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1023 lines
619 KiB
1023 lines
619 KiB
3 years ago
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{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {
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"id": "fv9OoQsMFk5A"
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},
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"source": [
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"# Time series prediction using Support Vector Regressor"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"In this notebook, we demonstrate how to:\n",
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"\n",
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"- prepare 2D time series data for training an SVM regressor model\n",
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"- implement SVR using RBF kernel\n",
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"- evaluate the model using plots and MAPE"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Importing modules"
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]
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},
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{
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"cell_type": "code",
|
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"import sys\n",
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"sys.path.append('../../')"
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]
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},
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{
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"cell_type": "code",
|
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|
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"execution_count": 2,
|
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"metadata": {
|
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"id": "M687KNlQFp0-"
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},
|
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"outputs": [],
|
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"source": [
|
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"import os\n",
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"import warnings\n",
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|
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"import matplotlib.pyplot as plt\n",
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"import numpy as np\n",
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"import pandas as pd\n",
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"import datetime as dt\n",
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"import math\n",
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"\n",
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"from sklearn.svm import SVR\n",
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|
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"from sklearn.preprocessing import MinMaxScaler\n",
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|
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"from common.utils import load_data, mape"
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]
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},
|
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{
|
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"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
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"id": "Cj-kfVdMGjWP"
|
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},
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"source": [
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"## Preparing data"
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]
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},
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{
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"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
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"id": "8fywSjC6GsRz"
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},
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"source": [
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"### Load data"
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]
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},
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{
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"cell_type": "code",
|
||
|
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"execution_count": 3,
|
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|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 363
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|
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},
|
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|
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"id": "aBDkEB11Fumg",
|
||
|
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"outputId": "99cf7987-0509-4b73-8cc2-75d7da0d2740"
|
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|
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},
|
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|
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"outputs": [
|
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{
|
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"data": {
|
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"text/html": [
|
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|
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"<div>\n",
|
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|
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"<style scoped>\n",
|
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|
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" .dataframe tbody tr th:only-of-type {\n",
|
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|
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" vertical-align: middle;\n",
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" }\n",
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"\n",
|
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" .dataframe tbody tr th {\n",
|
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|
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" vertical-align: top;\n",
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" }\n",
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"\n",
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" .dataframe thead th {\n",
|
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|
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" text-align: right;\n",
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" }\n",
|
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"</style>\n",
|
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|
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"<table border=\"1\" class=\"dataframe\">\n",
|
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|
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" <thead>\n",
|
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|
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" <tr style=\"text-align: right;\">\n",
|
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|
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" <th></th>\n",
|
