鸽子 1 year ago
parent b0f5387b46
commit 69d23afb6c

@ -0,0 +1,117 @@
import numpy as np
import pandas as pd
import torch
from torch import nn
import os
DAYS_FOR_TRAIN = 9
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):
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):
_x = data[i:(i + days_for_train)]
dataset_x.append(_x)
dataset_y.append(data[i + days_for_train])
return (np.array(dataset_x), np.array(dataset_y))
if __name__ == '__main__':
data = pd.read_excel(r'C:\Users\鸽子\Desktop\浙江21年-23年行业以及分电压等级日电量.xlsx', sheet_name=1)
data.columns = data.columns.map(lambda x: x.strip())
data.sort_values(by='pt_date', ascending=True)
data['pt_date'] = pd.to_datetime(data['pt_date'], format='%Y%m%d', errors='coerce').astype('string')
data.set_index('pt_date', inplace=True)
data = data[(data.index.str[:6] != '202309') & (data.index.str[:6] != '202310')]
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
print('len(data):', len(data))
for level in data.columns:
df = data[level]
df = df[df.values != 0] # 去除0值行
df = df.astype('float32').values # 转换数据类型
# 标准化到0~1
max_value = np.max(df)
min_value = np.min(df)
df = (df - min_value) / (max_value - min_value)
dataset_x, dataset_y = create_dataset(df, DAYS_FOR_TRAIN)
print('len(dataset_x:)', len(dataset_x))
# 划分训练集和测试集
train_size = len(dataset_x) - 31
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, 1)
# 转为pytorch的tensor对象
train_x = torch.from_numpy(train_x)
train_y = torch.from_numpy(train_y)
model = LSTM_Regression(DAYS_FOR_TRAIN, 32, output_size=1, num_layers=2) # 导入模型并设置模型的参数输入输出层、隐藏层等
train_loss = []
loss_function = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=0.001, betas=(0.9, 0.999), eps=1e-08, weight_decay=0)
for i in range(1200):
out = model(train_x)
loss = loss_function(out, train_y)
loss.backward()
optimizer.step()
optimizer.zero_grad()
train_loss.append(loss.item())
# 保存模型
# torch.save(model.state_dict(),save_filename)
# torch.save(model.state_dict(),os.path.join(model_save_dir,model_file))
# 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
# 创建测试集
result_list = []
# 以x为基础实际数据滚动预测未来3天
x = torch.from_numpy(df[-13:-4])
for i in range(3):
next_1_8 = x[1:]
next_9 = model(x.reshape(-1,1,DAYS_FOR_TRAIN))
# print(next_9,next_1_8)
x = torch.concatenate((next_1_8, next_9.view(-1)))
result_list.append(next_9.view(-1).item())
# print(result_list,len(result_list))
# 反归一化
pred = np.array(result_list) * (max_value - min_value) + min_value
df = df * (max_value - min_value) + min_value
# 打印指标
print(abs(pred - df[-3:]).mean() / df[-3:].mean())
result_eight = pd.DataFrame({'pred_test': pred, 'real': df[-3:]})
target = (result_eight['pred_test'].sum() - result_eight['real'].sum()) / df[-31:].sum()
print(target)
print(result_eight)
# with open(fr'C:\Users\鸽子\Desktop\各地市8月行业电量预测\{excel[:2]}.txt', 'a', encoding='utf-8') as f:
# f.write(f'{excel[:2]}市{industry}行业月底偏差率:{round(target, 5)}\n')
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