You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.

172 lines
5.7 KiB
Python

import numpy as np
import pandas as pd
import torch
from torch import nn
from multiprocessing import Pool
import matplotlib.pyplot as plt
import os
os.environ["KMP_DUPLICATE_LIB_OK"]="TRUE"
DAYS_FOR_TRAIN = 10
torch.manual_seed(42)
class LSTM_Regression(nn.Module):
def __init__(self, input_size, hidden_size, output_size=1, num_layers=2):
super().__init__()
self.lstm = nn.LSTM(input_size, hidden_size, num_layers)
self.fc = nn.Linear(hidden_size, output_size)
def forward(self, _x):
11 months ago
x, _ = self.lstm(_x) # _x is input, size (seq_len, batch, input_size)
s, b, h = x.shape # x is output, size (seq_len, batch, hidden_size)
x = x.view(s * b, h)
x = self.fc(x)
x = x.view(s, b, -1) # 把形状改回来
return x
def create_dataset(data, days_for_train=5) -> (np.array, np.array):
dataset_x, dataset_y = [], []
for i in range(len(data) - days_for_train-5):
dataset_x.append(data[i:(i + days_for_train)])
dataset_y.append(data[i + days_for_train:i + days_for_train+5])
# print(dataset_x,dataset_y)
return (np.array(dataset_x), np.array(dataset_y))
def normal(nd):
high = nd.describe()['75%'] + 1.5*(nd.describe()['75%']-nd.describe()['25%'])
low = nd.describe()['25%'] - 1.5*(nd.describe()['75%']-nd.describe()['25%'])
return nd[(nd<high)&(nd>low)]
def data_preprocessing(data):
data.columns = data.columns.map(lambda x: x.strip())
data.index = pd.to_datetime(data.index)
data.sort_index(inplace=True)
data = data.loc['2021-01':'2023-08']
data.drop(columns=[i for i in data.columns if (data[i] == 0).sum() / len(data) >= 0.5], inplace=True) # 去除0值列
11 months ago
data = data.astype(float)
for col in data.columns:
data[col] = normal(data[col])
return data
11 months ago
# 拼接数据集
11 months ago
file_dir = r'C:\Users\user\Desktop\浙江各地市分电压日电量数据'
11 months ago
excel = os.listdir(file_dir)[0]
11 months ago
data = pd.read_excel(os.path.join(file_dir, excel), sheet_name=0, index_col='stat_date')
data.drop(columns='地市',inplace=True)
11 months ago
data = data_preprocessing(data)
11 months ago
df = data[data.columns[0]]
df.dropna(inplace = True)
dataset_x, dataset_y = create_dataset(df, DAYS_FOR_TRAIN)
11 months ago
for level in data.columns[1:]:
df = data[level]
df.dropna(inplace=True)
x, y = create_dataset(df, DAYS_FOR_TRAIN)
dataset_x = np.concatenate((dataset_x, x))
dataset_y = np.concatenate((dataset_y, y))
11 months ago
for excel in os.listdir(file_dir)[1:]:
11 months ago
data = pd.read_excel(os.path.join(file_dir,excel), sheet_name=0,index_col='stat_date')
data.drop(columns='地市', inplace=True)
11 months ago
data = data_preprocessing(data)
11 months ago
for level in data.columns:
df = data[level]
df.dropna(inplace=True)
x,y = create_dataset(df,DAYS_FOR_TRAIN)
dataset_x = np.concatenate((dataset_x,x))
dataset_y = np.concatenate((dataset_y,y))
11 months ago
11 months ago
# 训练
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
# 标准化到0~1
max_value = np.max(dataset_x)
min_value = np.min(dataset_x)
dataset_x = (dataset_x - min_value) / (max_value - min_value)
dataset_y = (dataset_y - min_value) / (max_value - min_value)
# 划分训练集和测试集
11 months ago
train_size = int(len(dataset_x)*0.7)
11 months ago
train_x = dataset_x[:train_size]
train_y = dataset_y[:train_size]
# 将数据改变形状RNN 读入的数据维度是 (seq_size, batch_size, feature_size)
train_x = train_x.reshape(-1, 1, DAYS_FOR_TRAIN)
train_y = train_y.reshape(-1, 1, 5)
# 转为pytorch的tensor对象
11 months ago
train_x = torch.from_numpy(train_x).to(device).type(torch.float32)
train_y = torch.from_numpy(train_y).to(device).type(torch.float32)
11 months ago
11 months ago
model = LSTM_Regression(DAYS_FOR_TRAIN, 32, output_size=5, num_layers=2).to(device) # 导入模型并设置模型的参数输入输出层、隐藏层等
11 months ago
train_loss = []
loss_function = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=0.005, betas=(0.9, 0.999), eps=1e-08, weight_decay=0)
for i in range(1500):
out = model(train_x)
loss = loss_function(out, train_y)
loss.backward()
optimizer.step()
optimizer.zero_grad()
train_loss.append(loss.item())
11 months ago
11 months ago
# 保存模型
torch.save(model.state_dict(),'dy5.pth')
# for test
model = model.eval() # 转换成测试模式
# model.load_state_dict(torch.load(os.path.join(model_save_dir,model_file))) # 读取参数
dataset_x = dataset_x.reshape(-1, 1, DAYS_FOR_TRAIN) # (seq_size, batch_size, feature_size)
11 months ago
dataset_x = torch.from_numpy(dataset_x).to(device).type(torch.float32)
11 months ago
pred_test = model(dataset_x) # 全量训练集
# 模型输出 (seq_size, batch_size, output_size)
pred_test = pred_test.view(-1)
pred_test = np.concatenate((np.zeros(DAYS_FOR_TRAIN), pred_test.cpu().detach().numpy()))
11 months ago
plt.plot(pred_test.reshape(-1), 'r', label='prediction')
plt.plot(dataset_y.reshape(-1), 'b', label='real')
plt.plot((train_size*5, train_size*5), (0, 1), 'g--') # 分割线 左边是训练数据 右边是测试数据的输出
11 months ago
plt.legend(loc='best')
plt.show()
# 创建测试集
# result_list = []
# 以x为基础实际数据滚动预测未来3天
11 months ago
# x = torch.from_numpy(df[-14:-4]).to(device)
# pred = model(x.reshape(-1,1,DAYS_FOR_TRAIN)).view(-1).detach().numpy()
# 反归一化
11 months ago
# pred = pred * (max_value - min_value) + min_value
# df = df * (max_value - min_value) + min_value
11 months ago
# print(pred)
# # 打印指标
# print(abs(pred - df[-3:]).mean() / df[-3:].mean())
# result_eight = pd.DataFrame({'pred': np.round(pred,1),'real': df[-3:]})
# target = (result_eight['pred'].sum() - result_eight['real'].sum()) / df[-31:].sum()
# result_eight['loss_rate'] = round(target, 5)
# result_eight['level'] = level
# list_app.append(result_eight)
# print(target)
# print(result_eight)
# final_df = pd.concat(list_app,ignore_index=True)
# final_df.to_csv('市行业电量.csv',encoding='gbk')
# print(final_df)