Time-series-prediction
所属分类:人工智能/神经网络/深度学习
开发工具:Python
文件大小:22KB
下载次数:6
上传日期:2020-03-26 21:35:14
上 传 者:
sh-1993
说明: 用于时间序列预测的基本RNN、LSTM、GRU和注意力
(Basic RNN, LSTM, GRU, and Attention for time-series prediction)
文件列表:
basic_attention.py (8115, 2020-03-27)
basic_rnn_lstm_gru.py (4157, 2020-03-27)
data (0, 2020-03-27)
data\google.csv (36251, 2020-03-27)
data_loader.py (1607, 2020-03-27)
main_time_series_prediction.py (3237, 2020-03-27)
utils.py (2771, 2020-03-27)
# Codebase for "Time-series prediction" with RNN, GRU, LSTM and Attention
Authors: Jinsung Yoon
Contact: jsyoon0823@gmail.com
This directory contains implementations of basic time-series prediction
using RNN, GRU, LSTM or Attention methods.
To run the pipeline, simply run python3 -m main_time_series_prediction.py.
## Stages of time-series prediction framework:
- Load dataset (Google stocks data)
- Train model:
(1) RNN based: Simple RNN, GRU, LSTM
(2) Attention based
- Evaluate the performance: MAE or MSE metrics
### Command inputs:
- train_rate: training data ratio
- seq_len: sequence length
- task: classification or regression
- model_type: rnn, lstm, gru, or attention
- h_dim: hidden state dimensions
- n_layer: number of layers
- batch_size: the number of samples in each mini-batch
- epoch: the number of iterations
- learning_rate: learning rates
- metric_name: mse or mae
### Example command
```shell
$ python3 main_time_series_prediction.py
--train_rate 0.8 --seq_len 7 --task regression --model_type lstm
--h_dim 10 --n_layer 3 --batch_size 32 --epoch 100 --learning_rate 0.01
--metric_name mae
```
### Outputs
- MAE or MSE performance of trained model
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