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Newnius 2020-05-02 10:49:48 +08:00
parent 39973aac72
commit c4ecfc9250
2 changed files with 14 additions and 11 deletions
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20
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5
train.py
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@ -86,7 +86,8 @@ def experiment(repeats, series, seed):
raw_values = series.values raw_values = series.values
diff_values = difference(raw_values, 1) diff_values = difference(raw_values, 1)
# transform data to be supervised learning # 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 supervised_values = supervised.values
# split data into train and test-sets # split data into train and test-sets
train, test = supervised_values[0:-12], supervised_values[-12:] 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) lstm_model = fit_lstm(train_trimmed, batch_size, 30, 4)
# forecast the entire training dataset to build up state for forecasting # forecast the entire training dataset to build up state for forecasting
if seed: 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) lstm_model.predict(train_reshaped, batch_size=batch_size)
# forecast test dataset # forecast test dataset
test_reshaped = test_scaled[:, 0:-1] test_reshaped = test_scaled[:, 0:-1]