这是我的第一篇文章。
我必须实现一个结合ARIMA和BP的模型，以根据先前的数据预测CPU使用率并减少错误。实施ARIMA模型后，我的MSE为1.6。我想将其降低到0.8以下。另外，我不确定如何组合这两个模型。
任何帮助将不胜感激。对我来说真的很重要。
我的数据带有时间戳。我不确定如何将其引入BP模型。我无法附加数据，因为无法选择附加CSV文件。再次，请帮助。
ARIMA模型-
import warnings
from pandas import read_csv
from pandas import datetime
from statsmodels.tsa.arima_model import ARIMA
from sklearn.metrics import mean_squared_error
# evaluate an ARIMA model for a given order (p,d,q)
def evaluate_arima_model(X, arima_order):
# prepare training dataset
train_size = int(len(X) * 0.66)
train, test = X[0:train_size], X[train_size:]
history = [x for x in train]
# make predictions
predictions = list()
for t in range(len(test)):
model = ARIMA(history, order=arima_order)
model_fit = model.fit(disp=0)
yhat = model_fit.forecast()[0]
predictions.append(yhat)
history.append(test[t])
# calculate out of sample error
error = mean_squared_error(test, predictions)
return error
# evaluate combinations of p, d and q values for an ARIMA model
def evaluate_models(dataset, p_values, d_values, q_values):
dataset = dataset.astype('float32')
best_score, best_cfg = float("inf"), None
for p in p_values:
for d in d_values:
for q in q_values:
order = (p,d,q)
try:
mse = evaluate_arima_model(dataset, order)
if mse < best_score:
best_score, best_cfg = mse, order
print('ARIMA%s MSE=%.3f' % (order,mse))
except:
continue
print('Best ARIMA%s MSE=%.3f' % (best_cfg, best_score))
# load dataset
def parser(x):
return datetime.strptime(x, '%d-%m-%Y %H:%M')
series = read_csv('/home/techmadmin/Desktop/Data.csv', header=0, parse_dates=[0], index_col=0, squeeze=True, date_parser=parser)
# evaluate parameters
p_values = range(0,10)
d_values = range(0,3)
q_values = range(0,3)
warnings.filterwarnings("ignore")
evaluate_models(series.values, p_values, d_values, q_values)
我无法输入时间戳数据的BP模型：
# Backprop on the Seeds Dataset
from random import seed
from random import randrange
from random import random
from csv import reader
from math import exp
# Load a CSV file
def load_csv(filename):
dataset = list()
with open(filename, 'r') as file:
csv_reader = reader(file)
for row in csv_reader:
if not row:
continue
dataset.append(row)
return dataset
# Convert string column to float
def str_column_to_float(dataset, column):
for row in dataset:
row[column] = float(row[column].strip())
# Convert string column to integer
def str_column_to_int(dataset, column):
class_values = [row[column] for row in dataset]
unique = set(class_values)
lookup = dict()
for i, value in enumerate(unique):
lookup[value] = i
for row in dataset:
row[column] = lookup[row[column]]
return lookup
# Find the min and max values for each column
def dataset_minmax(dataset):
minmax = list()
stats = [[min(column), max(column)] for column in zip(*dataset)]
return stats
# Rescale dataset columns to the range 0-1
def normalize_dataset(dataset, minmax):
for row in dataset:
for i in range(len(row)-1):
row[i] = (row[i] - minmax[i][0]) / (minmax[i][1] - minmax[i][0])
# Split a dataset into k folds
def cross_validation_split(dataset, n_folds):
dataset_split = list()
dataset_copy = list(dataset)
fold_size = int(len(dataset) / n_folds)
for i in range(n_folds):
fold = list()
while len(fold) < fold_size:
index = randrange(len(dataset_copy))
fold.append(dataset_copy.pop(index))
dataset_split.append(fold)
return dataset_split
# Calculate accuracy percentage
def accuracy_metric(actual, predicted):
correct = 0
for i in range(len(actual)):
if actual[i] == predicted[i]:
correct += 1
return correct / float(len(actual)) * 100.0
# Evaluate an algorithm using a cross validation split
def evaluate_algorithm(dataset, algorithm, n_folds, *args):
folds = cross_validation_split(dataset, n_folds)
scores = list()
for fold in folds:
train_set = list(folds)
train_set.remove(fold)
train_set = sum(train_set, [])
test_set = list()
