Time series prediction using LSTM
23 ビュー (過去 30 日間)
古いコメントを表示
Dear All;
I am trying to build an LSTM model to prodict the repsone of time series (deterministic) but the result is not good at all .
i try to change the parameters but still i can get good results. could you help how can i imporve the results
The code is below and i attached the data.
data=Y;
figure (2)
plot(data)
xlabel("case")
ylabel("fouling")
title("fouling plot")
numTimeStepsTrain = floor(0.95*numel(data));
dataTrain = data(1:numTimeStepsTrain+1);
dataTest = data(numTimeStepsTrain+1:end);
mu = mean(dataTrain);
sig = std(dataTrain);
dataTrainStandardized = (dataTrain - mu) / sig;
XTrain = dataTrainStandardized(1:end-1);
YTrain = dataTrainStandardized(2:end);
numFeatures = 1;
numResponses = 1;
numHiddenUnits = 100;
layers = [ ...
sequenceInputLayer(numFeatures)
lstmLayer(numHiddenUnits)
fullyConnectedLayer(numResponses)
regressionLayer];
options = trainingOptions('adam', ...
'MaxEpochs',250, ...
'GradientThreshold',1, ...
'InitialLearnRate',0.005, ...
'LearnRateSchedule','piecewise', ...
'LearnRateDropPeriod',125, ...
'LearnRateDropFactor',0.2, ...
'Verbose',false, ...
'Plots','training-progress');
net = trainNetwork(XTrain,YTrain,layers,options);
dataTestStandardized = (dataTest - mu) / sig;
XTest = dataTestStandardized(1:end-1);
net = predictAndUpdateState(net,XTrain);
[net,YPred] = predictAndUpdateState(net,YTrain(end));
numTimeStepsTest = numel(XTest);
for i = 2:numTimeStepsTest
[net,YPred(:,i)] = predictAndUpdateState(net,YPred(:,i-1),'ExecutionEnvironment','cpu');
end
YPred = sig*YPred + mu;
YTest = dataTest(2:end);
rmse = sqrt(mean((YPred-YTest).^2))
figure
plot(dataTrain(1:end-1))
hold on
idx = numTimeStepsTrain:(numTimeStepsTrain+numTimeStepsTest);
plot(idx,[data(numTimeStepsTrain) YPred],'.-')
hold off
xlabel("Time")
ylabel("Fouling Factor")
title("Fouling Prediction")
legend(["Observed" "Forecast"])
figure
subplot(2,1,1)
plot(YTest)
hold on
plot(YPred,'.-')
hold off
legend(["Observed" "Forecast"])
ylabel("Cases")
title("Forecast")
subplot(2,1,2)
stem(YPred - YTest)
xlabel("Time")
ylabel("Error")
title("RMSE = " + rmse)
0 件のコメント
回答 (2 件)
Shashank Gupta
2019 年 12 月 11 日
Hi,
While working on LSTM, we cannot have a final, definite, rule of thumb on how many layers or nodes or hidden neuron/units one must choose, this are all hyperparameter and very often a trail and error approach will give you the considerable better results. The most common framework people use is “K-fold Validation”. Maybe you should consider looking at it.
Every LSTM layer should be accompanied by a Dropout layer. It helps to prevent from overfitting. For choosing the optimizer, adaptive moment estimation or ADAM works well. Also MATLAB provide a way to get the optimal hyperparameter for training models, May be this link give you an idea of how to approach the problem.
Hope this helps.
1 件のコメント
lotus whit
2021 年 10 月 23 日
編集済み: lotus whit
2021 年 10 月 23 日
Hi
can you please to specify the minmum number of data (rows), to get a good reult of prediction ,because i have 33 entry(as time series from 1988:2012), but the result varied when i tried to duplicate the value to get good predictor?
AMMAR ATIF
2022 年 8 月 17 日
Hi,
Reduce the LearnRateDropFactor, you can make it 0.1 and increase the number of epochs to 1000 as long as the training time is only 2 mins, the obtained RMSE error is 9.2668e-06, which is perfect !!
0 件のコメント
参考
カテゴリ
Help Center および File Exchange で Sequence and Numeric Feature Data Workflows についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!