def predict(): configs = json.load(open(CONFIG, 'r')) data = DataLoader(DATA, configs['data']['train_test_split'], configs['data']['columns']) global model if model == None: model = Model() model.load_model(MODEL) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) if TYPE == "sequence": predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) if TYPE == "point" or TYPE == "predict": predictions = model.predict_point_by_point(x_test) if TYPE == "full": predictions = model.predict_sequence_full( x_test, configs['data']['sequence_length']) if TYPE == "full" or TYPE == "point": plot_results(predictions, y_test) if TYPE == "predict": predicted_value = data.denormalize_windows( predictions[-1], configs['data']['sequence_length']) sys.stdout.write("--END--{}--END--\n".format(predicted_value)) else: sys.stdout.write("--END--")
def main(train_after=False): config_file = 'web_flask/LSTM/config.json' configs = json.load(open(config_file, 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(configs['data']['filename'], configs['data']['train_test_split'], configs['data']['columns'], normalise_meth=configs['data']['normalise']) model = Model() model.build_model(configs) if not train_after else \ model.load_model(os.path.join( configs['model']['save_dir'],configs['model']['model_name'])) history = LossHistory() x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # in-memory training model.train(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir'], history=history, x_test=x_test, y_test=y_test) ''' # out-of memory generative training steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'] ), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'] ) ''' history.loss_plot('epoch') #loss, accuracy = model.model.evaluate(x_test, y_test) #print(loss,accuracy) #predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) #predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(x[0]) #_test) #plot_results_multiple(predictions, y, configs['data']['sequence_length']) plot_results(predictions, y)
def main(): configs = json.load(open("config.json", "r")) if not os.path.exists(configs["model"]["save_dir"]): os.makedirs(configs["model"]["save_dir"]) data = DataLoader( os.path.join("data", configs["data"]["filename"]), configs["data"]["train_test_split"], configs["data"]["columns"], ) model = Model() model.build_model(configs) x, y = data.get_train_data( seq_len=configs["data"]["sequence_length"], normalise=configs["data"]["normalise"], ) """ # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) """ # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs["data"]["sequence_length"]) / configs["training"]["batch_size"] ) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs["data"]["sequence_length"], batch_size=configs["training"]["batch_size"], normalise=configs["data"]["normalise"], ), epochs=configs["training"]["epochs"], batch_size=configs["training"]["batch_size"], steps_per_epoch=steps_per_epoch, save_dir=configs["model"]["save_dir"], ) x_test, y_test = data.get_test_data( seq_len=configs["data"]["sequence_length"], normalise=configs["data"]["normalise"], ) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(x_test) # plot_results_multiple(predictions, y_test, configs["data"]["sequence_length"]) plot_results(predictions, y_test)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) model = Model() model.build_model(configs) x, y = data.get_train_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) if not configs['training']['train']: model.load_model(filepath='saved_models/02102019-164727-e2.h5') else: model.train( x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir'] ) # out-of memory generative training # steps_per_epoch = math.ceil( # (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) # model.train_generator( # data_gen=data.generate_train_batch( # seq_len=configs['data']['sequence_length'], # batch_size=configs['training']['batch_size'], # normalise=configs['data']['normalise'] # ), # epochs=configs['training']['epochs'], # batch_size=configs['training']['batch_size'], # steps_per_epoch=steps_per_epoch, # save_dir=configs['model']['save_dir'] # ) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], # configs['data']['sequence_length']) # predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(x_test) plot_results(predictions, y_test)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) #獲取數據 data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) #建立模型 model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' #out-of memory generative training #每一輪的'前傳導-后傳導'組合數量 steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir']) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) #predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) #predictions = model.predict_point_by_point(x_test) plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) #plot_results(predictions, y_test) #if __name__=='__main__': # main()
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) rates_count = configs['data']['sequence_length'] * configs['data'][ 'number_sequences'] #os.path.join('data', configs['data']['filename']), data = DataLoader(configs['data']['symbol'], configs['data']['train_test_split'], configs['data']['columns'], rates_count) model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir']) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) #predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) #predictions = model.predict_point_by_point(x_test) plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) #plot_results(predictions, y_test) input("Press Enter to continue...")
