def main():

    # network parameters
    task_num = 3
    lstm_layer = 64
    drop = 0.2
    r_drop = 0.2
    l2_value = 0.001
    shared_layer = 576
    dense_num = 64

    look_back = 30  # number of previous timestamp used for training
    n_columns = 12  # total columns
    n_labels = 2  # number of labels
    split_ratio = 0.8  # train & test data split ratio

    trainX_list = []
    trainy_list = []
    testX_list = []
    testy_list = []
    file_list_train = glob.glob('../data/for_centralTimeAtt/*.csv')

    for i in range(len(file_list_train)):
        locals()['dataset' + str(i)] = file_list_train[i]
        locals()['dataset' + str(i)], locals()['scaled' + str(i)], locals()[
            'scaler' + str(i)] = helper_funcs.load_dataset(locals()['dataset' +
                                                                    str(i)])
        locals()['train_X' + str(i)], locals()['train_y' + str(i)], locals()[
            'test_X' +
            str(i)], locals()['test_y' + str(i)] = helper_funcs.split_dataset(
                locals()['dataset' + str(i)],
                locals()['scaled' + str(i)], look_back, n_columns, n_labels,
                split_ratio)

        trainX_list.append(locals()['train_X' + str(i)])
        trainy_list.append(locals()['train_y' + str(i)])
        testX_list.append(locals()['test_X' + str(i)])
        testy_list.append(locals()['test_y' + str(i)])

    model = build_model(trainX_list, task_num, lstm_layer, drop, r_drop,
                        l2_value, shared_layer, dense_num, n_labels)

    import time
    start_time = time.time()

    # fit network
    history = model.fit(
        trainX_list,
        trainy_list,
        epochs=100,
        batch_size=100,
        validation_split=0.25,
        # validation_data=(testX_list, testy_list),
        verbose=2,
        shuffle=False,
        callbacks=[
            keras.callbacks.EarlyStopping(monitor='val_loss',
                                          min_delta=0,
                                          patience=20,
                                          verbose=2,
                                          mode='min')
        ])
    end_time = time.time()
    print('--- %s seconds ---' % (end_time - start_time))

    # make prediction

    y_pred1, y_pred2, y_pred3 = model.predict(testX_list)

    #===========================================================================================#
    # write parameters & results to file
    # file = open('results/Attention_results(12)_F1.txt', 'w')
    file = open('TimeStep_30.txt', 'w')

    file.write('task_num:' + str(task_num) + '\n')
    file.write('lstm_layer:' + str(lstm_layer) + '\n')
    file.write('drop:' + str(drop) + '\n')
    file.write('r_drop:' + str(r_drop) + '\n')
    file.write('l2_value:' + str(l2_value) + '\n')
    file.write('shared_layer:' + str(shared_layer) + '\n')
    file.write('dense_num:' + str(dense_num) + '\n')

    sum_Smape = 0
    sum_Smape_speed = 0
    sum_Smape_heartRate = 0
    sum_mae = 0
    sum_mae_speed = 0
    sum_mae_heartRate = 0
    # balance accuracy
    for i in range(len(file_list_train)):
        locals()['Smape' +
                 str(i)], locals()['mae' + str(i)] = helper_funcs.evaluation(
                     locals()['test_X' + str(i)],
                     locals()['test_y' + str(i)],
                     locals()['y_pred' + str(i + 1)], look_back, n_columns,
                     n_labels,
                     locals()['scaler' + str(i)])

        locals()['Smape_speed' +
                 str(i)], locals()['mae_speed' +
                                   str(i)] = helper_funcs.evaluation_single(
                                       locals()['test_X' + str(i)],
                                       locals()['test_y' + str(i)],
                                       locals()['y_pred' + str(i + 1)],
                                       look_back, n_columns, n_labels,
                                       locals()['scaler' + str(i)], 0)
        locals()['Smape_heartRate' +
                 str(i)], locals()['mae_heartRate' +
                                   str(i)] = helper_funcs.evaluation_single(
                                       locals()['test_X' + str(i)],
                                       locals()['test_y' + str(i)],
                                       locals()['y_pred' + str(i + 1)],
                                       look_back, n_columns, n_labels,
                                       locals()['scaler' + str(i)], 1)