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|
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" <th>load</th>\n",
|
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|
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" </tr>\n",
|
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|
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" </thead>\n",
|
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|
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" <tbody>\n",
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" <tr>\n",
|
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" <th>2012-01-01 00:00:00</th>\n",
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" <td>2698.0</td>\n",
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" </tr>\n",
|
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|
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" <tr>\n",
|
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|
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" <th>2012-01-01 01:00:00</th>\n",
|
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|
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" <td>2558.0</td>\n",
|
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|
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" </tr>\n",
|
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|
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" <tr>\n",
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" <th>2012-01-01 02:00:00</th>\n",
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" <td>2444.0</td>\n",
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|
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" </tr>\n",
|
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|
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" <tr>\n",
|
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|
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" <th>2012-01-01 03:00:00</th>\n",
|
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|
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" <td>2402.0</td>\n",
|
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|
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" </tr>\n",
|
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|
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" <tr>\n",
|
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|
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" <th>2012-01-01 04:00:00</th>\n",
|
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|
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" <td>2403.0</td>\n",
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|
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" </tr>\n",
|
||
|
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" </tbody>\n",
|
||
|
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"</table>\n",
|
||
|
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"</div>"
|
||
|
|
],
|
||
|
|
"text/plain": [
|
||
|
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" load\n",
|
||
|
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"2012-01-01 00:00:00 2698.0\n",
|
||
|
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"2012-01-01 01:00:00 2558.0\n",
|
||
|
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"2012-01-01 02:00:00 2444.0\n",
|
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|
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"2012-01-01 03:00:00 2402.0\n",
|
||
|
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"2012-01-01 04:00:00 2403.0"
|
||
|
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]
|
||
|
|
},
|
||
|
|
"execution_count": 3,
|
||
|
|
"metadata": {},
|
||
|
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"output_type": "execute_result"
|
||
|
|
}
|
||
|
|
],
|
||
|
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"source": [
|
||
|
|
"energy = load_data('../../data')[['load']]\n",
|
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|
|
"energy.head(5)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "O0BWP13rGnh4"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"### Plot the data"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 4,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 486
|
||
|
|
},
|
||
|
|
"id": "hGaNPKu_Gidk",
|
||
|
|
"outputId": "7f89b326-9057-4f49-efbe-cb100ebdf76d"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"image/png": "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
|
||
|
|
"text/plain": [
|
||
|
|
"<Figure size 1080x576 with 1 Axes>"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {
|
||
|
|
"needs_background": "light"
|
||
|
|
},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"energy.plot(y='load', subplots=True, figsize=(15, 8), fontsize=12)\n",
|
||
|
|
"plt.xlabel('timestamp', fontsize=12)\n",
|
||
|
|
"plt.ylabel('load', fontsize=12)\n",
|
||
|
|
"plt.show()"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "IPuNor4eGwYY"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"### Create training and testing data"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 5,
|
||
|
|
"metadata": {
|
||
|
|
"id": "ysvsNyONGt0Q"
|
||
|
|
},
|
||
|
|
"outputs": [],
|
||
|
|
"source": [
|
||
|
|
"train_start_dt = '2014-11-01 00:00:00'\n",
|
||
|
|
"test_start_dt = '2014-12-30 00:00:00'"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 6,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 548
|
||
|
|
},
|
||
|
|
"id": "SsfdLoPyGy9w",
|
||
|
|
"outputId": "d6d6c25b-b1f4-47e5-91d1-707e043237d7"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"image/png": "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
|
||
|
|
"text/plain": [
|
||
|
|
"<Figure size 1080x576 with 1 Axes>"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {
|
||
|
|
"needs_background": "light"
|
||
|
|
},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"energy[(energy.index < test_start_dt) & (energy.index >= train_start_dt)][['load']].rename(columns={'load':'train'}) \\\n",
|
||
|
|
" .join(energy[test_start_dt:][['load']].rename(columns={'load':'test'}), how='outer') \\\n",
|
||
|
|
" .plot(y=['train', 'test'], figsize=(15, 8), fontsize=12)\n",
|
||
|
|
"plt.xlabel('timestamp', fontsize=12)\n",
|
||
|
|
"plt.ylabel('load', fontsize=12)\n",
|
||
|
|
"plt.show()"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "XbFTqBw6G1Ch"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"### Preparing data for training"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {},
|
||
|
|
"source": [
|
||
|
|
"Now, you need to prepare the data for training by performing filtering and scaling of your data."
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 7,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "cYivRdQpHDj3",
|
||
|
|
"outputId": "a138f746-461c-4fd6-bfa6-0cee094c4aa1"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"Training data shape: (1416, 1)\n",
|
||
|
|
"Test data shape: (48, 1)\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"train = energy.copy()[(energy.index >= train_start_dt) & (energy.index < test_start_dt)][['load']]\n",
|
||
|
|
"test = energy.copy()[energy.index >= test_start_dt][['load']]\n",
|
||
|
|
"\n",
|
||
|
|
"print('Training data shape: ', train.shape)\n",
|
||
|
|
"print('Test data shape: ', test.shape)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {},
|
||
|
|
"source": [
|
||
|
|
"Scale the data to be in the range (0, 1)."
