Spaces:
Sleeping
Sleeping
Added function to fill data gaps
Browse files- EnergyLSTM/EDA_lstm_energy.ipynb +244 -57
- EnergyLSTM/lstm_energy.ipynb +200 -16
- EnergyLSTM/lstm_energy_01.keras +0 -0
EnergyLSTM/EDA_lstm_energy.ipynb
CHANGED
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"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\scipy\\__init__.py:146: UserWarning: A NumPy version >=1.16.5 and <1.23.0 is required for this version of SciPy (detected version 1.24.3\n",
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" warnings.warn(f\"A NumPy version >={np_minversion} and <{np_maxversion}\"\n"
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"source": [
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"import pandas as pd \n",
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"from datetime import datetime \n",
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"from datetime import
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"import matplotlib.pyplot as plt\n",
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"# import seaborn as sns\n",
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"import numpy as np\n",
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"import pandas as pd\n",
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"from
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"from keras.layers import LSTM, Dense\n",
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"from sklearn.model_selection import train_test_split\n",
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"from sklearn.preprocessing import MinMaxScaler,StandardScaler\n",
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"from keras.callbacks import ModelCheckpoint\n",
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"\n",
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"dataPATH = r\"C:\\Users\\levim\\OneDrive\\Documents\\MastersAI_ES\\TeamProject-5ARIP10\\smart-buildings\\Data\"\n",
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"\n",
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"### Load ALL data ###\n",
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"all_data = pd.read_csv(dataPATH + r\"\\long_merge.csv\")"
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"C:\\Users\\levim\\AppData\\Local\\Temp\\ipykernel_27084\\3547628995.py:5: SettingWithCopyWarning: \n",
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"A value is trying to be set on a copy of a slice from a DataFrame.\n",
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"Try using .loc[row_indexer,col_indexer] = value instead\n",
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"See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
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" extended_energy_data['date'] = pd.to_datetime(extended_energy_data['date'])\n"
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"source": [
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"# Prepar energy data set with extended features\n",
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"feature_list = ['date', 'hvac_N', 'hvac_S', 'air_temp_set_1', 'solar_radiation_set_1']\n",
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"# Assuming you want to apply a moving average window of size 3 on the 'column_name' column\n",
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"window_size =
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"eed_15m_avg = eed_15m.copy()\n",
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"eed_15m_avg['hvac_N'] = eed_15m['hvac_N'].rolling(window=window_size).mean()\n",
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"eed_15m_avg['hvac_S'] = eed_15m['hvac_S'].rolling(window=window_size).mean()"
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"execution_count": null,
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"outputs": [],
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"source": [
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"import pandas as pd \n",
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"from datetime import datetime \n",
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"from datetime import timedelta\n",
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"import matplotlib.pyplot as plt\n",
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"# import seaborn as sns\n",
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"import numpy as np\n",
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"import pandas as pd\n",
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"from statsmodels.tsa.holtwinters import ExponentialSmoothing\n",
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"\n",
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"dataPATH = r\"C:\\Users\\levim\\OneDrive\\Documents\\MastersAI_ES\\TeamProject-5ARIP10\\smart-buildings\\Data\"\n",
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"\n",
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"### Load ALL data ###\n",
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"# all_data = pd.read_csv(dataPATH + r\"\\long_merge.csv\")\n",
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"all_data = pd.read_csv(dataPATH + r\"\\extended_energy_data.csv\")"
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"execution_count": null,
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"outputs": [],
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"source": [
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"# Prepar energy data set with extended features\n",
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"feature_list = ['date', 'hvac_N', 'hvac_S', 'air_temp_set_1', 'solar_radiation_set_1']\n",
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"vscode": {
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"languageId": "ruby"
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"outputs": [],