        file.write('Current file index is: ' + str(i) + '\n')
        file.write('Smape:' + ' ' + str(locals()['Smape' + str(i)]) + '\n')
        file.write('Smape_speed:' + ' ' +
                   str(locals()['Smape_speed' + str(i)]) + '\n')
        file.write('Smape_heartRate:' + ' ' +
                   str(locals()['Smape_heartRate' + str(i)]) + '\n')
        file.write('mae:' + ' ' + str(locals()['mae' + str(i)]) + '\n')
        file.write('mae_speed:' + ' ' + str(locals()['mae_speed' + str(i)]) +
                   '\n')
        file.write('mae_heartRate:' + ' ' +
                   str(locals()['mae_heartRate' + str(i)]) + '\n')

        file.write('\n')

        sum_Smape = sum_Smape + locals()['Smape' + str(i)]
        sum_Smape_speed = sum_Smape_speed + locals()['Smape_speed' + str(i)]
        sum_Smape_heartRate = sum_Smape_heartRate + locals()['Smape_heartRate'
                                                             + str(i)]
        sum_mae = sum_mae + locals()['mae' + str(i)]
        sum_mae_speed = sum_mae_speed + locals()['mae_speed' + str(i)]
        sum_mae_heartRate = sum_mae_heartRate + locals()['mae_heartRate' +
                                                         str(i)]

    file.write('avg_Smape: ' + str(sum_Smape / len(file_list_train)) + '\n')
    file.write('avg_sum_Smape_speed: ' +
               str(sum_Smape_speed / len(file_list_train)) + '\n')
    file.write('avg_sum_Smape_heartRate: ' +
               str(sum_Smape_heartRate / len(file_list_train)) + '\n')
    file.write('avg_mae: ' + str(sum_mae / len(file_list_train)) + '\n')
    file.write('avg_sum_mae_speed: ' +
               str(sum_mae_speed / len(file_list_train)) + '\n')
    file.write('avg_sum_mae_heartRate: ' +
               str(sum_mae_heartRate / len(file_list_train)) + '\n')

    file.write('training time:' + str(end_time - start_time))
Exemplo n.º 2
0
def main():

    # network parameters
    task_num = 9
    lstm_layer = 64
    drop = 0.2
    r_drop = 0.2
    l2_value = 0.001
    shared_layer = 576
    dense_num = 64

    look_back = 20  # number of previous timestamp used for training
    n_columns = 15  # total columns
    n_labels = 6  # number of labels
    split_ratio = 0.8  # train & test data split ratio

    trainX_list = []
    trainy_list = []
    testX_list = []
    testy_list = []
    file_list_train = glob.glob('preprocessed_data/train/*.csv')
    file_list_test = glob.glob('preprocessed_data/test/*.csv')

    for i in range(len(file_list_train)):
        locals()['dataset' + str(i)] = file_list_train[i]
        locals()['dataset' + str(i)], locals()['scaled' + str(i)], locals()['scaler' + str(i)] = helper_funcs.load_dataset(
            locals()['dataset' + str(i)])
        locals()['train_X' + str(i)], locals()['train_y' + str(i)] = helper_funcs.split_dataset(locals()['scaled' + str(i)],
                                                                                   look_back, n_columns, n_labels)

        trainX_list.append(locals()['train_X' + str(i)])
        trainy_list.append(locals()['train_y' + str(i)])

    for i in range(len(file_list_test)):
        locals()['dataset_test' + str(i)] = file_list_test[i]
        locals()['dataset_test' + str(i)], locals()['scaled_test' + str(i)], locals()['scaler_test' + str(i)] = helper_funcs.load_dataset(locals()['dataset_test' + str(i)])
        locals()['test_X' + str(i)], locals()['test_y' + str(i)] = helper_funcs.split_dataset(locals()['scaled_test' + str(i)],
                                                                                 look_back,
                                                                                 n_columns, n_labels)
        testX_list.append(locals()['test_X' + str(i)])
        testy_list.append(locals()['test_y' + str(i)])

    model = build_model(trainX_list,task_num,lstm_layer, drop, r_drop, l2_value, shared_layer, dense_num, n_labels)


    import time
    start_time = time.time()

    # fit network
    history = model.fit(trainX_list, trainy_list,
                        epochs=300,
                        batch_size=120,
                        validation_split = 0.25,
                        # validation_data=(testX_list, testy_list),
                        verbose=2,
                        shuffle=False,
                        callbacks=[
                            keras.callbacks.EarlyStopping(monitor='val_loss', min_delta=0, patience=20, verbose=2,
                                                          mode='min')]
                        )
    end_time = time.time()
    print('--- %s seconds ---' % (end_time - start_time))



    # make prediction
    pred_time = time.time()

    y_pred1, y_pred2, y_pred3, y_pred4, y_pred5, y_pred6, y_pred7, y_pred8, y_pred9 = model.predict(testX_list)
    
    end_pred_time = time.time()