for row in fold:
row_copy = list(row)
test_set.append(row_copy)
row_copy[-1] = None
predicted = algorithm(train_set, test_set, *args)
actual = [row[-1] for row in fold]
accuracy = accuracy_metric(actual, predicted)
scores.append(accuracy)
return scores
# Calculate neuron activation for an input
def activate(weights, inputs):
activation = weights[-1]
for i in range(len(weights)-1):
activation += weights[i] * inputs[i]
return activation
# Transfer neuron activation
def transfer(activation):
return 1.0 / (1.0 + exp(-activation))
# Forward propagate input to a network output
def forward_propagate(network, row):
inputs = row
for layer in network:
new_inputs = []
for neuron in layer:
activation = activate(neuron['weights'], inputs)
neuron['output'] = transfer(activation)
new_inputs.append(neuron['output'])
inputs = new_inputs
return inputs
# Calculate the derivative of an neuron output
def transfer_derivative(output):
return output * (1.0 - output)
# Backpropagate error and store in neurons
def backward_propagate_error(network, expected):
for i in reversed(range(len(network))):
layer = network[i]
errors = list()
if i != len(network)-1:
for j in range(len(layer)):
error = 0.0
for neuron in network[i + 1]:
error += (neuron['weights'][j] * neuron['delta'])
errors.append(error)
else:
for j in range(len(layer)):
neuron = layer[j]
errors.append(expected[j] - neuron['output'])
for j in range(len(layer)):
neuron = layer[j]
neuron['delta'] = errors[j] * transfer_derivative(neuron['output'])
# Update network weights with error
def update_weights(network, row, l_rate):
for i in range(len(network)):
inputs = row[:-1]
if i != 0:
inputs = [neuron['output'] for neuron in network[i - 1]]
for neuron in network[i]:
for j in range(len(inputs)):
neuron['weights'][j] += l_rate * neuron['delta'] * inputs[j]
neuron['weights'][-1] += l_rate * neuron['delta']
# Train a network for a fixed number of epochs
def train_network(network, train, l_rate, n_epoch, n_outputs):
for epoch in range(n_epoch):
for row in train:
outputs = forward_propagate(network, row)
expected = [0 for i in range(n_outputs)]
expected[row[-1]] = 1
backward_propagate_error(network, expected)
update_weights(network, row, l_rate)
# Initialize a network
def initialize_network(n_inputs, n_hidden, n_outputs):
network = list()
hidden_layer = [{'weights':[random() for i in range(n_inputs + 1)]} for i in range(n_hidden)]
network.append(hidden_layer)
output_layer = [{'weights':[random() for i in range(n_hidden + 1)]} for i in range(n_outputs)]
network.append(output_layer)
return network
# Make a prediction with a network
def predict(network, row):
outputs = forward_propagate(network, row)
return outputs.index(max(outputs))
# Backpropagation Algorithm With Stochastic Gradient Descent
def back_propagation(train, test, l_rate, n_epoch, n_hidden):
n_inputs = len(train[0]) - 1
n_outputs = len(set([row[-1] for row in train]))
network = initialize_network(n_inputs, n_hidden, n_outputs)
train_network(network, train, l_rate, n_epoch, n_outputs)
predictions = list()
for row in test:
prediction = predict(network, row)
predictions.append(prediction)
return(predictions)
# Test Backprop on Seeds dataset
seed(1)
# load and prepare data
filename = '/home/techmadmin/Desktop/Data.csv'
dataset = load_csv(filename)
for i in range(len(dataset[0])-1):
str_column_to_float(dataset, i)
# convert class column to integers
str_column_to_int(dataset, len(dataset[0])-1)
# normalize input variables
minmax = dataset_minmax(dataset)
normalize_dataset(dataset, minmax)
# evaluate algorithm
n_folds = 5
l_rate = 0.3
n_epoch = 500
n_hidden = 5
scores = evaluate_algorithm(dataset, back_propagation, n_folds, l_rate, n_epoch, n_hidden)
print('Scores: %s' % scores)
print('Mean Accuracy: %.3f%%' % (sum(scores)/float(len(scores))))