我正在尝试使用PyBrain进行时间序列预测,采用了这个解决方案。其他方法会产生较大的偏差。问题在于,尽管我尝试了调整学习率、动量、最大训练轮数、继续训练轮数、神经元数量(1-500)以及激活函数,结果始终是平坦的。可能的解决方案是什么?
蓝色:原始数据。绿色:网络预测。
INPUTS = 60HIDDEN = 60OUTPUTS = 1def build_network(): net = buildNetwork(INPUTS, HIDDEN, OUTPUTS, hiddenclass=LSTMLayer, outclass=LinearLayer, recurrent=True, bias=True, outputbias=False) net.sortModules() return netdef prepare_datasets(data, training_data_ratio): training_data, validation_data = split_list(data, training_data_ratio) training_set = SequentialDataSet(INPUTS, OUTPUTS) for i in range(len(training_data) - INPUTS - 1): training_set.newSequence() tr_inputs = training_data[i:i + INPUTS] tr_output = training_data[i + INPUTS] training_set.addSample(tr_inputs, tr_output) validation_set = [] for i in range(len(validation_data) - INPUTS - 1): validation_set.append(validation_data[i:i + INPUTS]) return training_set, validation_setdef train_network(net, data, max_iterations): net.randomize() learning_rate = 0.1 trainer = BackpropTrainer(net, data, verbose=True, momentum=0.8, learningrate=learning_rate) errors = trainer.trainUntilConvergence(maxEpochs=max_iterations, continueEpochs=10) return errorsdef try_network(net, data): outputs = [] for item in data: output = net.activate(item)[0] outputs.append(output) return outputs
回答:
数据标准化:
data = data / max(data)