   #===========================================================================================#
    # write parameters & results to file
    # file = open('results/Attention_results(12)_F1.txt', 'w')
    file = open('time_cost/FATHOMb1.txt', 'w')

    file.write('task_num:' + str(task_num) + '\n')
    file.write('lstm_layer:' + str(lstm_layer) + '\n')
    file.write('drop:' + str(drop) + '\n')
    file.write('r_drop:' + str(r_drop) + '\n')
    file.write('l2_value:' + str(l2_value) + '\n')
    file.write('shared_layer:' + str(shared_layer) + '\n')
    file.write('dense_num:' + str(dense_num) + '\n')

    sum_Smape = 0
    sum_Smape_PM25 = 0
    sum_Smape_PM10 = 0
    sum_Smape_NO2 = 0
    sum_Smape_CO = 0
    sum_Smape_O3 = 0
    sum_Smape_SO2 = 0
    sum_mae = 0
    sum_mae_PM25 = 0
    sum_mae_PM10 = 0
    sum_mae_NO2 = 0
    sum_mae_CO = 0
    sum_mae_O3 = 0
    sum_mae_SO2 = 0

    for i in range(len(file_list_test)):
        locals()['Smape' + str(i)], locals()['mae' + str(i)] = helper_funcs.evaluation(locals()['test_X' + str(i)],
                                                                                       locals()['test_y' + str(i)],
                                                                                       locals()['y_pred' + str(i + 1)],
                                                                                       look_back, n_columns, n_labels,
                                                                                       locals()['scaler_test' + str(i)])

        locals()['Smape_PM25' + str(i)], locals()['mae_PM25' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            locals()['y_pred' + str(i + 1)],
            look_back, n_columns, n_labels,
            locals()['scaler_test' + str(i)], 0)
        locals()['Smape_PM10' + str(i)], locals()['mae_PM10' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            locals()['y_pred' + str(i + 1)],
            look_back, n_columns, n_labels,
            locals()['scaler_test' + str(i)], 1)
        locals()['Smape_NO2' + str(i)], locals()['mae_NO2' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            locals()['y_pred' + str(i + 1)],
            look_back, n_columns, n_labels,
            locals()['scaler_test' + str(i)], 2)
        locals()['Smape_CO' + str(i)], locals()['mae_CO' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            locals()['y_pred' + str(i + 1)],
            look_back, n_columns, n_labels,
            locals()['scaler_test' + str(i)], 3)
        locals()['Smape_O3' + str(i)], locals()['mae_O3' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            locals()['y_pred' + str(i + 1)],
            look_back, n_columns, n_labels,
            locals()['scaler_test' + str(i)], 4)
        locals()['Smape_SO2' + str(i)], locals()['mae_SO2' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            locals()['y_pred' + str(i + 1)],
            look_back, n_columns, n_labels,
            locals()['scaler_test' + str(i)], 5)

        file.write('Current file index is: ' + str(i) + '\n')
        file.write('Smape:' + ' ' + str(locals()['Smape' + str(i)]) + '\n')
        file.write('Smape_PM25:' + ' ' + str(locals()['Smape_PM25' + str(i)]) + '\n')
        file.write('Smape_PM10:' + ' ' + str(locals()['Smape_PM10' + str(i)]) + '\n')
        file.write('Smape_NO2:' + ' ' + str(locals()['Smape_NO2' + str(i)]) + '\n')
        file.write('Smape_CO:' + ' ' + str(locals()['Smape_CO' + str(i)]) + '\n')
        file.write('Smape_O3:' + ' ' + str(locals()['Smape_O3' + str(i)]) + '\n')
        file.write('Smape_SO2:' + ' ' + str(locals()['Smape_SO2' + str(i)]) + '\n')
        file.write('mae:' + ' ' + str(locals()['mae' + str(i)]) + '\n')
        file.write('mae_PM25:' + ' ' + str(locals()['mae_PM25' + str(i)]) + '\n')
        file.write('mae_PM10:' + ' ' + str(locals()['mae_PM10' + str(i)]) + '\n')
        file.write('mae_NO2:' + ' ' + str(locals()['mae_NO2' + str(i)]) + '\n')
        file.write('mae_CO:' + ' ' + str(locals()['mae_CO' + str(i)]) + '\n')
        file.write('mae_O3:' + ' ' + str(locals()['mae_O3' + str(i)]) + '\n')
        file.write('mae_SO2:' + ' ' + str(locals()['mae_SO2' + str(i)]) + '\n')
        file.write('\n')

