时序预测demo 代码快速实现 MLP效果比LSTM 好，简单模拟数据

【PyTorch修炼】用pytorch写一个经常用来测试时序模型的简单常规套路（LSTM多步迭代预测）

层数的理解：
LSTM（长短期记忆）的层数指的是在神经网络中堆叠的LSTM单元的数量。层数决定了网络能够学习的复杂性和深度。每一层LSTM都能够捕捉和记忆不同时间尺度的依赖关系，因此增加层数可以使网络更好地理解和处理复杂的序列数据。
在这里插入图片描述

LSTM方法：

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt

import torch
import torch.nn as nn

x = torch.linspace(0, 999, 1000)
y = torch.sin(x*2*3.1415926/70)

plt.xlim(-5, 1005)
plt.xlabel('x')
plt.ylabel('sin(x)')
plt.title("sin")
plt.plot(y.numpy(), color='#800080')
plt.show()

x = torch.linspace(0, 999, 1000)
y = torch.sin(x * 2 * 3.1415926 / 100) + 0.3 * torch.sin(x * 2 * 3.1415926 / 25) + 0.8 * np.random.normal(0, 1.5)

plt.plot(y.numpy(), color='#800080')
plt.title("Sine-Like Time Series")
plt.xlabel('Time')
plt.ylabel('Value')
plt.show()

train_y= y[:-70]
test_y = y[-70:]

def create_data_seq(seq, time_window):
    out = []
    l = len(seq)
    for i in range(l-time_window):
        x_tw = seq[i:i+time_window]
        y_label = seq[i+time_window:i+time_window+1]
        out.append((x_tw, y_label))
    return out
time_window = 60
train_data = create_data_seq(train_y, time_window)


class MyLstm(nn.Module):
    def __init__(self, input_size=1, hidden_size=128, out_size=1):
        super(MyLstm, self).__init__()
        self.hidden_size = hidden_size
        self.lstm = nn.LSTM(input_size=input_size, hidden_size=self.hidden_size, num_layers=1, bidirectional=False)
        self.linear = nn.Linear(in_features=self.hidden_size, out_features=out_size, bias=True)
        self.hidden_state = (torch.zeros(1, 1, self.hidden_size), torch.zeros(1, 1, self.hidden_size))

    def forward(self, x):
        out, self.hidden_state = self.lstm(x.view(len(x), 1, -1), self.hidden_state)
        pred = self.linear(out.view(len(x), -1))
        return pred[-1]


time_window = 60
train_data = create_data_seq(train_y, time_window)

learning_rate = 0.00001
epoch = 13
multi_step = 70

model=MyLstm()
mse_loss = nn.MSELoss()
optimizer=torch.optim.Adam(model.parameters(),lr=learning_rate,betas=(0.5,0.999))

for i in range(epoch):
    for x_seq, y_label in train_data:
        x_seq = x_seq 
        y_label = y_label 
        model.hidden_state = (torch.zeros(1, 1, model.hidden_size) ,
                              torch.zeros(1, 1, model.hidden_size) )
        pred = model(x_seq)
        loss = mse_loss(y_label, pred)
        optimizer.zero_grad()
        loss.backward()
        optimizer.step()
    print(f"Epoch {i} Loss: {loss.item()}")
    preds = []
    labels = []
    preds = train_y[-time_window:].tolist()
    for j in range(multi_step):
        test_seq = torch.FloatTensor(preds[-time_window:]) 
        with torch.no_grad():
            model.hidden_state = (torch.zeros(1, 1, model.hidden_size) ,
                                  torch.zeros(1, 1, model.hidden_size) )
            preds.append(model(test_seq).item())
    loss = mse_loss(torch.tensor(preds[-multi_step:]), torch.tensor(test_y))
    print(f"Performance on test range: {loss}")

    plt.figure(figsize=(12, 4))
    plt.xlim(700, 999)
    plt.grid(True)
    plt.plot(y.numpy(), color='#8000ff')
    plt.plot(range(999 - multi_step, 999), preds[-multi_step:], color='#ff8000')
    plt.show()


class SimpleMLP(nn.Module):
    def __init__(self, input_size=60, hidden_size=128, output_size=1):
        super(SimpleMLP, self).__init__()
        self.fc1 = nn.Linear(input_size, hidden_size)
        self.relu = nn.ReLU()
        self.fc2 = nn.Linear(hidden_size, output_size)

    def forward(self, x):
        x = self.fc1(x)
        x = self.relu(x)
        x = self.fc2(x)
        return x


mlp_model = SimpleMLP()
mse_loss = nn.MSELoss()
optimizer = torch.optim.Adam(mlp_model.parameters(), lr=0.0001)
for i in range(epoch):
    for x_seq, y_label in train_data:
        x_seq = x_seq
        y_label = y_label
        pred = mlp_model(x_seq)
        loss = mse_loss(y_label, pred)
        optimizer.zero_grad()
        loss.backward()
        optimizer.step()
    print(f"Epoch {i} Loss: {loss.item()}")
    preds = []
    labels = []
    preds = train_y[-time_window:].tolist()
    for j in range(multi_step):
        test_seq = torch.FloatTensor(preds[-time_window:])
        with torch.no_grad():
            preds.append(mlp_model(test_seq).item())
    loss = mse_loss(torch.tensor(preds[-multi_step:]), torch.tensor(test_y))
    print(f"Performance on test range: {loss}")

    plt.figure(figsize=(12, 4))
    plt.xlim(700, 999)
    plt.grid(True)
    plt.plot(y.numpy(), color='#8000ff')
    plt.plot(range(999 - multi_step, 999), preds[-multi_step:], color='#ff8000')
    plt.show()