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- def load_data_old(df_, seq_len):
- data_raw = df_.values
- data = []
- for index in range(len(data_raw) - seq_len):
- data.append(data_raw[index: index + seq_len])
- data = np.array(data);
- valid_set_size = int(np.round(valid_set_size_percentage/100*data.shape[0]));
- test_set_size = int(np.round(test_set_size_percentage/100*data.shape[0]));
- train_set_size = data.shape[0] - (valid_set_size + test_set_size);
- x_train = data[:train_set_size,:-1,:-1]
- y_train = data[:train_set_size,-1,-1:]
- x_valid = data[train_set_size:train_set_size+valid_set_size,:-1,:-1]
- y_valid = data[train_set_size:train_set_size+valid_set_size,-1,-1:]
- x_test = data[train_set_size+valid_set_size:,:-1,:-1]
- y_test = data[train_set_size+valid_set_size:,-1,-1:]
- return[x_train, y_train, x_valid, y_valid, x_test, y_test]
- x_train, y_train, x_valid, y_valid, x_test, y_test = load_data(df,seq_len)
- X = tf.placeholder(tf.float32, [None, n_steps, n_inputs],name="input")
- y = tf.placeholder(tf.float32, [None, n_outputs],name="output")
- n_inputs = x_train.shape[2]
- n_outputs = y_train.shape[1]
- layers = [tf.contrib.rnn.LSTMCell(num_units=n_neurons,activation=tf.nn.leaky_relu, use_peepholes = True,name="layer"+str(layer))
- for layer in range(n_layers)]
- multi_layer_cell = tf.contrib.rnn.MultiRNNCell(layers)
- rnn_outputs, states = tf.nn.dynamic_rnn(multi_layer_cell, X, dtype=tf.float32)
- stacked_rnn_outputs = tf.reshape(rnn_outputs, [-1, n_neurons])
- stacked_outputs = tf.layers.dense(stacked_rnn_outputs, n_outputs)
- outputs = tf.reshape(stacked_outputs, [-1, n_steps, n_outputs])
- outputs = tf.identity(outputs[:,n_steps-1,:], name="prediction")
- loss = tf.reduce_mean(tf.square(outputs - y)) # loss function = mean squared error
- optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)
- training_op = optimizer.minimize(loss)
- input1,input2,input3,input4,input5,input6,input7,input8,output
- 1,2,3,4,5,6,7,8,1
- 2,3,4,5,6,7,8,9,0
- 3,4,5,6,7,8,9,10,-1
- 4,5,6,7,8,9,10,11,-1
- 5,6,7,8,9,10,11,12,1
- 6,7,8,9,10,11,12,13,0
- 7,8,9,10,11,12,13,14,1
- [array([[ 1, 2, 3, 4, 5, 6, 7, 8, 1],
- [ 2, 3, 4, 5, 6, 7, 8, 9, 0],
- [ 3, 4, 5, 6, 7, 8, 9, 10, -1]], dtype=int64), array([[ 2, 3, 4, 5, 6, 7, 8, 9, 0],
- [ 3, 4, 5, 6, 7, 8, 9, 10, -1],
- [ 4, 5, 6, 7, 8, 9, 10, 11, -1]], dtype=int64), array([[ 3, 4, 5, 6, 7, 8, 9, 10, -1],
- [ 4, 5, 6, 7, 8, 9, 10, 11, -1],
- [ 5, 6, 7, 8, 9, 10, 11, 12, 1]], dtype=int64), array([[ 4, 5, 6, 7, 8, 9, 10, 11, -1],
- [ 5, 6, 7, 8, 9, 10, 11, 12, 1],
- [ 6, 7, 8, 9, 10, 11, 12, 13, 0]], dtype=int64)]
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