        sum_Smape = sum_Smape + locals()['Smape' + str(i)]
        sum_Smape_PM25 = sum_Smape_PM25 + locals()['Smape_PM25' + str(i)]
        sum_Smape_PM10 = sum_Smape_PM10 + locals()['Smape_PM10' + str(i)]
        sum_Smape_NO2 = sum_Smape_NO2 + locals()['Smape_NO2' + str(i)]
        sum_Smape_CO = sum_Smape_CO + locals()['Smape_CO' + str(i)]
        sum_Smape_O3 = sum_Smape_O3 + locals()['Smape_O3' + str(i)]
        sum_Smape_SO2 = sum_Smape_SO2 + locals()['Smape_SO2' + str(i)]
        sum_mae = sum_mae + locals()['mae' + str(i)]
        sum_mae_PM25 = sum_mae_PM25 + locals()['mae_PM25' + str(i)]
        sum_mae_PM10 = sum_mae_PM10 + locals()['mae_PM10' + str(i)]
        sum_mae_NO2 = sum_mae_NO2 + locals()['mae_NO2' + str(i)]
        sum_mae_CO = sum_mae_CO + locals()['mae_CO' + str(i)]
        sum_mae_O3 = sum_mae_O3 + locals()['mae_O3' + str(i)]
        sum_mae_SO2 = sum_mae_SO2 + locals()['mae_SO2' + str(i)]

    file.write('avg_Smape: ' + str(sum_Smape / len(file_list_test)) + '\n')
    file.write('avg_Smape_PM25: ' + str(sum_Smape_PM25 / len(file_list_test)) + '\n')
    file.write('avg_Smape_PM10: ' + str(sum_Smape_PM10 / len(file_list_test)) + '\n')
    file.write('avg_Smape_NO2: ' + str(sum_Smape_NO2 / len(file_list_test)) + '\n')
    file.write('avg_Smape_CO: ' + str(sum_Smape_CO / len(file_list_test)) + '\n')
    file.write('avg_Smape_O3: ' + str(sum_Smape_O3 / len(file_list_test)) + '\n')
    file.write('avg_Smape_SO2: ' + str(sum_Smape_SO2 / len(file_list_test)) + '\n')
    file.write('avg_mae: ' + str(sum_mae / len(file_list_test)) + '\n')
    file.write('avg_mae_PM25: ' + str(sum_mae_PM25 / len(file_list_test)) + '\n')
    file.write('avg_mae_PM10: ' + str(sum_mae_PM10 / len(file_list_test)) + '\n')
    file.write('avg_mae_NO2: ' + str(sum_mae_NO2 / len(file_list_test)) + '\n')
    file.write('avg_mae_CO: ' + str(sum_mae_CO / len(file_list_test)) + '\n')
    file.write('avg_mae_O3: ' + str(sum_mae_O3 / len(file_list_test)) + '\n')
    file.write('avg_mae_SO2: ' + str(sum_mae_SO2 / len(file_list_test)) + '\n')
    file.write('training time:' + str(end_time - start_time))
    file.write('prediction time:' + str(end_pred_time - pred_time))
Exemplo n.º 3
0
def main():
    look_back = 20  # number of previous timestamp used for training
    n_columns = 15  # total columns
    n_labels = 6  # number of labels
    split_ratio = 0.8  # train & test data split ratio

    file_list_train = glob.glob('preprocessed_data/train/*.csv')
    file_list_test = glob.glob('preprocessed_data/test/*.csv')

    file = open('results/Single_MLP_2.txt', 'w')
    sum_Smape = 0
    sum_Smape_PM25 = 0
    sum_Smape_PM10 = 0
    sum_Smape_NO2 = 0
    sum_Smape_CO = 0
    sum_Smape_O3 = 0
    sum_Smape_SO2 = 0

    for i in range(len(file_list_train)):
        locals()['dataset_train' + str(i)], locals()['scaled_train' + str(i)], locals()[
            'scaler_train' + str(i)] = helper_funcs.load_dataset(file_list_train[i])
        locals()['dataset_test' + str(i)], locals()['scaled_test' + str(i)], locals()[
            'scaler_test' + str(i)] = helper_funcs.load_dataset(file_list_test[i])

        # split into train and test sets
        locals()['train_X' + str(i)], locals()['train_y' + str(i)] = helper_funcs.split_dataset(
            locals()['scaled_train' + str(i)], look_back, n_columns, n_labels)
        locals()['test_X' + str(i)], locals()['test_y' + str(i)] = helper_funcs.split_dataset(
            locals()['scaled_test' + str(i)], look_back, n_columns, n_labels)

        model = build_model(locals()['train_X' + str(i)])

        import time
        start_time = time.time()