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 8,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 363
|
||
|
|
},
|
||
|
|
"id": "3DNntGQnZX8G",
|
||
|
|
"outputId": "210046bc-7a66-4ccd-d70d-aa4a7309949c"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"<div>\n",
|
||
|
|
"<style scoped>\n",
|
||
|
|
" .dataframe tbody tr th:only-of-type {\n",
|
||
|
|
" vertical-align: middle;\n",
|
||
|
|
" }\n",
|
||
|
|
"\n",
|
||
|
|
" .dataframe tbody tr th {\n",
|
||
|
|
" vertical-align: top;\n",
|
||
|
|
" }\n",
|
||
|
|
"\n",
|
||
|
|
" .dataframe thead th {\n",
|
||
|
|
" text-align: right;\n",
|
||
|
|
" }\n",
|
||
|
|
"</style>\n",
|
||
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
||
|
|
" <thead>\n",
|
||
|
|
" <tr style=\"text-align: right;\">\n",
|
||
|
|
" <th></th>\n",
|
||
|
|
" <th>load</th>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" </thead>\n",
|
||
|
|
" <tbody>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-11-01 00:00:00</th>\n",
|
||
|
|
" <td>0.101611</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-11-01 01:00:00</th>\n",
|
||
|
|
" <td>0.065801</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-11-01 02:00:00</th>\n",
|
||
|
|
" <td>0.046106</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-11-01 03:00:00</th>\n",
|
||
|
|
" <td>0.042525</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-11-01 04:00:00</th>\n",
|
||
|
|
" <td>0.059087</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" </tbody>\n",
|
||
|
|
"</table>\n",
|
||
|
|
"</div>"
|
||
|
|
],
|
||
|
|
"text/plain": [
|
||
|
|
" load\n",
|
||
|
|
"2014-11-01 00:00:00 0.101611\n",
|
||
|
|
"2014-11-01 01:00:00 0.065801\n",
|
||
|
|
"2014-11-01 02:00:00 0.046106\n",
|
||
|
|
"2014-11-01 03:00:00 0.042525\n",
|
||
|
|
"2014-11-01 04:00:00 0.059087"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"execution_count": 8,
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "execute_result"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"scaler = MinMaxScaler()\n",
|
||
|
|
"train['load'] = scaler.fit_transform(train)\n",
|
||
|
|
"train.head(5)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 9,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 206
|
||
|
|
},
|
||
|
|
"id": "26Yht-rzZexe",
|
||
|
|
"outputId": "20326077-a38a-4e78-cc5b-6fd7af95d301"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"<div>\n",
|
||
|
|
"<style scoped>\n",
|
||
|
|
" .dataframe tbody tr th:only-of-type {\n",
|
||
|
|
" vertical-align: middle;\n",
|
||
|
|
" }\n",
|
||
|
|
"\n",
|
||
|
|
" .dataframe tbody tr th {\n",
|
||
|
|
" vertical-align: top;\n",
|
||
|
|
" }\n",
|
||
|
|
"\n",
|
||
|
|
" .dataframe thead th {\n",
|
||
|
|
" text-align: right;\n",
|
||
|
|
" }\n",
|
||
|
|
"</style>\n",
|
||
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
||
|
|
" <thead>\n",
|
||
|
|
" <tr style=\"text-align: right;\">\n",
|
||
|
|
" <th></th>\n",
|
||
|
|
" <th>load</th>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" </thead>\n",
|
||
|
|
" <tbody>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-12-30 00:00:00</th>\n",
|
||
|
|
" <td>0.329454</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-12-30 01:00:00</th>\n",
|
||
|
|
" <td>0.290063</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-12-30 02:00:00</th>\n",
|
||
|
|
" <td>0.273948</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-12-30 03:00:00</th>\n",
|
||
|
|
" <td>0.268129</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" <tr>\n",
|
||
|
|
" <th>2014-12-30 04:00:00</th>\n",
|
||
|
|
" <td>0.302596</td>\n",
|
||
|
|
" </tr>\n",
|
||
|
|
" </tbody>\n",
|
||
|
|
"</table>\n",
|
||
|
|
"</div>"
|
||
|
|
],
|
||
|
|
"text/plain": [
|
||
|
|
" load\n",
|
||
|
|
"2014-12-30 00:00:00 0.329454\n",
|
||
|
|
"2014-12-30 01:00:00 0.290063\n",
|
||
|
|
"2014-12-30 02:00:00 0.273948\n",
|
||
|
|
"2014-12-30 03:00:00 0.268129\n",
|
||
|
|
"2014-12-30 04:00:00 0.302596"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"execution_count": 9,
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "execute_result"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"test['load'] = scaler.transform(test)\n",
|
||
|
|
"test.head(5)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "x0n6jqxOQ41Z"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"### Creating data with time-steps"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "fdmxTZtOQ8xs"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
" For our SVR, we transform the input data to be of the form `[batch, timesteps]`. So, we reshape the existing `train_data` and `test_data` such that there is a new dimension which refers to the timesteps. For our example, we take `timesteps = 5`. So, the inputs to the model are the data for the first 4 timesteps, and the output will be the data for the 5<sup>th</sup> timestep."