def main_sin(): config = json.load(open("config_sin.json", 'r')) data = DataLoader(os.path.join('data', config['data']['filename']), config['data']['train_test_split'], config['data']['columns']) x_train, y_train = data.get_train_data(config['data']['sequence_length'], config['data']['normalise']) x_test, y_test = data.get_test_data() model = Model() model.build_model(config) model.train(x_train, y_train, config['training']['epochs'], config['training']['batch_size'])
def main(): configs = json.load(open('config.json', 'r')) #create folder for save model params if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) #plot true data #plot_results(data.data_train,True) #train model model = Model() model.build_model(configs) x, y = data.get_train_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'] ), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'] ) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) predictions = model.predict_point_by_point(x_test) # plot_results(predictions, y_test) # print (predictions) # plot_results(predictions, y_test) data1 = pd.DataFrame(predictions) data1.to_csv('predict.csv') data2 = pd.DataFrame(y_test) data2.to_csv('true.csv')
def main(model_name=None): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) model = Model() if model_name: saved_model = os.path.join(configs['model']['save_dir'], model_name) model.load_model(saved_model) else: model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) if not model_name: model.train_generator(data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir']) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) plot_results_multiple(predictions, y_test, configs['data']['sequence_length'])
def predict(test): # initialize dataLoader with split of 0 cleaner.main_func() data = DataLoader(test, 0, configs['data']['columns']) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=False) model = Model() model.load_model('saved_models/tracker.h5') predictions = model.predict_point_by_point(x_test) plot_results(predictions, y_test) return "OK"
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) # 从已经保存的模型中加载模型,此时不需要再进行模型训练:即不需要再执行model.train()部分 # model.load_model(r'saved_models/15102019-155115-e2.h5') x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # print('x的shape是:{0}'.format(x.shape)) # (3942, 49, 2) # print('y的shape是:{0}'.format(y.shape)) # (3942, 1) # in-memory training model.train(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir']) ''' # out-of memory generative training steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'] ), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'] ) ''' x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(x_test) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) plot_results(predictions, y_test)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) model = Model() model.build_model(configs) x, y = data.get_train_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'] ), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'] ) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) # predictions = model.predict_point_by_point(x_test) plot_results_multiple(predictions, y_test, configs['data']['sequence_length'])
def main(): configs = json.load(open('config.json', 'r')) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) model = Model() model.build_model(configs) x, y = data.get_train_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'] ) ''' # out-of memory generative training # math.ceil(所有窗的个数 / batch_size) steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'] ), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch ) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) # predictions = model.predict_point_by_point(x_test) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) plot_results(predictions, y_test)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'], configs=configs) x_test, y_test, p0 = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(x_test) y_test = np.reshape(np.copy(y_test), -1) plot_results((p0 * (predictions + 1))[-200:], (p0 * (y_test + 1))[-200:]) measure_performance(predictions, y_test)
def main(choice): data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) if (choice != 'info'): x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # in-memory training model.train(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size']) # out-of memory generative training # steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) # model.train_generator( # data_gen = data.generate_train_batch( # seq_len = configs['data']['sequence_length'], # batch_size = configs['training']['batch_size'], # normalise = configs['data']['normalise'] # ), # epochs = configs['training']['epochs'], # batch_size = configs['training']['batch_size'], # steps_per_epoch = steps_per_epoch # ) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) if (choice == "multi"): predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) elif (choice == "seq"): predictions = model.predict_sequence_full( x_test, configs['data']['sequence_length']) plot_results(predictions, y_test) else: predictions = model.predict_point_by_point(x_test) plot_results(predictions, y_test)
def main(): configs = json.load(open(CONFIG, 'r')) data = DataLoader(DATA, configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, model_path=MODEL) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) #predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) #predictions = model.predict_point_by_point(x_test) plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) #plot_results(predictions, y_test) sys.stdout.write("--END--")
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']):os.makedirs(configs['model']['save_dir']) model = Model() my_model = model.build_model(configs) plot_model(my_model, to_file='output\model.png', show_shapes=True) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) x, y = data.get_train_data( configs['data']['sequence_length'], configs['data']['normalise'] ) print(x.shape) print(y.shape) print(configs['training']['batch_size']) print(configs['model']['save_dir']) model.train(x, y, configs['training']['epochs'], configs['training']['batch_size'], configs['model']['save_dir'] ) x_test, y_test = data.get_test_data( configs['data']['sequence_length'], configs['data']['normalise'] ) # predictions = model.predict_sequences_multiplt(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequences_full(x_test, configs['data']['sequence_length']) prediction_point = model.predict_point_by_point(x_test) # print(prediction_point) # print(np.array(predictions).shape) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) plot_results(prediction_point, y_test)
def openfile(self): # read csv file self.filename = filedialog.askopenfilename() self.dataloader = DataLoader(self.filename, ["Close","Volume","Open", "High","Low","Rocr100","Plus_dm"]) print(self.filename) # load true data without normalise seq_len = int(self.scale2.get()) x_test_true, self.y_test_true =self.dataloader.get_test_data(seq_len, normalise=False) print("load the data successfully") # make sure the data len is valid self.scale1.configure(to=self.dataloader.len_test - 50) self.scale1.set(self.dataloader.len_test - 50) self.ax.cla() self.ax.grid() self.ax.plot(self.y_test_true, label='True Data') self.graph.draw()
def main(): #load parameters configs = json.load(open('./data/config.json','r')) if not os.path.exists(configs['model']['save_dir']):os.makedirs(configs['model']['save_dir']) data = DataLoader( os.path.join('data',configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'], ) #create RNN model model=Model() model.build_model(configs) #loading trainning data x,y = data.get_train_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) print(x.shape) print(y.shape) #training model model.train( x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir'] ) #test results x_test, y_test = data.get_test_data( seq_len= configs['data']['sequence_length'], normalise=configs['data']['normalise'], ) #results visualization predictions_multiseq = model.predict_sequences_multiple(x_test,configs['data']['sequence_length'],configs['data']['sequence_length']) predictions_pointbypoint=model.predict_point_by_point(x_test) plot_results_multiple(predictions_multiseq,y_test,configs['data']['sequence_length']) plot_results(predictions_pointbypoint,y_test)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], ) model = Model() model.build_model(configs) # get train data x, y = data.get_train_data() #x=x.squeeze() # in-memory training model.train(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir']) # # out-of memory generative training # steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) # model.train_generator( # data_gen=data.generate_train_batch( # batch_size=configs['training']['batch_size'], # ), # epochs=configs['training']['epochs'], # batch_size=configs['training']['batch_size'], # steps_per_epoch=steps_per_epoch, # save_dir=configs['model']['save_dir'] # ) # testing model x_test, y_test = data.get_test_data() #x_test=x_test.squeeze() predictions = model.predict_point_by_point(x_test) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) plot_results(predictions, y_test)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training (heavier computation) model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir']) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) #predictions are made point by point with model.predict_point_by_point predictions = model.predict_point_by_point(x_test) plot_results(predictions, y_test)
def main(): #读取所需参数 configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) #读取数据 data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) #创建RNN模型 model = Model() mymodel = model.build_model(configs) plot_model(mymodel, to_file='model.png', show_shapes=True) #加载训练数据 x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) print(x.shape) print(y.shape) #训练模型 model.train(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir']) #测试结果 x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) #展示测试效果 predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length'], debug=False) print(np.array(predictions).shape) plot_results_multiple(predictions, y_test, configs['data']['sequence_length'])