        # fit network
        history = model.fit(locals()['train_X' + str(i)], locals()['train_y' + str(i)], epochs=40, batch_size=120,
                            validation_data=(locals()['test_X' + str(i)], locals()['test_y' + str(i)]), verbose=2,
                            shuffle=False,
                            callbacks=[
                                keras.callbacks.EarlyStopping(monitor='val_loss', min_delta=0, patience=5, verbose=2,
                                                              mode='min')]
                            )

        end_time = time.time()
        print('--- %s seconds ---' % (end_time - start_time))

        # plot history
        # plt.plot(history.history['loss'], label='train')
        # plt.plot(history.history['val_loss'], label='test')
        # plt.legend()
        # plt.show()

        # make a prediction
        y_predict = model.predict(locals()['test_X' + str(i)])
        # results = helper_funcs.evaluation(locals()['test_X' + str(i)], locals()['test_y' + str(i)], y_predict,
        #                                   look_back, n_columns, n_labels, locals()['scaler' + str(i)])

        locals()['Smape' + str(i)] = helper_funcs.evaluation(locals()['test_X' + str(i)], locals()['test_y' + str(i)],
                                                             y_predict,
                                                             look_back, n_columns, n_labels,
                                                             locals()['scaler_test' + str(i)])

        locals()['Smape_PM25' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                         locals()['test_y' + str(i)],
                                                                         y_predict,
                                                                         look_back, n_columns, n_labels,
                                                                         locals()['scaler_test' + str(i)], 0)
        locals()['Smape_PM10' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                         locals()['test_y' + str(i)],
                                                                         y_predict,
                                                                         look_back, n_columns, n_labels,
                                                                         locals()['scaler_test' + str(i)], 1)
        locals()['Smape_NO2' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                        locals()['test_y' + str(i)],
                                                                        y_predict,
                                                                        look_back, n_columns, n_labels,
                                                                        locals()['scaler_test' + str(i)], 2)
        locals()['Smape_CO' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                       locals()['test_y' + str(i)],
                                                                       y_predict,
                                                                       look_back, n_columns, n_labels,
                                                                       locals()['scaler_test' + str(i)], 3)
        locals()['Smape_O3' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                       locals()['test_y' + str(i)],
                                                                       y_predict,
                                                                       look_back, n_columns, n_labels,
                                                                       locals()['scaler_test' + str(i)], 4)
        locals()['Smape_SO2' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                        locals()['test_y' + str(i)],
                                                                        y_predict,
                                                                        look_back, n_columns, n_labels,
                                                                        locals()['scaler_test' + str(i)], 5)

        file.write('Current file index is: ' + str(i) + '\n')
        file.write('Smape:' + ' ' + str(locals()['Smape' + str(i)]) + '\n')
        file.write('Smape_PM25:' + ' ' + str(locals()['Smape_PM25' + str(i)]) + '\n')
        file.write('Smape_PM10:' + ' ' + str(locals()['Smape_PM10' + str(i)]) + '\n')
        file.write('Smape_NO2:' + ' ' + str(locals()['Smape_NO2' + str(i)]) + '\n')
        file.write('Smape_CO:' + ' ' + str(locals()['Smape_CO' + str(i)]) + '\n')
        file.write('Smape_O3:' + ' ' + str(locals()['Smape_O3' + str(i)]) + '\n')
        file.write('Smape_SO2:' + ' ' + str(locals()['Smape_SO2' + str(i)]) + '\n')
        file.write('\n')

        sum_Smape = sum_Smape + locals()['Smape' + str(i)]
        sum_Smape_PM25 = sum_Smape_PM25 + locals()['Smape_PM25' + str(i)]
        sum_Smape_PM10 = sum_Smape_PM10 + locals()['Smape_PM10' + str(i)]
        sum_Smape_NO2 = sum_Smape_NO2 + locals()['Smape_NO2' + str(i)]
        sum_Smape_CO = sum_Smape_CO + locals()['Smape_CO' + str(i)]
        sum_Smape_O3 = sum_Smape_O3 + locals()['Smape_O3' + str(i)]
        sum_Smape_SO2 = sum_Smape_SO2 + locals()['Smape_SO2' + str(i)]