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 10,
|
||
|
|
"metadata": {
|
||
|
|
"id": "Rpju-Sc2HFm0"
|
||
|
|
},
|
||
|
|
"outputs": [],
|
||
|
|
"source": [
|
||
|
|
"# Converting to numpy arrays\n",
|
||
|
|
"\n",
|
||
|
|
"train_data = train.values\n",
|
||
|
|
"test_data = test.values"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 11,
|
||
|
|
"metadata": {},
|
||
|
|
"outputs": [],
|
||
|
|
"source": [
|
||
|
|
"# Selecting the timesteps\n",
|
||
|
|
"\n",
|
||
|
|
"timesteps=5"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 12,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "O-JrsrsVJhUQ",
|
||
|
|
"outputId": "c90dbe71-bacc-4ec4-b452-f82fe5aefaef"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/plain": [
|
||
|
|
"(1412, 5)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"execution_count": 12,
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "execute_result"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Converting data to 2D tensor\n",
|
||
|
|
"\n",
|
||
|
|
"train_data_timesteps=np.array([[j for j in train_data[i:i+timesteps]] for i in range(0,len(train_data)-timesteps+1)])[:,:,0]\n",
|
||
|
|
"train_data_timesteps.shape"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 13,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "exJD8AI7KE4g",
|
||
|
|
"outputId": "ce90260c-f327-427d-80f2-77307b5a6318"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/plain": [
|
||
|
|
"(44, 5)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"execution_count": 13,
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "execute_result"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Converting test data to 2D tensor\n",
|
||
|
|
"\n",
|
||
|
|
"test_data_timesteps=np.array([[j for j in test_data[i:i+timesteps]] for i in range(0,len(test_data)-timesteps+1)])[:,:,0]\n",
|
||
|
|
"test_data_timesteps.shape"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 14,
|
||
|
|
"metadata": {
|
||
|
|
"id": "2u0R2sIsLuq5"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"(1412, 4) (1412, 1)\n",
|
||
|
|
"(44, 4) (44, 1)\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"x_train, y_train = train_data_timesteps[:,:timesteps-1],train_data_timesteps[:,[timesteps-1]]\n",
|
||
|
|
"x_test, y_test = test_data_timesteps[:,:timesteps-1],test_data_timesteps[:,[timesteps-1]]\n",
|
||
|
|
"\n",
|
||
|
|
"print(x_train.shape, y_train.shape)\n",
|
||
|
|
"print(x_test.shape, y_test.shape)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "8wIPOtAGLZlh"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"## Creating SVR model"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 15,
|
||
|
|
"metadata": {
|
||
|
|
"id": "EhA403BEPEiD"
|
||
|
|
},
|
||
|
|
"outputs": [],
|
||
|
|
"source": [
|
||
|
|
"# Create model using RBF kernel\n",
|
||
|
|
"\n",
|
||
|
|
"model = SVR(kernel='rbf',gamma=0.5, C=10, epsilon = 0.05)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 16,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "GS0UA3csMbqp",
|
||
|
|
"outputId": "d86b6f05-5742-4c1d-c2db-c40510bd4f0d"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/plain": [
|
||
|
|
"SVR(C=10, cache_size=200, coef0=0.0, degree=3, epsilon=0.05, gamma=0.5,\n",
|
||
|
|
" kernel='rbf', max_iter=-1, shrinking=True, tol=0.001, verbose=False)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"execution_count": 16,
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "execute_result"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Fit model on training data\n",
|
||
|
|
"\n",
|
||
|
|
"model.fit(x_train, y_train[:,0])"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "Rz_x8S3UrlcF"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"### Make model prediction"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 17,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "XR0gnt3MnuYS",
|
||
|
|
"outputId": "157e40ab-9a23-4b66-a885-0d52a24b2364"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"(1412, 1) (44, 1)\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Making predictions\n",
|
||
|
|
"\n",
|
||
|
|