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) if not os.path.exists(configs['model']['log_dir']): os.makedirs(configs['model']['log_dir']) data_loader = DataLoader(os.path.join('data', configs['data']['filename_train']), configs['data']['train_test_split'], configs['data']['columns'], is_training=True) model = Model() model.build_model(configs) steps_per_epoch = math.ceil( (data_loader.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) validation_steps = math.ceil( (data_loader.len_val - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(train_loader=data_loader.batch_generator( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'], generator_type='train'), val_loader=data_loader.batch_generator( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'], generator_type='val'), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, validation_steps=validation_steps, save_dir=configs['model']['save_dir'], log_dir=configs['model']['log_dir']) test_data_loader = DataLoader(os.path.join( 'data', configs['data']['filename_test']), 0, configs['data']['columns'], is_training=False) x_test, y_test = test_data_loader.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) predictions = model.predict_sequences_multiple( x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequences_full(x_test, configs['data']['sequence_length']) # predictions = model.predict_point_by_point(x_test) plot = Plot() plot.plot_results_multiple(predictions, y_test, configs['data']['sequence_length'])
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) dataframe = pd.read_csv(configs['data']['filename']) f = open('/Users/yucheng/Downloads/project2/stockIDs.txt', 'r') stockIDs = [int(line.split('\n')[0]) for line in f.readlines()] for id in stockIDs[377:378]: # for id in stockIDs[444:500]: print("index: ", stockIDs.index(id)) data = DataLoader(dataframe, id, configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil( (data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator(id=id, data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise']), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'])
def main(): configs = json.load(open('config.json', 'r')) model = Model() model.load_model("./saved_models/model2.h5") data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) # predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(x_test) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) plot_results(predictions, y_test)
def main_plot(): configs = json.load(open(config_file, 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'], normalise_meth=configs['data']['normalise']) x, y = data.get_test_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) model = Model() global newest_model if newest_model: model_way = newest_model else: model_way = '/home/bf/Documents/Projects/helpplay/HelpPlay/train/LSTM-Neural-Network-for-Time-Series-Prediction/saved_models/10062019-163648-e40.h5' model.load_model(model_way) print(model.model.evaluate(x, y)) pre_y = model.predict_point_by_point(x) print(x) plot_results(pre_y, y)
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader( os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns'] ) model = Model() model.build_model(configs) x, y = data.get_train_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) ''' # in-memory training model.train( x, y, epochs = configs['training']['epochs'], batch_size = configs['training']['batch_size'], save_dir = configs['model']['save_dir'] ) ''' # out-of memory generative training steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) model.train_generator( data_gen=data.generate_train_batch( seq_len=configs['data']['sequence_length'], batch_size=configs['training']['batch_size'], normalise=configs['data']['normalise'] ), epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], steps_per_epoch=steps_per_epoch, save_dir=configs['model']['save_dir'] ) x_test, y_test, onedot = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise'] ) #predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) #predictions = model.predict_sequence_full(x_test, configs['data']['sequence_length']) predictions = model.predict_point_by_point(onedot) with open('output.txt', 'w') as f: f.write('预测下一时间的螺栓螺母消耗量为:' + str(int((predictions[-1] + 1) * data.last_raw_data(seq_len=configs['data']['sequence_length']))))
def main(): configs = json.load(open('configcrops.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) model = Model() model.build_model(configs) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # in-memory training model.train(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size'], save_dir=configs['model']['save_dir']) # Yogyakarta: Kulon progo, bantul, gunung kidul, sleman, DIY # Jawa Barat: Bandung, Tasikmalaya, Majalengka, Cirebon, Kuningan, Garut, Sumedang, Cianjut, Subang, Purwakarta, Indramayu # Ciamis, Sukabumi, Bogor, Bekasi, Karawang # # out-of memory generative training # steps_per_epoch = math.ceil((data.len_train - configs['data']['sequence_length']) / configs['training']['batch_size']) # model.train_generator( # data_gen=data.generate_train_batch( # seq_len=configs['data']['sequence_length'], # batch_size=configs['training']['batch_size'], # normalise=configs['data']['normalise'] # ), # epochs=configs['training']['epochs'], # batch_size=configs['training']['batch_size'], # steps_per_epoch=steps_per_epoch, # save_dir=configs['model']['save_dir'] # ) # # save_dir = configs['model']['save_dir'] x_test, y_test = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # print(x_test) # print(y_test) # predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'], configs['data']['sequence_length']) predictions_point = model.predict_point_by_point(x_test) print(len(predictions_point)) plot_results(predictions_point, y_test) # plot_results_multiple(predictions, y_test, configs['data']['sequence_length']) # predictions_full = model.predict_sequence_full(x_test, configs['data']['sequence_length']) # plot_results(predictions_full, y_test) groundtrue = data._groundtruths(1) groundtrue = (groundtrue.ravel()) print(len(groundtrue)) RMSElist = [] for i in range(len(groundtrue)): errorrate = groundtrue[i] - predictions_point[i] hasilkuadrat = errorrate * errorrate RMSElist.append(hasilkuadrat) RMSE = sum(RMSElist) / (len(predictions_point) - 2) RMSE = RMSE**(1 / 2) print(RMSE) getdataforecast = data._forecasting(5, 1) total_prediksi = 5 takefrom = 5 forecast_result = model.forecast(total_prediksi, getdataforecast, takefrom) # print(forecast_result[0]) # forecast_result=np.append(forecast_result,[0.0]) # print(forecast_result) n_steps = 8 # split into samples X, y = split_sequence(forecast_result, n_steps) # reshape from [samples, timesteps] into [samples, timesteps, features] n_features = 1 # print(X) X = X.reshape((X.shape[0], X.shape[1], n_features)) # define model model = Sequential() model.add(LSTM(50, activation='relu', input_shape=(n_steps, n_features))) model.add(Dense(1)) model.compile(optimizer='adam', loss='mse') # fit model model.fit(X, y, epochs=200, verbose=0) # demonstrate prediction for j in range(total_prediksi): getxlastnumber = array(forecast_result[(-n_steps - 1):-1]) x_input = getxlastnumber # print(x_input) x_input = x_input.reshape((1, n_steps, n_features)) yhat = model.predict(x_input, verbose=0) # print(yhat[0][0]) forecast_result = np.append(forecast_result, yhat[0]) # prediction_point=np.append(prediction_point,yhat[0]) plot_results_onlypredicted(forecast_result)
from core.data_processor import DataLoader import pandas as pd import numpy as np import json import matplotlib.pyplot as plt plt.style.use('./plot.mplstyle') # %% Load data df = pd.read_csv('./data/sp500.csv') configs = json.load(open('model_config.json', 'r')) data = DataLoader(os.path.join('data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) def plot_results_multiple(predicted_data, true_data, prediction_len): fig = plt.figure(facecolor='white') ax = fig.add_subplot(111) ax.plot(true_data, label='True Data') # Pad the list of predictions to shift it in the graph to it's correct start for i, data in enumerate(predicted_data): padding = [None for p in range(i * prediction_len)] plt.plot(padding + data, label='Prediction') plt.legend() plt.show()
def main(): configs = json.load(open('config.json', 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) # -- Data preparation: -- data = DataLoader(os.path.join('../data', configs['data']['filename']), configs['data']['train_test_split'], configs['data']['columns']) x, y = data.get_train_data(seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) x_test, y_test, p0_vec = data.get_test_data( seq_len=configs['data']['sequence_length'], normalise=configs['data']['normalise']) # -- Init and fit CNN model: -- n_features = x.shape[2] n_steps = configs['data']['sequence_length'] - 1 # Define model model = Sequential() model.add( Conv1D(filters=128, kernel_size=2, activation='linear', input_shape=(n_steps, n_features))) model.add(MaxPooling1D(pool_size=2)) model.add(Flatten()) model.add(Dense(50, activation='linear')) model.add(Dropout(0.2)) model.add(Dense(1)) # Compile model model.compile(optimizer=configs['model']['optimizer'], loss=configs['model']['loss']) # Fit model timer = Timer() timer.start() print('[Model] Training Started') model.fit(x, y, epochs=configs['training']['epochs'], batch_size=configs['training']['batch_size']) timer.stop() print('[Model] Predicting one step ahead...') # Get predictions yhat = model.predict(x_test, verbose=0) # Denormalize & plot p_pred, p_true = denorm_transform(p0_vec, yhat, y_test) plot_results(p_pred, p_true) #de-normalised, i.e., original fex units # Compute evaluation metrics assess = EvalMetrics(p_true, p_pred) MAE = assess.get_MAE() RMSE = assess.get_RMSE() print("MAE on validation set is: %f" % MAE) print("RMSE on validation set is: %f" % RMSE) # Save model save_dir = configs['model']['save_dir'] save_fname = os.path.join( save_dir, '%s_cnn.h5' % (dt.datetime.now().strftime('%d%m%Y-%H%M%S'))) model.save(save_fname)
fig = plt.figure(facecolor='white') ax = fig.add_subplot(111) ax.plot(true_data, label='True Data') plt.plot(predicted_data, label='Prediction') plt.legend() plt.show() configs = json.load(open(sys.argv[1], 'r')) if not os.path.exists(configs['model']['save_dir']): os.makedirs(configs['model']['save_dir']) model_id = configs['model']['model_id'] save_dir = configs['model']['save_dir'] dataloader = DataLoader() x_scaler_filename = save_dir + "/" + model_id + "-x.scaler" y_scaler_filename = save_dir + "/" + model_id + "-y.scaler" dataloader.restore_scalers(x_scaler_filename, y_scaler_filename) filename = os.path.join('data', configs['data']['filename']) dataframe = pandas.read_csv(filename, sep=',', encoding='utf-8') dataframe.index.name = 'fecha' x_data = dataframe.get(configs['data']['x_cols'], ).values in_seq_len = configs['data']['input_sequence_length'] x_data = x_data[:, :] # pick three sequences to make predictions input_data = dataloader.prepare_input_data(x_data, in_seq_len) print("Input vector shape: " + str(x_data.shape)) model_filename = sys.argv[2]