    file.write('avg_Smape: ' + str(sum_Smape / len(file_list_test)) + '\n')
    file.write('avg_Smape_PM25: ' + str(sum_Smape_PM25 / len(file_list_test)) + '\n')
    file.write('avg_Smape_PM10: ' + str(sum_Smape_PM10 / len(file_list_test)) + '\n')
    file.write('avg_Smape_NO2: ' + str(sum_Smape_NO2 / len(file_list_test)) + '\n')
    file.write('avg_Smape_CO: ' + str(sum_Smape_CO / len(file_list_test)) + '\n')
    file.write('avg_Smape_O3: ' + str(sum_Smape_O3 / len(file_list_test)) + '\n')
    file.write('avg_Smape_SO2: ' + str(sum_Smape_SO2 / len(file_list_test)) + '\n')
    file.write('training time:' + str(end_time - start_time))
Exemplo n.º 4
0
def main():
    look_back = 10  # number of previous timestamp used for training
    n_columns = 12  # total columns
    n_labels = 6  # number of labels
    split_ratio = 0.8  # train & test data split ratio

    file_list_train = glob.glob('data/data_user/*.csv')

    file = open('results/Single_MLP_1.txt', 'w')
    sum_Smape = 0
    sum_Smape_speed = 0
    sum_Smape_heartRate = 0
    sum_mae = 0
    sum_mae_speed = 0
    sum_mae_heartRate = 0

    for i in range(len(file_list_train)):
        locals()['dataset' + str(i)] = file_list_train[i]
        locals()['dataset' + str(i)], locals()['scaled' + str(i)], locals()[
            'scaler' + str(i)] = helper_funcs.load_dataset(
            locals()['dataset' + str(i)])
        locals()['train_X' + str(i)], locals()['train_y' + str(i)], locals()['test_X' + str(i)], locals()[
            'test_y' + str(i)] = helper_funcs.split_dataset(locals()['dataset' + str(i)], locals()['scaled' + str(i)],
                                                            look_back,
                                                            n_columns, n_labels, split_ratio)

        model = build_model(locals()['train_X' + str(i)])

        import time
        start_time = time.time()

        # fit network
        history = model.fit(locals()['train_X' + str(i)], locals()['train_y' + str(i)], epochs=200, batch_size=100,
                            validation_data=(locals()['test_X' + str(i)], locals()['test_y' + str(i)]), verbose=2,
                            shuffle=False,
                            callbacks=[
                                keras.callbacks.EarlyStopping(monitor='val_loss', min_delta=0, patience=10, verbose=2,
                                                              mode='min')]
                            )

        end_time = time.time()
        print('--- %s seconds ---' % (end_time - start_time))

        # plot history
        # plt.plot(history.history['loss'], label='train')
        # plt.plot(history.history['val_loss'], label='test')
        # plt.legend()
        # plt.show()

        # make a prediction
        y_predict = model.predict(locals()['test_X' + str(i)])
        # results = helper_funcs.evaluation(locals()['test_X' + str(i)], locals()['test_y' + str(i)], y_predict, look_back, n_columns, n_labels, locals()['scaler' + str(i)])

        locals()['Smape' + str(i)], locals()['mae' + str(i)] = helper_funcs.evaluation(locals()['test_X' + str(i)],
                                                                                       locals()['test_y' + str(i)],
                                                                                       y_predict,
                                                                                       look_back, n_columns, n_labels,
                                                                                       locals()['scaler' + str(i)])

        locals()['Smape_speed' + str(i)], locals()['mae_speed' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            y_predict,
            look_back, n_columns, n_labels,
            locals()['scaler' + str(i)], 0)
        locals()['Smape_heartRate' + str(i)], locals()['mae_heartRate' + str(i)] = helper_funcs.evaluation_single(
            locals()['test_X' + str(i)], locals()['test_y' + str(i)],
            y_predict,
            look_back, n_columns, n_labels,
            locals()['scaler' + str(i)], 1)

        file.write('Current file index is: ' + str(i) + '\n')
        file.write('Smape:' + ' ' + str(locals()['Smape' + str(i)]) + '\n')
        file.write('Smape_speed:' + ' ' + str(locals()['Smape_speed' + str(i)]) + '\n')
        file.write('Smape_heartRate:' + ' ' + str(locals()['Smape_heartRate' + str(i)]) + '\n')
        file.write('mae:' + ' ' + str(locals()['mae' + str(i)]) + '\n')
        file.write('mae_speed:' + ' ' + str(locals()['mae_speed' + str(i)]) + '\n')
        file.write('mae_heartRate:' + ' ' + str(locals()['mae_heartRate' + str(i)]) + '\n')

        file.write('\n')