"y_train_pred = model.predict(x_train).reshape(-1,1)\n",
|
||
|
|
"y_test_pred = model.predict(x_test).reshape(-1,1)\n",
|
||
|
|
"\n",
|
||
|
|
"print(y_train_pred.shape, y_test_pred.shape)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "_2epncg-SGzr"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"## Analyzing model performance"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 18,
|
||
|
|
"metadata": {},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"1412 44\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Scaling the predictions\n",
|
||
|
|
"\n",
|
||
|
|
"y_train_pred = scaler.inverse_transform(y_train_pred)\n",
|
||
|
|
"y_test_pred = scaler.inverse_transform(y_test_pred)\n",
|
||
|
|
"\n",
|
||
|
|
"print(len(y_train_pred), len(y_test_pred))"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 19,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "xmm_YLXhq7gV",
|
||
|
|
"outputId": "18392f64-4029-49ac-c71a-a4e2411152a1"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"1412 44\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Scaling the original values\n",
|
||
|
|
"\n",
|
||
|
|
"y_train = scaler.inverse_transform(y_train)\n",
|
||
|
|
"y_test = scaler.inverse_transform(y_test)\n",
|
||
|
|
"\n",
|
||
|
|
"print(len(y_train), len(y_test))"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 20,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "u3LBj93coHEi",
|
||
|
|
"outputId": "d4fd49e8-8c6e-4bb0-8ef9-ca0b26d725b4"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"1412 44\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Extract the timesteps for x-axis\n",
|
||
|
|
"\n",
|
||
|
|
"train_timestamps = energy[(energy.index < test_start_dt) & (energy.index >= train_start_dt)].index[timesteps-1:]\n",
|
||
|
|
"test_timestamps = energy[test_start_dt:].index[timesteps-1:]\n",
|
||
|
|
"\n",
|
||
|
|
"print(len(train_timestamps), len(test_timestamps))"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 21,
|
||
|
|
"metadata": {},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"image/png": "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
|
||
|
|
"text/plain": [
|
||
|
|
"<Figure size 1800x432 with 1 Axes>"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {
|
||
|
|
"needs_background": "light"
|
||
|
|
},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"plt.figure(figsize=(25,6))\n",
|
||
|
|
"plt.plot(train_timestamps, y_train, color = 'red', linewidth=2.0, alpha = 0.6)\n",
|
||
|
|
"plt.plot(train_timestamps, y_train_pred, color = 'blue', linewidth=0.8)\n",
|
||
|
|
"plt.legend(['Actual','Predicted'])\n",
|
||
|
|
"plt.xlabel('Timestamp')\n",
|
||
|
|
"plt.title(\"Training data prediction\")\n",
|
||
|
|
"plt.show()"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 22,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "LnhzcnYtXHCm",
|
||
|
|
"outputId": "f5f0d711-f18b-4788-ad21-d4470ea2c02b"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"MAPE for training data: 1.7195710200875551 %\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"print('MAPE for training data: ', mape(y_train_pred, y_train)*100, '%')"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 23,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 225
|
||
|
|
},
|
||
|
|
"id": "53Q02FoqQH4V",
|
||
|
|
"outputId": "53e2d59b-5075-4765-ad9e-aed56c966583"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"image/png": "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
|
||
|
|
"text/plain": [
|
||
|
|
"<Figure size 720x216 with 1 Axes>"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {
|
||
|
|
"needs_background": "light"
|
||
|
|
},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"plt.figure(figsize=(10,3))\n",
|
||
|
|
"plt.plot(test_timestamps, y_test, color = 'red', linewidth=2.0, alpha = 0.6)\n",
|
||
|
|
"plt.plot(test_timestamps, y_test_pred, color = 'blue', linewidth=0.8)\n",
|
||
|
|
"plt.legend(['Actual','Predicted'])\n",
|
||
|
|
"plt.xlabel('Timestamp')\n",
|
||
|
|
"plt.show()"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 24,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "clOAUH-SXCJG",
