1
0
mirror of https://github.com/newnius/YAO-optimizer.git synced 2025-12-13 08:26:43 +00:00
This commit is contained in:
2020-05-02 10:49:48 +08:00
parent 39973aac72
commit c4ecfc9250
2 changed files with 14 additions and 11 deletions

View File

@@ -86,7 +86,8 @@ def experiment(repeats, series, seed):
raw_values = series.values
diff_values = difference(raw_values, 1)
# transform data to be supervised learning
supervised = timeseries_to_supervised(diff_values, 4)
lag2 = 4
supervised = timeseries_to_supervised(diff_values, lag2)
supervised_values = supervised.values
# split data into train and test-sets
train, test = supervised_values[0:-12], supervised_values[-12:]
@@ -104,7 +105,7 @@ def experiment(repeats, series, seed):
lstm_model = fit_lstm(train_trimmed, batch_size, 30, 4)
# forecast the entire training dataset to build up state for forecasting
if seed:
train_reshaped = train_trimmed[:, 0].reshape(len(train_trimmed), 1, 1)
train_reshaped = train_trimmed[:, 0].reshape(len(train_trimmed), 1, lag2)
lstm_model.predict(train_reshaped, batch_size=batch_size)
# forecast test dataset
test_reshaped = test_scaled[:, 0:-1]