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"source": [
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"# Assuming you want to apply a moving average window of size 3 on the 'column_name' column\n",
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"window_size = 4*4 # 4 hours\n",
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"eed_15m_avg = eed_15m.copy()\n",
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"eed_15m_avg['hvac_N'] = eed_15m['hvac_N'].rolling(window=window_size).mean()\n",
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"eed_15m_avg['hvac_S'] = eed_15m['hvac_S'].rolling(window=window_size).mean()\n",
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"\n",
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"window_size = 4 # 4 hours\n",
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"eed_1h_avg = eed_1h.copy()\n",
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"eed_1h_avg['hvac_N'] = eed_1h['hvac_N'].rolling(window=window_size).mean()\n",
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"eed_1h_avg['hvac_S'] = eed_1h['hvac_S'].rolling(window=window_size).mean()"
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]
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"%matplotlib qt\n",
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"\n",
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"start_date = '2018-06-02'\n",
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"end_date = '2018-06-08'\n",
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"\n",
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"plt.plot(eed_15m['hvac_N'].loc[start_date:end_date])\n",
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"plt.plot(eed_15m_avg['hvac_N'].loc[start_date:end_date])\n",
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"plt.plot(eed_1h_avg['hvac_N'].loc[start_date:end_date])\n",
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"plt.xticks(rotation=45)\n",
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"plt.show()"
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]
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},
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"metadata": {},
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"source": [
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"%matplotlib qt\n",
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"\n",
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"plt.figure(figsize=(20,10))\n",
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"plt.plot(eed_1h['hvac_S'])\n",
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"plt.show()"
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]
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},
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{
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"eed_1h[eed_1h['hvac_S'].isna()]"
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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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"### Filling data gaps"
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]
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"def fillgap(firstTS, secondTS, seasonal_periods):\n",
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" \n",
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" #PREPARATION\n",
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" one = timedelta(hours=1)\n",
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" secondTSr = secondTS[::-1].copy()\n",
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" firstTSr = firstTS[::-1].copy()\n",
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" indexr = pd.date_range(start=firstTS.index[0], end=secondTS.index[-1], freq='h')\n",
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" firstTSr.index = indexr[-len(firstTSr):]\n",
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" secondTSr.index = indexr[:len(secondTSr)]\n",
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" \n",
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" #FORWARD \n",
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" es = ExponentialSmoothing(firstTS, seasonal_periods=seasonal_periods,seasonal='add').fit()\n",
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" forwardPrediction = es.predict(start=firstTS.index[-1]+one, end=secondTS.index[0]-one)\n",
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" \n",
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" #BACKWARD\n",
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" es = ExponentialSmoothing(secondTSr, seasonal_periods=seasonal_periods,seasonal='add').fit()\n",
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" backwardPrediction = es.predict(start=secondTSr.index[-1]+one, end=firstTSr.index[0]-one)\n",
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" \n",
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" #INTERPOLATION\n",
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" l = len(forwardPrediction)\n",
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" interpolation = pd.Series([(backwardPrediction[i] * i + forwardPrediction[i] * (l -i) )/ l for i in range(l)], index=forwardPrediction.index.copy())\n",
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" \n",
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" return interpolation"
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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": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Function to split the data into multiple DataFrames based on the gaps\n",
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"def split_dfs(data):\n",
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"\n",
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" # Prepare the DataFrame\n",
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" df = data.copy()\n",
