Advertisement
Guest User

Untitled

a guest
Dec 6th, 2019
91
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
Python 1.10 KB | None | 0 0
  1. import pandas as pd
  2. import tensorflow as tf
  3. #import numpy as np
  4. from tensorflow import keras
  5. from tensorflow.keras import layers
  6. from sklearn.model_selection import train_test_split
  7. from sklearn.preprocessing import StandardScaler
  8.  
  9.  
  10. df = pd.read_csv('aat.us.txt', names=["Data","Open","High","Low","Close","Volume"], usecols=[0,1,2,3,4,5] , parse_dates=True, index_col=0)
  11.  
  12.  
  13. t_train, val_train, t_target, val_target = train_test_split(df, df['Close'] , test_size=0.2)
  14.  
  15.  
  16.  
  17. #normalização
  18. std = StandardScaler()
  19.  
  20. t_train = std.fit_transform(t_train)
  21. t_target = std.fit_transform(t_target)
  22. val_train = std.fit_transform(val_train)
  23. val_target = std.fit_transform(val_target)
  24.  
  25. #train model
  26.  
  27. def build_model():
  28.   model = keras.Sequential([
  29.    layers.Dense(64, activation='relu', input_shape=[len(t_train.keys())]),
  30.    layers.Dense(64, activation='relu'),
  31.    layers.Dense(1)
  32.   ])
  33.  
  34.   optimizer = tf.keras.optimizers.RMSprop(0.001)
  35.  
  36.   model.compile(loss='mse',
  37.                 optimizer=optimizer,
  38.                 metrics=['mae', 'mse'])
  39.   return model
  40.  
  41.  
  42. model = build_model()
  43.  
  44. model.summary()
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement