初識LSTM 預測飛機票價
網上看到了一段預測飛機票價的代碼
# LSTM for international airline passengers problem with regression framing
import numpy
import matplotlib.pyplot as plt
from pandas import read_csv
import math
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error
# convert an array of values into a dataset matrix
def create_dataset(dataset, look_back=1):
dataX, dataY = [], []
for i in range(len(dataset)-look_back-1):
a = dataset[i:(i+look_back), 0]
dataX.append(a)
dataY.append(dataset[i + look_back, 0])
return numpy.array(dataX), numpy.array(dataY)
# fix random seed for reproducibility
numpy.random.seed(7)
# load the dataset
dataframe = read_csv('airline-passengers.csv', usecols=[1], engine='python')
dataset = dataframe.values
dataset = dataset.astype('float32')
# normalize the dataset
scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)
# split into train and test sets
train_size = int(len(dataset) * 0.67)
test_size = len(dataset) - train_size
train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:]
# reshape into X=t and Y=t+1
look_back = 1
trainX, trainY = create_dataset(train, look_back)
testX, testY = create_dataset(test, look_back)
# reshape input to be [samples, time steps, features]
trainX = numpy.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
testX = numpy.reshape(testX, (testX.shape[0], 1, testX.shape[1]))
# create and fit the LSTM network
model = Sequential()
model.add(LSTM(4, input_shape=(1, look_back)))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)
# make predictions
trainPredict = model.predict(trainX)
testPredict = model.predict(testX)
# invert predictions
trainPredict = scaler.inverse_transform(trainPredict)
trainY = scaler.inverse_transform([trainY])
testPredict = scaler.inverse_transform(testPredict)
testY = scaler.inverse_transform([testY])
# calculate root mean squared error
trainScore = math.sqrt(mean_squared_error(trainY[0], trainPredict[:,0]))
print('Train Score: %.2f RMSE' % (trainScore))
testScore = math.sqrt(mean_squared_error(testY[0], testPredict[:,0]))
print('Test Score: %.2f RMSE' % (testScore))
# shift train predictions for plotting
trainPredictPlot = numpy.empty_like(dataset)
trainPredictPlot[:, :] = numpy.nan
trainPredictPlot[look_back:len(trainPredict)+look_back, :] = trainPredict
# shift test predictions for plotting
testPredictPlot = numpy.empty_like(dataset)
testPredictPlot[:, :] = numpy.nan
testPredictPlot[len(trainPredict)+(look_back*2)+1:len(dataset)-1, :] = testPredict
# plot baseline and predictions
plt.plot(scaler.inverse_transform(dataset))
plt.plot(trainPredictPlot)
plt.plot(testPredictPlot)
plt.show()
將一下數據保存文件名爲airline-passengers.csv，就創建一個txt文件，然後把後綴名改成csv
"Month","Passengers"
"1949-01",112
"1949-02",118
"1949-03",132
"1949-04",129
"1949-05",121
"1949-06",135
"1949-07",148
"1949-08",148
"1949-09",136
"1949-10",119
"1949-11",104
"1949-12",118
"1950-01",115
"1950-02",126
"1950-03",141
"1950-04",135
"1950-05",125
"1950-06",149
"1950-07",170
"1950-08",170
"1950-09",158
"1950-10",133
"1950-11",114
"1950-12",140
"1951-01",145
"1951-02",150
"1951-03",178
"1951-04",163
"1951-05",172
"1951-06",178
"1951-07",199
"1951-08",199
"1951-09",184
"1951-10",162
"1951-11",146
"1951-12",166
"1952-01",171
"1952-02",180
"1952-03",193
"1952-04",181
"1952-05",183
"1952-06",218
"1952-07",230
"1952-08",242
"1952-09",209
"1952-10",191
"1952-11",172
"1952-12",194
"1953-01",196
"1953-02",196
"1953-03",236
"1953-04",235
"1953-05",229
"1953-06",243
"1953-07",264
"1953-08",272
"1953-09",237
"1953-10",211
"1953-11",180
"1953-12",201
"1954-01",204
"1954-02",188
"1954-03",235
"1954-04",227
"1954-05",234
"1954-06",264
"1954-07",302
"1954-08",293
"1954-09",259
"1954-10",229
"1954-11",203
"1954-12",229
"1955-01",242
"1955-02",233
"1955-03",267
"1955-04",269
"1955-05",270
"1955-06",315
"1955-07",364
"1955-08",347
"1955-09",312
"1955-10",274
"1955-11",237
"1955-12",278
"1956-01",284
"1956-02",277
"1956-03",317
"1956-04",313
"1956-05",318
"1956-06",374
"1956-07",413
"1956-08",405
"1956-09",355
"1956-10",306
"1956-11",271
"1956-12",306
"1957-01",315
"1957-02",301
"1957-03",356
"1957-04",348
"1957-05",355
"1957-06",422
"1957-07",465
"1957-08",467
"1957-09",404
"1957-10",347
"1957-11",305
"1957-12",336
"1958-01",340
"1958-02",318
"1958-03",362
"1958-04",348
"1958-05",363
"1958-06",435
"1958-07",491
"1958-08",505
"1958-09",404
"1958-10",359
"1958-11",310
"1958-12",337
"1959-01",360
"1959-02",342
"1959-03",406
"1959-04",396
"1959-05",420
"1959-06",472
"1959-07",548
"1959-08",559
"1959-09",463
"1959-10",407
"1959-11",362
"1959-12",405
"1960-01",417
"1960-02",391
"1960-03",419
"1960-04",461
"1960-05",472
"1960-06",535
"1960-07",622
"1960-08",606
"1960-09",508
"1960-10",461
"1960-11",390
"1960-12",432