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" df = df.reset_index()\n",
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" df= df.dropna()\n",
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" \n",
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" # Set the maximum allowable gap (e.g., 1 hour)\n",
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" max_gap = pd.Timedelta(hours=1)\n",
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"\n",
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" # Calculate the differences between consecutive timestamps\n",
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" time_diff = df['date'].diff()\n",
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"\n",
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" # Identify gaps larger than the maximum allowable gap\n",
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" gaps = time_diff > max_gap\n",
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"\n",
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" # Create a new column to identify different groups\n",
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" df['group'] = gaps.cumsum()\n",
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"\n",
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" df.set_index('date', inplace=True)\n",
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"\n",
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" # Split the DataFrame into a list of DataFrames based on the groups\n",
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" dfs = [group for _, group in df.groupby('group')]\n",
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"\n",
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" return dfs"
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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": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"seasonal_periods = 24\n",
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"dfs = split_dfs(eed_1h[['hvac_N']])\n",
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"\n",
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"# Interpolate the gaps between the DataFrames\n",
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"ip_df = pd.DataFrame()\n",
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"for ii in range(len(dfs)-1):\n",
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" if (len(dfs[ii]) > 2*seasonal_periods+10) and (len(dfs[ii+1]) > 2*seasonal_periods+10):\n",
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" interpolation = fillgap(dfs[ii]['hvac_N'], dfs[ii+1]['hvac_N'], seasonal_periods)\n",
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" ip_df = pd.concat([ip_df,interpolation])\n",
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" else:\n",
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" continue"
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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": 7,
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"metadata": {},
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"outputs": [
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
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" self._init_dates(dates, freq)\n",
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"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
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" self._init_dates(dates, freq)\n",
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"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
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" self._init_dates(dates, freq)\n",
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"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
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" self._init_dates(dates, freq)\n",
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+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
222 |
+
" self._init_dates(dates, freq)\n",
|
223 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
224 |
+
" self._init_dates(dates, freq)\n",
|
225 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
226 |
+
" self._init_dates(dates, freq)\n",
|
227 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
228 |
+
" self._init_dates(dates, freq)\n",
|
229 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
230 |
+
" self._init_dates(dates, freq)\n",
|
231 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
232 |
+
" self._init_dates(dates, freq)\n",
|
233 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
234 |
+
" self._init_dates(dates, freq)\n",
|
235 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
236 |
+
" self._init_dates(dates, freq)\n",
|
237 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
238 |
+
" self._init_dates(dates, freq)\n",
|
239 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
240 |
+
" self._init_dates(dates, freq)\n",
|
241 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
242 |
+
" self._init_dates(dates, freq)\n",
|
243 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
244 |
+
" self._init_dates(dates, freq)\n",
|
245 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
246 |
+
" self._init_dates(dates, freq)\n",
|
247 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
248 |
+
" self._init_dates(dates, freq)\n",
|
249 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
250 |
+
" self._init_dates(dates, freq)\n",
|
251 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
252 |
+
" self._init_dates(dates, freq)\n",
|
253 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\holtwinters\\model.py:917: ConvergenceWarning: Optimization failed to converge. Check mle_retvals.\n",
|
254 |
+
" warnings.warn(\n",
|
255 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
256 |
+
" self._init_dates(dates, freq)\n",
|