        sum_Smape = sum_Smape + locals()['Smape' + str(i)]
        sum_Smape_speed = sum_Smape_speed + locals()['Smape_speed' + str(i)]
        sum_Smape_heartRate = sum_Smape_heartRate + locals()['Smape_heartRate' + str(i)]
        sum_mae = sum_mae + locals()['mae' + str(i)]
        sum_mae_speed = sum_mae_speed + locals()['mae_speed' + str(i)]
        sum_mae_heartRate = sum_mae_heartRate + locals()['mae_heartRate' + str(i)]

    file.write('avg_Smape: ' + str(sum_Smape / len(file_list_train)) + '\n')
    file.write('avg_sum_Smape_speed: ' + str(sum_Smape_speed / len(file_list_train)) + '\n')
    file.write('avg_sum_Smape_heartRate: ' + str(sum_Smape_heartRate / len(file_list_train)) + '\n')
    file.write('avg_mae: ' + str(sum_mae / len(file_list_train)) + '\n')
    file.write('avg_sum_mae_speed: ' + str(sum_mae_speed / len(file_list_train)) + '\n')
    file.write('avg_sum_mae_heartRate: ' + str(sum_mae_heartRate / len(file_list_train)) + '\n')

    file.write('training time:' + str(end_time - start_time))
Exemplo n.º 5
0
def main():

    # network parameters
    task_num = 9
    lstm_layer = 64
    drop = 0.2
    r_drop = 0.2
    l2_value = 0.001
    shared_layer = 576
    dense_num = 64

    look_back = 20  # number of previous timestamp used for training
    n_columns = 15  # total columns
    n_labels = 6  # number of labels
    split_ratio = 0.8  # train & test data split ratio

    # trainX_list = []
    # trainy_list = []
    # testX_list = []
    # testy_list = []
    file_list_train = glob.glob('preprocessed_data/train/*.csv')
    file_list_test = glob.glob('preprocessed_data/test/*.csv')

    # path = r'data/US/market/merged_data'
    # allFiles = glob.glob(path + "/*.csv")
    with open('train_combined.csv', 'wb') as outfile:
        for i, fname in enumerate(file_list_train):
            with open(fname, 'rb') as infile:
                if i != 0:
                    infile.readline()  # Throw away header on all but first file
                # Block copy rest of file from input to output without parsing
                shutil.copyfileobj(infile, outfile)
                print(fname + " has been imported.")

    train_data,scaled,scaler =helper_funcs.load_dataset('train_combined.csv')

    trainX,trainy = helper_funcs.split_dataset(scaled,look_back,n_columns, n_labels)

    file = open('results/globalAtt_1.txt', 'w')
    sum_Smape = 0
    sum_Smape_PM25 = 0
    sum_Smape_PM10 = 0
    sum_Smape_NO2 = 0
    sum_Smape_CO = 0
    sum_Smape_O3 = 0
    sum_Smape_SO2 = 0

    for i in range(len(file_list_train)):
        # train_data = 'data/preprocessed_data/train/bj_huairou.csv'
        # test_data = 'data/preprocessed_data/test/bj_huairou_201805.csv'

        # locals()['dataset_train' + str(i)], locals()['scaled_train' + str(i)], locals()[
        #     'scaler_train' + str(i)] = helper_funcs.load_dataset(file_list_train[i])
        locals()['dataset_test' + str(i)], locals()['scaled_test' + str(i)], locals()[
            'scaler_test' + str(i)] = helper_funcs.load_dataset(file_list_test[i])

        # split into train and test sets
        # locals()['train_X' + str(i)], locals()['train_y' + str(i)] = helper_funcs.split_dataset(
        #     locals()['scaled_train' + str(i)], look_back, n_columns, n_labels)
        locals()['test_X' + str(i)], locals()['test_y' + str(i)] = helper_funcs.split_dataset(
            locals()['scaled_test' + str(i)], look_back, n_columns, n_labels)

        model = build_model(trainX,lstm_layer, drop, r_drop, l2_value, dense_num, n_labels)

        import time
        start_time = time.time()

        # fit network
        history = model.fit(trainX, trainy,
                            epochs=100,
                            batch_size=120,
                            validation_data=(locals()['test_X' + str(i)], locals()['test_y' + str(i)]), verbose=2,
                            shuffle=False,
                            callbacks=[
                                keras.callbacks.EarlyStopping(monitor='val_loss', min_delta=0, patience=5, verbose=2,
                                                              mode='min')]
                            )

        end_time = time.time()
        print('--- %s seconds ---' % (end_time - start_time))

