資源簡介
使用keras,tensorflow來.搭建LSTM實現對一組數據進行預測的的Demo
代碼片段和文件信息
from?keras.layers.core?import?Dense?Activation?Dropout
from?keras.layers.recurrent?import?LSTM
from?keras.models?import?Sequential
import?lstm?time?#helper?libraries
#Step?1?Load?Data
X_train?y_train?X_test?y_test?=?lstm.load_data(‘sp500.csv‘?50?True)
#Step?2?Build?Model
model?=?Sequential()
model.add(LSTM(
????input_dim=1
????output_dim=50
????return_sequences=True))
model.add(Dropout(0.2))
model.add(LSTM(
????100
????return_sequences=False))
model.add(Dropout(0.2))
model.add(Dense(
????output_dim=1))
model.add(Activation(‘linear‘))
start?=?time.time()
model.compile(loss=‘mse‘?optimizer=‘rmsprop‘)
#Step?3?Train?the?model
model.fit(
????X_train
????y_train
????batch_size=512
????nb_epoch=1
????validation_split=0.05)
#Step?4?-?Plot?the?predictions!
predictions?=?lstm.predict_sequences_multiple(model?X_test?50?50)
lstm.plot_results_multiple(predictions?y_test?50)
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2017-11-10?20:34??Predict-Demo\
?????文件????????6148??2017-11-10?20:24??Predict-Demo\.DS_Store
?????目錄???????????0??2017-11-10?20:32??Predict-Demo\.idea\
?????文件?????????398??2017-11-10?17:17??Predict-Demo\.idea\How-to-Predict-Stock-Prices-Easily-Demo-master.iml
?????目錄???????????0??2017-11-10?17:17??Predict-Demo\.idea\inspectionProfiles\
?????文件?????????211??2017-11-10?17:15??Predict-Demo\.idea\misc.xm
?????文件?????????344??2017-11-10?17:15??Predict-Demo\.idea\modules.xm
?????文件???????18005??2017-11-10?20:32??Predict-Demo\.idea\workspace.xm
?????目錄???????????0??2017-11-10?20:23??Predict-Demo\.ipynb_checkpoints\
?????文件???????62537??2017-11-10?20:23??Predict-Demo\.ipynb_checkpoints\stockdemo-checkpoint.ipynb
?????文件?????????187??2017-11-10?20:23??Predict-Demo\.ipynb_checkpoints\Unti
?????文件??????????72??2017-11-10?17:18??Predict-Demo\.ipynb_checkpoints\Unti
?????目錄???????????0??2017-11-10?18:37??Predict-Demo\__pycache__\
?????文件????????3633??2017-11-10?18:37??Predict-Demo\__pycache__\lstm.cpython-36.pyc
?????文件?????????902??2017-11-10?18:38??Predict-Demo\domain.py
?????文件??????125334??2017-11-10?20:24??Predict-Demo\Figure_1.png
?????文件????????3642??2017-11-10?18:37??Predict-Demo\lstm.py
?????文件?????????117??2017-11-10?20:25??Predict-Demo\README.md
?????文件???????48119??2017-03-01?18:39??Predict-Demo\sp500.csv
?????文件???????62673??2017-03-01?18:39??Predict-Demo\stockdemo.ipynb
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