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ML-For-Beginners/translations/th/7-TimeSeries/3-SVR/working/notebook.ipynb

689 lines
17 KiB

{
"cells": [
{
"cell_type": "markdown",
"metadata": {
"id": "fv9OoQsMFk5A"
},
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"ในสมุดบันทึกนี้ เราจะแสดงวิธีการ:\n",
"\n",
"- เตรียมข้อมูลชุดเวลาแบบ 2 มิติสำหรับการฝึกโมเดล SVM regressor \n",
"- ใช้ SVR ด้วย RBF kernel \n",
"- ประเมินโมเดลโดยใช้กราฟและค่า MAPE \n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": []
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"import sys\n",
"sys.path.append('../../')"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"id": "M687KNlQFp0-"
},
"outputs": [],
"source": [
"import os\n",
"import warnings\n",
"import matplotlib.pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"import datetime as dt\n",
"import math\n",
"\n",
"from sklearn.svm import SVR\n",
"from sklearn.preprocessing import MinMaxScaler\n",
"from common.utils import load_data, mape"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "Cj-kfVdMGjWP"
},
"source": []
},
{
"cell_type": "markdown",
"metadata": {
"id": "8fywSjC6GsRz"
},
"source": [
"### โหลดข้อมูล\n"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 363
},
"id": "aBDkEB11Fumg",
"outputId": "99cf7987-0509-4b73-8cc2-75d7da0d2740"
},
"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>2012-01-01 00:00:00</th>\n",
" <td>2698.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2012-01-01 01:00:00</th>\n",
" <td>2558.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2012-01-01 02:00:00</th>\n",
" <td>2444.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2012-01-01 03:00:00</th>\n",
" <td>2402.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2012-01-01 04:00:00</th>\n",
" <td>2403.0</td>\n",
" </tr>\n",
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"text/plain": [
" load\n",
"2012-01-01 00:00:00 2698.0\n",
"2012-01-01 01:00:00 2558.0\n",
"2012-01-01 02:00:00 2444.0\n",
"2012-01-01 03:00:00 2402.0\n",
"2012-01-01 04:00:00 2403.0"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"energy = load_data('../../data')[['load']]\n",
"energy.head(5)"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "O0BWP13rGnh4"
},
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 486
},
"id": "hGaNPKu_Gidk",
"outputId": "7f89b326-9057-4f49-efbe-cb100ebdf76d"
},
"outputs": [],
"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": []
},
{
"cell_type": "code",
"execution_count": null,
"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": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 548
},
"id": "SsfdLoPyGy9w",
"outputId": "d6d6c25b-b1f4-47e5-91d1-707e043237d7"
},
"outputs": [],
"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": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"ตอนนี้คุณจำเป็นต้องเตรียมข้อมูลสำหรับการฝึกโดยการกรองและปรับขนาดข้อมูลของคุณ\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "cYivRdQpHDj3",
"outputId": "a138f746-461c-4fd6-bfa6-0cee094c4aa1"
},
"outputs": [],
"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": [
"ปรับขนาดข้อมูลให้อยู่ในช่วง (0, 1)\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 363
},
"id": "3DNntGQnZX8G",
"outputId": "210046bc-7a66-4ccd-d70d-aa4a7309949c"
},
"outputs": [],
"source": [
"scaler = MinMaxScaler()\n",
"train['load'] = scaler.fit_transform(train)\n",
"train.head(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 206
},
"id": "26Yht-rzZexe",
"outputId": "20326077-a38a-4e78-cc5b-6fd7af95d301"
},
"outputs": [],
"source": [
"test['load'] = scaler.transform(test)\n",
"test.head(5)"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "x0n6jqxOQ41Z"
},
"source": []
},
{
"cell_type": "markdown",
"metadata": {
"id": "fdmxTZtOQ8xs"
},
"source": [
"สำหรับ SVR ของเรา เราแปลงข้อมูลอินพุตให้อยู่ในรูปแบบ `[batch, timesteps]` ดังนั้น เราจึงปรับรูปร่าง `train_data` และ `test_data` ที่มีอยู่ให้มีมิติใหม่ซึ่งอ้างอิงถึง timesteps สำหรับตัวอย่างของเรา เรากำหนดให้ `timesteps = 5` ดังนั้น อินพุตของโมเดลจะเป็นข้อมูลสำหรับ 4 timesteps แรก และเอาต์พุตจะเป็นข้อมูลสำหรับ timestep ที่ 5\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"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": null,
"metadata": {},
"outputs": [],
"source": [
"# Selecting the timesteps\n",
"\n",
"timesteps=None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "O-JrsrsVJhUQ",
"outputId": "c90dbe71-bacc-4ec4-b452-f82fe5aefaef"
},
"outputs": [],
"source": [
"# Converting data to 2D tensor\n",
"\n",
"train_data_timesteps=None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "exJD8AI7KE4g",