|
||
|
|
"outputId": "a3aa85ff-126a-4a4a-cd9e-90b9cc465ef5"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"MAPE for testing data: 1.2623790187854018 %\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"print('MAPE for testing data: ', mape(y_test_pred, y_test)*100, '%')"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "markdown",
|
||
|
|
"metadata": {
|
||
|
|
"id": "DHlKvVCId5ue"
|
||
|
|
},
|
||
|
|
"source": [
|
||
|
|
"## Full dataset prediction"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 25,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "cOFJ45vreO0N",
|
||
|
|
"outputId": "35628e33-ecf9-4966-8036-f7ea86db6f16"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"Tensor shape: (26300, 5)\n",
|
||
|
|
"X shape: (26300, 4) \n",
|
||
|
|
"Y shape: (26300, 1)\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"# Extracting load values as numpy array\n",
|
||
|
|
"data = energy.copy().values\n",
|
||
|
|
"\n",
|
||
|
|
"# Scaling\n",
|
||
|
|
"data = scaler.transform(data)\n",
|
||
|
|
"\n",
|
||
|
|
"# Transforming to 2D tensor as per model input requirement\n",
|
||
|
|
"data_timesteps=np.array([[j for j in data[i:i+timesteps]] for i in range(0,len(data)-timesteps+1)])[:,:,0]\n",
|
||
|
|
"print(\"Tensor shape: \", data_timesteps.shape)\n",
|
||
|
|
"\n",
|
||
|
|
"# Selecting inputs and outputs from data\n",
|
||
|
|
"X, Y = data_timesteps[:,:timesteps-1],data_timesteps[:,[timesteps-1]]\n",
|
||
|
|
"print(\"X shape: \", X.shape,\"\\nY shape: \", Y.shape)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 26,
|
||
|
|
"metadata": {
|
||
|
|
"id": "ESSAdQgwexIi"
|
||
|
|
},
|
||
|
|
"outputs": [],
|
||
|
|
"source": [
|
||
|
|
"# Make model predictions\n",
|
||
|
|
"Y_pred = model.predict(X).reshape(-1,1)\n",
|
||
|
|
"\n",
|
||
|
|
"# Inverse scale and reshape\n",
|
||
|
|
"Y_pred = scaler.inverse_transform(Y_pred)\n",
|
||
|
|
"Y = scaler.inverse_transform(Y)"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 27,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/",
|
||
|
|
"height": 328
|
||
|
|
},
|
||
|
|
"id": "M_qhihN0RVVX",
|
||
|
|
"outputId": "a89cb23e-1d35-437f-9d63-8b8907e12f80"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"image/png": "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
|
||
|
|
"text/plain": [
|
||
|
|
"<Figure size 2160x576 with 1 Axes>"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {
|
||
|
|
"needs_background": "light"
|
||
|
|
},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"plt.figure(figsize=(30,8))\n",
|
||
|
|
"plt.plot(Y, color = 'red', linewidth=2.0, alpha = 0.6)\n",
|
||
|
|
"plt.plot(Y_pred, color = 'blue', linewidth=1)\n",
|
||
|
|
"plt.legend(['Actual','Predicted'])\n",
|
||
|
|
"plt.xlabel('Timestamp')\n",
|
||
|
|
"plt.show()"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 28,
|
||
|
|
"metadata": {
|
||
|
|
"colab": {
|
||
|
|
"base_uri": "https://localhost:8080/"
|
||
|
|
},
|
||
|
|
"id": "AcN7pMYXVGTK",
|
||
|
|
"outputId": "7e1c2161-47ce-496c-9d86-7ad9ae0df770"
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"name": "stdout",
|
||
|
|
"output_type": "stream",
|
||
|
|
"text": [
|
||
|
|
"MAPE: 2.0572089029888656 %\n"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"print('MAPE: ', mape(Y_pred, Y)*100, '%')"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"metadata": {
|
||
|
|
"accelerator": "GPU",
|
||
|
|
"colab": {
|
||
|
|
"collapsed_sections": [],
|
||
|
|
"name": "Recurrent_Neural_Networks.ipynb",
|
||
|
|
"provenance": []
|
||
|
|
},
|
||
|
|
"kernelspec": {
|
||
|
|
"display_name": "Python 3",
|
||
|
|
"language": "python",
|
||
|
|
"name": "python3"
|
||
|
|
},
|
||
|
|
"language_info": {
|
||
|
|
"codemirror_mode": {
|
||
|
|
"name": "ipython",
|
||
|
|
"version": 3
|
||
|
|
},
|
||
|
|
"file_extension": ".py",
|
||
|
|
"mimetype": "text/x-python",
|
||
|
|
"name": "python",
|
||
|
|
"nbconvert_exporter": "python",
|
||
|
|
"pygments_lexer": "ipython3",
|
||
|
|
"version": "3.7.1"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"nbformat": 4,
|
||
|
|
"nbformat_minor": 1
|
||
|
|
}
|