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import numpy as np
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import pandas as pd
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import torch
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from torch import nn
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import os
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import time
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import matplotlib.pyplot as plt
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t1 = time.time()
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os.environ["KMP_DUPLICATE_LIB_OK"]="TRUE"
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DAYS_FOR_TRAIN = 10
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torch.manual_seed(42)
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class LSTM_Regression(nn.Module):
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def __init__(self, input_size, hidden_size, output_size=1, num_layers=2):
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super().__init__()
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self.lstm = nn.LSTM(input_size, hidden_size, num_layers)
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self.fc = nn.Linear(hidden_size, output_size)
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def forward(self, _x):
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x, _ = self.lstm(_x) # _x is input, size (seq_len, batch, input_size)
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s, b, h = x.shape # x is output, size (seq_len, batch, hidden_size)
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x = x.view(s * b, h)
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x = self.fc(x)
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x = x.view(s, b, -1) # 把形状改回来
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return x
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def create_dataset(data, days_for_train=5) -> (np.array, np.array):
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dataset_x, dataset_y = [], []
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for i in range(len(data) - days_for_train-3):
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dataset_x.append(data[i:(i + days_for_train)])
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dataset_y.append(data[i + days_for_train:i + days_for_train+3])
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# print(dataset_x,dataset_y)
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return (np.array(dataset_x), np.array(dataset_y))
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def normal(nd):
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high = nd.describe()['75%'] + 1.5*(nd.describe()['75%']-nd.describe()['25%'])
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low = nd.describe()['25%'] - 1.5*(nd.describe()['75%']-nd.describe()['25%'])
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return nd[(nd<high)&(nd>low)]
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def data_preprocessing(data):
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data.columns = data.columns.map(lambda x: x.strip())
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data.index = data.index.map(lambda x:str(x).strip()[:10])
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data.index = pd.to_datetime(data.index,format='%Y-%m-%d')
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data.sort_index(inplace=True)
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data = data.loc['2021-01':'2023-08']
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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
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data = data.astype(float)
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for col in data.columns:
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data[col] = normal(data[col])
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return data
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# 拼接数据集
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# file_dir = './浙江各地市行业电量数据'
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# excel = os.listdir(file_dir)[0]
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# data = pd.read_excel(os.path.join(file_dir, excel), sheet_name=0, index_col='stat_date')
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# data.drop(columns='地市',inplace=True)
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# data = data_preprocessing(data)
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#
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# df = data[data.columns[0]]
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# df.dropna(inplace = True)
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# dataset_x, dataset_y = create_dataset(df, DAYS_FOR_TRAIN)
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#
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# for level in data.columns[1:]:
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# df = data[level]
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# df.dropna(inplace=True)
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# x, y = create_dataset(df, DAYS_FOR_TRAIN)
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# dataset_x = np.concatenate((dataset_x, x))
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# dataset_y = np.concatenate((dataset_y, y))
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#
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#
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# for excel in os.listdir(file_dir)[1:]:
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#
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# data = pd.read_excel(os.path.join(file_dir,excel), sheet_name=0,index_col='stat_date')
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# data.drop(columns='地市', inplace=True)
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# data = data_preprocessing(data)
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#
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# for level in data.columns:
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# df = data[level]
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# df.dropna(inplace=True)
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# x,y = create_dataset(df,DAYS_FOR_TRAIN)
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# dataset_x = np.concatenate((dataset_x,x))
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# dataset_y = np.concatenate((dataset_y,y))
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#
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#
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# df_x_10 = pd.DataFrame(dataset_x)
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# df_y_10 = pd.DataFrame(dataset_y)
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# df_x_10.to_csv('df_x_10.csv',index=False)
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# df_y_10.to_csv('df_y_10.csv',index=False)
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dataset_x = pd.read_csv('df_x_10.csv').values
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dataset_y = pd.read_csv('df_y_10.csv').values
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print(dataset_x.shape,dataset_y.shape)
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# # 训练
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device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
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# 标准化到0~1
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max_value = np.max(dataset_x)
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min_value = np.min(dataset_x)