"outputId": "ce90260c-f327-427d-80f2-77307b5a6318"
},
"outputs": [],
"source": [
"# Converting test data to 2D tensor\n",
"\n",
"test_data_timesteps=None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"id": "2u0R2sIsLuq5"
},
"outputs": [],
"source": [
"x_train, y_train = None\n",
"x_test, y_test = None\n",
"\n",
"print(x_train.shape, y_train.shape)\n",
"print(x_test.shape, y_test.shape)"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "8wIPOtAGLZlh"
},
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"id": "EhA403BEPEiD"
},
"outputs": [],
"source": [
"# Create model using RBF kernel\n",
"\n",
"model = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "GS0UA3csMbqp",
"outputId": "d86b6f05-5742-4c1d-c2db-c40510bd4f0d"
},
"outputs": [],
"source": [
"# Fit model on training data"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "Rz_x8S3UrlcF"
},
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "XR0gnt3MnuYS",
"outputId": "157e40ab-9a23-4b66-a885-0d52a24b2364"
},
"outputs": [],
"source": [
"# Making predictions\n",
"\n",
"y_train_pred = None\n",
"y_test_pred = None"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "_2epncg-SGzr"
},
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"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)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "xmm_YLXhq7gV",
"outputId": "18392f64-4029-49ac-c71a-a4e2411152a1"
},
"outputs": [],
"source": [
"# Scaling the original values\n",
"\n",
"y_train = scaler.inverse_transform(y_train)\n",
"y_test = scaler.inverse_transform(y_test)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "u3LBj93coHEi",
"outputId": "d4fd49e8-8c6e-4bb0-8ef9-ca0b26d725b4"
},
"outputs": [],
"source": [
"# Extract the timesteps for x-axis\n",
"\n",
"train_timestamps = None\n",
"test_timestamps = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"plt.figure(figsize=(25,6))\n",
"# plot original output\n",
"# plot predicted output\n",
"plt.legend(['Actual','Predicted'])\n",
"plt.xlabel('Timestamp')\n",
"plt.title(\"Training data prediction\")\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "LnhzcnYtXHCm",
"outputId": "f5f0d711-f18b-4788-ad21-d4470ea2c02b"
},
"outputs": [],
"source": [
"print('MAPE for training data: ', mape(y_train_pred, y_train)*100, '%')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 225
},
"id": "53Q02FoqQH4V",
"outputId": "53e2d59b-5075-4765-ad9e-aed56c966583"
},
"outputs": [],
"source": [
"plt.figure(figsize=(10,3))\n",
"# plot original output\n",
"# plot predicted output\n",
"plt.legend(['Actual','Predicted'])\n",
"plt.xlabel('Timestamp')\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "clOAUH-SXCJG",
"outputId": "a3aa85ff-126a-4a4a-cd9e-90b9cc465ef5"
},
"outputs": [],
"source": [
"print('MAPE for testing data: ', mape(y_test_pred, y_test)*100, '%')"
]
},
{
"cell_type": "markdown",
"metadata": {
"id": "DHlKvVCId5ue"
},
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "cOFJ45vreO0N",
"outputId": "35628e33-ecf9-4966-8036-f7ea86db6f16"
},
"outputs": [],
"source": [
"# Extracting load values as numpy array\n",
"data = None\n",
"\n",
"# Scaling\n",
"data = None\n",
"\n",
"# Transforming to 2D tensor as per model input requirement\n",
"data_timesteps=None\n",
"\n",
"# Selecting inputs and outputs from data\n",
"X, Y = None, None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"id": "ESSAdQgwexIi"
},
"outputs": [],
"source": [
"# Make model predictions\n",
"\n",
"# Inverse scale and reshape\n",
"Y_pred = None\n",
"Y = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 328
},
"id": "M_qhihN0RVVX",
"outputId": "a89cb23e-1d35-437f-9d63-8b8907e12f80"
},
"outputs": [],
"source": [
"plt.figure(figsize=(30,8))\n",
"# plot original output\n",
"# plot predicted output\n",
"plt.legend(['Actual','Predicted'])\n",
"plt.xlabel('Timestamp')\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "AcN7pMYXVGTK",
"outputId": "7e1c2161-47ce-496c-9d86-7ad9ae0df770"
},
"outputs": [],
"source": [
"print('MAPE: ', mape(Y_pred, Y)*100, '%')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n---\n\n**ข้อจำกัดความรับผิดชอบ**: \nเอกสารนี้ได้รับการแปลโดยใช้บริการแปลภาษา AI [Co-op Translator](https://github.com/Azure/co-op-translator) แม้ว่าเราจะพยายามให้การแปลมีความถูกต้องมากที่สุด แต่โปรดทราบว่าการแปลโดยอัตโนมัติอาจมีข้อผิดพลาดหรือความไม่ถูกต้อง เอกสารต้นฉบับในภาษาดั้งเดิมควรถือเป็นแหล่งข้อมูลที่เชื่อถือได้ สำหรับข้อมูลที่สำคัญ ขอแนะนำให้ใช้บริการแปลภาษามืออาชีพ เราไม่รับผิดชอบต่อความเข้าใจผิดหรือการตีความผิดที่เกิดจากการใช้การแปลนี้\n"
]
}
],
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