScore = math.sqrt(mean_squared_error(trainY[0], trainPredict[:,0])) print('Train Score: %.2f RMSE' % (trainScore)) testScore = math.sqrt(mean_squared_error(testY[0], testPredict[:,0])) print('Test Score: %.2f RMSE' % (testScore)) errArray.append([time_steps,trainScore,testScore]) errArray=[] time_steps=1 import pandas as pd for i in range(2,47): time_steps=i trainData(i,errArray) mydata = pd.DataFrame(data=errArray,columns=['c1', 'c2', 'c3'])#指定行列名 csv_write("error_mulsteps.csv", errArray) plt.title('不同time_steps的误差曲线',loc = 'right') plt.plot(mydata['c1'], mydata['c2'], 'r.--', mydata['c1'], mydata['c3'], 'go--') plt.xlabel('time_steps', size=14) plt.ylabel('rmse', size=14) # 均方根误差 plt.legend(['train_rmse', 'test_rmse']) # 给三个曲线都上图例 plt.show() # shift train predictions for plotting trainPredictPlot = numpy.empty_like(dataset) trainPredictPlot[:, :] = numpy.nan trainPredictPlot[time_steps:len(trainPredict)+time_steps, :] = trainPredict # shift test predictions for plotting testPredictPlot = numpy.empty_like(dataset) testPredictPlot[:, :] = numpy.nan testPredictPlot[len(trainPredict)+(time_steps*2)+1:len(dataset)-1, :] = testPredict # plot baseline and predictions plt.plot(scaler.inverse_transform(dataset)) plt.plot(trainPredictPlot) plt.plot(testPredictPlot) plt.show()