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dataset_x = (dataset_x - min_value) / (max_value - min_value)
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dataset_y = (dataset_y - min_value) / (max_value - min_value)
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print('max_value:',max_value,'min_value:',min_value)
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# 划分训练集和测试集
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train_size = int(len(dataset_x)*0.7)
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train_x = dataset_x[:train_size]
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train_y = dataset_y[:train_size]
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# # 将数据改变形状，RNN 读入的数据维度是 (seq_size, batch_size, feature_size)
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train_x = train_x.reshape(-1, 1, DAYS_FOR_TRAIN)
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train_y = train_y.reshape(-1, 1, 3)
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# # 转为pytorch的tensor对象
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train_x = torch.from_numpy(train_x).to(device).type(torch.float32)
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train_y = torch.from_numpy(train_y).to(device).type(torch.float32)
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model = LSTM_Regression(DAYS_FOR_TRAIN, 32, output_size=3, 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
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train_loss = []
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loss_function = nn.MSELoss()
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optimizer = torch.optim.Adam(model.parameters(), lr=0.005, betas=(0.9, 0.999), eps=1e-08, weight_decay=0)
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min_loss = 1
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# for i in range(500):
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# train_x,train_y = train_x.to(device),train_y.to(device)
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# out = model(train_x)
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# loss = loss_function(out, train_y)
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# loss.backward()
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# optimizer.step()
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# optimizer.zero_grad()
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# train_loss.append(loss.item())
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#
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# if loss <= min_loss:
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# min_loss = loss
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# best_para = model.state_dict()
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# if i % 100 == 0:
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# print(f'epoch {i+1}: loss:{loss}')
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# # 保存/读取模型
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# torch.save(best_para,'hy3.pth')
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model = LSTM_Regression(DAYS_FOR_TRAIN, 32, output_size=3, num_layers=2).to(device)
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model.load_state_dict(torch.load('hy3.pth',map_location=torch.device('cpu')))
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# 测试
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model = model.eval()
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# dataset_x = dataset_x.reshape(-1, 1, DAYS_FOR_TRAIN) # (seq_size, batch_size, feature_size)
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# dataset_x = torch.from_numpy(dataset_x).to(device).type(torch.float32)
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#
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# pred_test = model(dataset_x) # 全量训练集
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# pred_test = pred_test.view(-1)
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# pred_test = np.concatenate((np.zeros(DAYS_FOR_TRAIN), pred_test.cpu().detach().numpy()))
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#
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# plt.plot(pred_test.reshape(-1), 'r', label='prediction')
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# plt.plot(dataset_y.reshape(-1), 'b', label='real')
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# plt.plot((train_size*3, train_size*3), (0, 1), 'g--')
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# plt.legend(loc='best')
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# plt.show()
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# model.load_state_dict(torch.load('hy3.pth',map_location=torch.device('cpu')))
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# max_value = 354024930.8
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# min_value = 0.0
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# 测试
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# file_dir = './浙江各地市行业电量数据'
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df = pd.read_excel(r'C:\Users\鸽子\Desktop\浙江电量20231129.xlsx',sheet_name=2)
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for city in df['city_name'].drop_duplicates():
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df_city = df[df['city_name']==city].sort_values(by='stat_date').set_index('stat_date')
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# df_city.index = df_city.index.map(lambda x:str(x).strip()[:10])
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# df_city.index = pd.to_datetime(df_city.index)
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# df_city = df_city.loc['2023-9'][:-3]
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result_dict = {}
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for industry in df_city.columns[1:]:
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df_city[industry] = df_city[industry].astype('float')
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x, y = create_dataset(df_city[industry], 10)
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x = (x - min_value) / (max_value - min_value)
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x = x.reshape(-1, 1, 10)
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x = torch.from_numpy(x).type(torch.float32).to(device)
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pred = model(x).view(-1)
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pred = pred * (max_value - min_value) + min_value
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result = pred.cpu().detach().numpy()[-3:]
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result_dict[industry] = list(result)
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df1 = pd.DataFrame(result_dict,index=['2023-11-28','2023-11-29','2023-11-30'])
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df1['city_name'] = city
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df1 = df1[df_city.columns]
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df1 = pd.concat((df_city.iloc[:27], df1))
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print(df_city)
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print(df1)
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with pd.ExcelWriter(r'C:\Users\鸽子\Desktop\行业电量预测v1129.xlsx',mode='a',engine='openpyxl',if_sheet_exists='replace') as writer:
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df1.to_excel(writer,sheet_name=f'{city[4:6]}')
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print(time.time()-t1)
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print(result_dict)
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