计算实时预测的概率

时间:2020-07-15 10:41:18

标签: python pandas tensorflow machine-learning keras

我这是预测Keras模型:

import numpy as np
import matplotlib.pyplot as plt
import pandas
import math
import datetime as dt
from datetime import datetime
from getDataFromPoloniex import get_data_from_poloniex
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()
import os
os.environ['TF_CPP_MIN_LOG_LEVEL'] = '2'

np.random.seed(7)

data2 = pandas.read_csv('data/BTC_ETH.csv')[::-1]
data2.columns = ['date','high','low','open','close','volume','quoteVolume','weightedAverage']

def create_dataset(dataset, look_back=1):
    dataX, dataY = [], []
    for i in range(len(dataset)-look_back-1):
        a = dataset[i:(i+look_back), 0]
        dataX.append(a)
        dataY.append(dataset[i + look_back, 0])
    return np.array(dataX), np.array(dataY)

dataset = pandas.DataFrame(data2.close.ewm(span=14).mean())

scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)

train_size = int(len(dataset))
test_size = len(dataset) - train_size
train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:]

look_back = 3

trainX, trainY = create_dataset(train, look_back)

trainX = np.reshape(trainX, (trainX.shape[0], trainX.shape[1], 1))

model = Sequential()
model.add(LSTM(4, input_shape=(look_back, 1)))
model.add(LSTM(4, input_shape=(1, look_back)))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)

trainPredict = model.predict(trainX)

trainPredict = scaler.inverse_transform(trainPredict)
trainY = scaler.inverse_transform([trainY])

trainScore = math.sqrt(mean_squared_error(trainY[0], trainPredict[:,0]))
print('Train Score: %.2f RMSE' % (trainScore))

plt.plot([dt.datetime.fromtimestamp(x) for x in data2.date], np.flip(trainPredict,0))
plt.show()

我有几个问题:

  1. 这是正确的实时预测模型吗?将 trainX 赋予功能 predict 以预测未来数据是否正确?如果不是,请您告诉我预测函数正确的是什么吗?
  2. 如何设置要预测的确切步数?
  3. 如何检查预测的准确性,以查看准确性开始急剧下降的步骤?
  4. 如何计算预测值的概率?

0 个答案:

没有答案