Exemple #1
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    def model4():

        from defs_neuro import fit_lstm_CNN, make_forecasts_CNN

        n_lag = 1
        n_test = 7
        n_epochs = 200
        n_batch = 1
        n_neurons = 4
        n_seq = 1
        n_steps = 1

        scaler, train, test = prepare_data(series, n_test, n_lag, n_seq)

        model = fit_lstm_CNN(train, n_lag, n_seq, n_steps, n_batch, n_epochs,
                             n_neurons)

        model.reset_states()
        forecasts = make_forecasts_CNN(model, n_batch, test, n_lag, n_seq)

        forecasts = inverse_transform(series, forecasts, scaler, n_test)
        actual = [row[n_lag:] for row in test]
        actual = inverse_transform(series, actual, scaler, n_test)

        evaluate_forecasts(actual, forecasts, n_lag, n_seq)

        plot_forecasts(series[(row_count - 12):(row_count)], forecasts, n_test)
Exemple #2
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    def model5():

        from numpy import vstack
        from defs_neuro import prepare_data

        n_lag = 1
        n_seq = 1
        n_test = 7
        n_epochs = 200
        n_batch = 1
        n_neurons = 4

        scaler, train, test = prepare_data(series, n_test, n_lag, n_seq)
        scaler_1, train_1, test_1 = prepare_data(series, n_test, n_lag, n_seq)
        scaler_2, train_2, test_2 = prepare_data(values, n_test, n_lag, n_seq)

        train = vstack((train_1[:, 0], train_2[:, 0], train_1[:, 1]))
        train = train.T

        model = fit_lstm(train, n_lag + 1, n_seq, n_batch, n_epochs, n_neurons)

        model.reset_states()
        test = vstack((test_1[:, 0], test_2[:, 0], test_1[:, 1]))
        test = test.T
        forecasts = make_forecasts(model, n_batch, test, n_lag + 1, n_seq)

        forecasts = inverse_transform(series, forecasts, scaler, n_test)
        actual = [row[n_lag + 1:] for row in test]
        actual = inverse_transform(series, actual, scaler, n_test)

        evaluate_forecasts(actual, forecasts, n_lag, n_seq)

        plot_forecasts(series[(row_count - 12):(row_count)], forecasts, n_test)
Exemple #3
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    def model3():

        # 3 модель прогнозирования "В лоб"(слой с обратным распространением)
        from defs_neuro import fit_lstm_bidir

        n_lag = 1
        n_seq = 1
        n_test = 7
        n_epochs = 200
        n_batch = 1
        n_neurons = 3

        scaler, train, test = prepare_data(series, n_test, n_lag, n_seq)

        model = fit_lstm_bidir(train, n_lag, n_seq, n_batch, n_epochs,
                               n_neurons)

        model.reset_states()
        forecasts = make_forecasts(model, n_batch, test, n_lag, n_seq)

        forecasts = inverse_transform(series, forecasts, scaler, n_test - 1)
        actual = [row[n_lag:] for row in test]
        actual = inverse_transform(series, actual, scaler, n_test - 1)

        evaluate_forecasts(actual, forecasts, n_lag, n_seq)

        plot_forecasts(series[(row_count - 12):(row_count)], forecasts,
                       n_test - 1)
Exemple #4
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    def model2():

        from defs_neuro import fit_lstm_stack

        n_lag = 1
        n_seq = 1
        n_test = 7
        n_epochs = 200
        n_batch = 1
        n_neurons = 4

        scaler, train, test = prepare_data(series, n_test, n_lag, n_seq)

        model = fit_lstm_stack(train, n_lag, n_seq, n_batch, n_epochs,
                               n_neurons)

        model.reset_states()
        forecasts = make_forecasts(model, n_batch, test, n_lag, n_seq)

        forecasts = inverse_transform(series, forecasts, scaler, n_test)
        actual = [row[n_lag:] for row in test]
        actual = inverse_transform(series, actual, scaler, n_test)

        evaluate_forecasts(actual, forecasts, n_lag, n_seq)

        name = 'Модель 2'
        plot_forecasts(series[rc2:rc], forecasts, n_test, name)