        # plot history
        # plt.plot(history.history['loss'], label='train')
        # plt.plot(history.history['val_loss'], label='test')
        # plt.legend()
        # plt.show()

        # make a prediction
        y_predict = model.predict(locals()['test_X' + str(i)])
        # results = helper_funcs.evaluation(locals()['test_X' + str(i)], locals()['test_y' + str(i)], y_predict, look_back, n_columns, n_labels, locals()['scaler' + str(i)])

        locals()['Smape' + str(i)] = helper_funcs.evaluation(locals()['test_X' + str(i)], locals()['test_y' + str(i)],
                                                             y_predict,
                                                             look_back, n_columns, n_labels,
                                                             locals()['scaler_test' + str(i)])

        locals()['Smape_PM25' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                         locals()['test_y' + str(i)],
                                                                         y_predict,
                                                                         look_back, n_columns, n_labels,
                                                                         locals()['scaler_test' + str(i)], 0)
        locals()['Smape_PM10' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                         locals()['test_y' + str(i)],
                                                                         y_predict,
                                                                         look_back, n_columns, n_labels,
                                                                         locals()['scaler_test' + str(i)], 1)
        locals()['Smape_NO2' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                        locals()['test_y' + str(i)],
                                                                        y_predict,
                                                                        look_back, n_columns, n_labels,
                                                                        locals()['scaler_test' + str(i)], 2)
        locals()['Smape_CO' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                       locals()['test_y' + str(i)],
                                                                       y_predict,
                                                                       look_back, n_columns, n_labels,
                                                                       locals()['scaler_test' + str(i)], 3)
        locals()['Smape_O3' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                       locals()['test_y' + str(i)],
                                                                       y_predict,
                                                                       look_back, n_columns, n_labels,
                                                                       locals()['scaler_test' + str(i)], 4)
        locals()['Smape_SO2' + str(i)] = helper_funcs.evaluation_single(locals()['test_X' + str(i)],
                                                                        locals()['test_y' + str(i)],
                                                                        y_predict,
                                                                        look_back, n_columns, n_labels,
                                                                        locals()['scaler_test' + str(i)], 5)

        file.write('Current file index is: ' + str(i) + '\n')
        file.write('Smape:' + ' ' + str(locals()['Smape' + str(i)]) + '\n')
        file.write('Smape_PM25:' + ' ' + str(locals()['Smape_PM25' + str(i)]) + '\n')
        file.write('Smape_PM10:' + ' ' + str(locals()['Smape_PM10' + str(i)]) + '\n')
        file.write('Smape_NO2:' + ' ' + str(locals()['Smape_NO2' + str(i)]) + '\n')
        file.write('Smape_CO:' + ' ' + str(locals()['Smape_CO' + str(i)]) + '\n')
        file.write('Smape_O3:' + ' ' + str(locals()['Smape_O3' + str(i)]) + '\n')
        file.write('Smape_SO2:' + ' ' + str(locals()['Smape_SO2' + str(i)]) + '\n')
        file.write('\n')

        sum_Smape = sum_Smape + locals()['Smape' + str(i)]
        sum_Smape_PM25 = sum_Smape_PM25 + locals()['Smape_PM25' + str(i)]
        sum_Smape_PM10 = sum_Smape_PM10 + locals()['Smape_PM10' + str(i)]
        sum_Smape_NO2 = sum_Smape_NO2 + locals()['Smape_NO2' + str(i)]
        sum_Smape_CO = sum_Smape_CO + locals()['Smape_CO' + str(i)]
        sum_Smape_O3 = sum_Smape_O3 + locals()['Smape_O3' + str(i)]
        sum_Smape_SO2 = sum_Smape_SO2 + locals()['Smape_SO2' + str(i)]

    file.write('avg_Smape: ' + str(sum_Smape / len(file_list_test)) + '\n')
    file.write('avg_Smape_PM25: ' + str(sum_Smape_PM25 / len(file_list_test)) + '\n')
    file.write('avg_Smape_PM10: ' + str(sum_Smape_PM10 / len(file_list_test)) + '\n')
    file.write('avg_Smape_NO2: ' + str(sum_Smape_NO2 / len(file_list_test)) + '\n')
    file.write('avg_Smape_CO: ' + str(sum_Smape_CO / len(file_list_test)) + '\n')
    file.write('avg_Smape_O3: ' + str(sum_Smape_O3 / len(file_list_test)) + '\n')
    file.write('avg_Smape_SO2: ' + str(sum_Smape_SO2 / len(file_list_test)) + '\n')
    file.write('training time:' + str(end_time - start_time))