多層感知機

#Lesson 03: MLP for Time Series Forecasting # univariate mlp example from numpy import array from keras.models import Sequential from keras.layers import Dense # define dataset X = array([[10, 20, 30], [20, 30, 40], [30, 40, 50], [40, 50, 60]]) y = array([40, 50, 60, 70]) # define model model = Sequential() model.add(Dense(100, activation='relu', input_dim=3)) model.add(Dense(1)) model.compile(optimizer='adam', loss='mse') # fit model model.fit(X, y, epochs=2000, verbose=0) # demonstrate prediction x_input = array([50, 60, 70]) x_input = x_input.reshape((1, 3)) yhat = model.predict(x_input, verbose=0) print(yhat)

CNN

#Lesson 04: CNN for Time Series Forecasting# univariate cnn example from numpy import array from keras.models import Sequential from keras.layers import Dense from keras.layers import Flatten from keras.layers.convolutional import Conv1D from keras.layers.convolutional import MaxPooling1D # define dataset X = array([[10, 20, 30], [20, 30, 40], [30, 40, 50], [40, 50, 60]]) y = array([40, 50, 60, 70]) # reshape from [samples, timesteps] into [samples, timesteps, features] X = X.reshape((X.shape[0], X.shape[1], 1)) # define model model = Sequential() model.add(Conv1D(filters=64, kernel_size=2, activation='relu', input_shape=(3, 1))) model.add(MaxPooling1D(pool_size=2)) model.add(Flatten()) model.add(Dense(50, activation='relu')) model.add(Dense(1)) model.compile(optimizer='adam', loss='mse') # fit model model.fit(X, y, epochs=1000, verbose=0) # demonstrate prediction x_input = array([50, 60, 70]) x_input = x_input.reshape((1, 3, 1)) yhat = model.predict(x_input, verbose=0) print(yhat)

LSTM

# univariate lstm example from numpy import array from keras.models import Sequential from keras.layers import LSTM from keras.layers import Dense # define dataset X = array([[10, 20, 30], [20, 30, 40], [30, 40, 50], [40, 50, 60]]) y = array([40, 50, 60, 70]) # reshape from [samples, timesteps] into [samples, timesteps, features] X = X.reshape((X.shape[0], X.shape[1], 1)) # define model model = Sequential() model.add(LSTM(50, activation='relu', input_shape=(3, 1))) model.add(Dense(1)) model.compile(optimizer='adam', loss='mse') # fit model model.fit(X, y, epochs=1000, verbose=0) # demonstrate prediction x_input = array([50, 60, 70]) x_input = x_input.reshape((1, 3, 1)) yhat = model.predict(x_input, verbose=0) print(yhat)

CNN+LSTM

# univariate cnn-lstm example from numpy import array from keras.models import Sequential from keras.layers import LSTM from keras.layers import Dense from keras.layers import Flatten from keras.layers import TimeDistributed from keras.layers.convolutional import Conv1D from keras.layers.convolutional import MaxPooling1D # define dataset X = array([[10, 20, 30, 40], [20, 30, 40, 50], [30, 40, 50, 60], [40, 50, 60, 70]]) y = array([50, 60, 70, 80]) # reshape from [samples, timesteps] into [samples, subsequences, timesteps, features] X = X.reshape((X.shape[0], 2, 2, 1)) # define model model = Sequential() model.add(TimeDistributed(Conv1D(filters=64, kernel_size=1, activation='relu'), input_shape=(None, 2, 1))) model.add(TimeDistributed(MaxPooling1D(pool_size=2))) model.add(TimeDistributed(Flatten())) model.add(LSTM(50, activation='relu')) model.add(Dense(1)) model.compile(optimizer='adam', loss='mse') # fit model model.fit(X, y, epochs=500, verbose=0) # demonstrate prediction x_input = array([50, 60, 70, 80]) x_input = x_input.reshape((1, 2, 2, 1)) yhat = model.predict(x_input, verbose=0) print(yhat)

encoder-decoder

# multi-step encoder-decoder lstm example from numpy import array from keras.models import Sequential from keras.layers import LSTM from keras.layers import Dense from keras.layers import RepeatVector from keras.layers import TimeDistributed # define dataset X = array([[10, 20, 30], [20, 30, 40], [30, 40, 50], [40, 50, 60]]) y = array([[40,50],[50,60],[60,70],[70,80]]) # reshape from [samples, timesteps] into [samples, timesteps, features] X = X.reshape((X.shape[0], X.shape[1], 1)) y = y.reshape((y.shape[0], y.shape[1], 1)) # define model model = Sequential() model.add(LSTM(100, activation='relu', input_shape=(3, 1))) model.add(RepeatVector(2)) model.add(LSTM(100, activation='relu', return_sequences=True)) model.add(TimeDistributed(Dense(1))) model.compile(optimizer='adam', loss='mse') # fit model model.fit(X, y, epochs=100, verbose=0) # demonstrate prediction x_input = array([50, 60, 70]) x_input = x_input.reshape((1, 3, 1)) yhat = model.predict(x_input, verbose=0) print(yhat)

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