257 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\holtwinters\\model.py:917: ConvergenceWarning: Optimization failed to converge. Check mle_retvals.\n",
|
258 |
+
" warnings.warn(\n",
|
259 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
260 |
+
" self._init_dates(dates, freq)\n",
|
261 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\holtwinters\\model.py:917: ConvergenceWarning: Optimization failed to converge. Check mle_retvals.\n",
|
262 |
+
" warnings.warn(\n",
|
263 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\base\\tsa_model.py:473: ValueWarning: No frequency information was provided, so inferred frequency H will be used.\n",
|
264 |
+
" self._init_dates(dates, freq)\n",
|
265 |
+
"c:\\Users\\levim\\anaconda3\\envs\\experiments\\lib\\site-packages\\statsmodels\\tsa\\holtwinters\\model.py:917: ConvergenceWarning: Optimization failed to converge. Check mle_retvals.\n",
|
266 |
+
" warnings.warn(\n"
|
267 |
+
]
|
268 |
}
|
269 |
],
|
270 |
"source": [
|
271 |
+
"seasonal_periods = 24\n",
|
272 |
+
"dfs = split_dfs(eed_1h[['hvac_N']])\n",
|
273 |
"\n",
|
274 |
+
"# Interpolate the gaps between the DataFrames\n",
|
275 |
+
"ip_df = pd.DataFrame()\n",
|
276 |
+
"for ii in range(len(dfs)-1):\n",
|
277 |
+
" seasonal_periods = max(min([len(dfs[ii]), len(dfs[ii+1])]) // 2 - 10, 2)\n",
|
278 |
+
" \n",
|
279 |
+
" if seasonal_periods > 2*24*7 + 10: # Using more than 1 week of seasonal patterns is not necessary\n",
|
280 |
+
" seasonal_periods = 24*7\n",
|
281 |
+
" interpolation = fillgap(dfs[ii]['hvac_N'], dfs[ii+1]['hvac_N'], seasonal_periods)\n",
|
282 |
+
" else:\n",
|
283 |
+
" interpolation = fillgap(dfs[ii]['hvac_N'], dfs[ii+1]['hvac_N'], seasonal_periods)\n",
|
284 |
"\n",
|
285 |
+
" ip_df = pd.concat([ip_df,interpolation])\n"
|
286 |
+
]
|
287 |
+
},
|
288 |
+
{
|
289 |
+
"cell_type": "code",
|
290 |
+
"execution_count": 8,
|
291 |
+
"metadata": {},
|
292 |
+
"outputs": [],
|
293 |
+
"source": [
|
294 |
+
"%matplotlib qt\n",
|
295 |
+
"plt.plot(eed_1h['hvac_N'])\n",
|
296 |
+
"plt.plot(ip_df)\n",
|
297 |
+
"\n",
|
298 |
+
"plt.show()"
|
299 |
+
]
|
300 |
+
},
|
301 |
+
{
|
302 |
+
"cell_type": "code",
|
303 |
+
"execution_count": null,
|
304 |
+
"metadata": {},
|
305 |
+
"outputs": [],
|
306 |
+
"source": [
|
307 |
+
"seasonal_periods=2\n",
|
308 |
+
"for ii in range(len(dfs)-1):\n",
|
309 |
+
" interpolation = fillgap(dfs[ii]['hvac_N'], dfs[ii+1]['hvac_N'], seasonal_periods)\n",
|
310 |
+
" ip_df = pd.concat([ip_df,interpolation])"
|
311 |
]
|
312 |
},
|
313 |
{
|
EnergyLSTM/lstm_energy.ipynb
CHANGED
@@ -132,13 +132,21 @@
|
|
132 |
"extended_energy_data.set_index('date', inplace=True)\n",
|
133 |
"\n",
|
134 |
"eed_15m = extended_energy_data.resample('15T').mean()\n",
|
|
|
|
|
135 |
"eed_15m = eed_15m.reset_index(drop=False)\n",
|
|
|
136 |
"\n",
|
137 |
-
"window_size =
|
138 |
"eed_15m_avg = eed_15m.copy()\n",
|
139 |
"eed_15m_avg['hvac_N'] = eed_15m['hvac_N'].rolling(window=window_size).mean()\n",
|
140 |
"eed_15m_avg['hvac_S'] = eed_15m['hvac_S'].rolling(window=window_size).mean()\n",
|
141 |
"\n",
|
|
|
|
|
|
|
|
|
|
|
142 |
"eed_15m.head()"
|
143 |
]
|
144 |
},
|
@@ -210,6 +218,31 @@
|
|
210 |
"testdataset = scaler.transform(testdataset)"
|
211 |
]
|
212 |
},
|
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|
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{
|
214 |
"cell_type": "code",
|
215 |
"execution_count": 35,
|
@@ -277,15 +310,7 @@
|
|
277 |
"X_train, y_train = create_dataset(train, time_step)\n",
|
278 |
"X_test, y_test = create_dataset(test, time_step)\n",
|
279 |
"\n",
|
280 |
-
"\n",
|
281 |
-
"model = Sequential()\n",
|
282 |
-
"model.add(LSTM(units=50, return_sequences=True, dropout= 0.2, input_shape=(X_train.shape[1], X_train.shape[2])))\n",
|
283 |
-
"model.add(LSTM(units=50, dropout= 0.2, return_sequences=True))\n",
|
284 |
-
"model.add(LSTM(units=time_step*no_outputs))\n",
|
285 |
-
"model.add(Dense(units=time_step*no_outputs))\n",
|
286 |
-
"\n",
|
287 |
-
"model.compile(optimizer='adam', loss='mean_squared_error')\n",
|
288 |
-
"\n",
|
289 |
"checkpoint_path = \"lstm_energy_01.keras\"\n",
|
290 |
"checkpoint_callback = ModelCheckpoint(filepath=checkpoint_path, monitor='val_loss', verbose=1, save_best_only=True, mode='min')\n",
|
291 |
"model.fit(X_train, y_train, validation_data=(X_test, y_test), epochs=5, batch_size=64, verbose=1, callbacks=[checkpoint_callback])"
|
@@ -293,16 +318,16 @@
|
|
293 |
},
|
294 |
{
|
295 |
"cell_type": "code",
|
296 |
-
"execution_count":
|
297 |
"metadata": {},
|
298 |
"outputs": [
|
299 |
{
|
300 |
"name": "stdout",
|
301 |
"output_type": "stream",
|
302 |
"text": [
|
303 |
-
"
|
304 |
-
"
|
305 |
-
"Loss: 0.
|
306 |
]
|
307 |
}
|
308 |
],
|
@@ -318,9 +343,21 @@
|
|
318 |
},
|
319 |
{
|
320 |
"cell_type": "code",
|
321 |
-
"execution_count":
|
322 |
"metadata": {},
|
323 |
-
"outputs": [
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|
324 |
"source": [
|
325 |
"%matplotlib qt\n",
|
326 |
"\n",
|
@@ -372,6 +409,153 @@
|
|
372 |
"plt.legend()"
|
373 |
]
|
374 |
},
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|
375 |
{
|
376 |
"cell_type": "code",
|
377 |
"execution_count": null,
|
|
|
132 |
"extended_energy_data.set_index('date', inplace=True)\n",
|
133 |
"\n",
|
134 |
"eed_15m = extended_energy_data.resample('15T').mean()\n",
|
135 |
+
"eed_1h = extended_energy_data.resample('60T').mean()\n",
|
136 |
+
"\n",
|
137 |
"eed_15m = eed_15m.reset_index(drop=False)\n",
|
138 |
+
"eed_1h = eed_1h.reset_index(drop=False)\n",
|
139 |
"\n",
|
140 |
+
"window_size = 4*4 # 4 hours\n",
|
141 |
"eed_15m_avg = eed_15m.copy()\n",
|
142 |
"eed_15m_avg['hvac_N'] = eed_15m['hvac_N'].rolling(window=window_size).mean()\n",
|
143 |
"eed_15m_avg['hvac_S'] = eed_15m['hvac_S'].rolling(window=window_size).mean()\n",
|
144 |
"\n",
|
145 |
+
"window_size = 4 # 4 hours\n",
|
146 |
+
"eed_1h_avg = eed_1h.copy()\n",
|
147 |
+
"eed_1h_avg['hvac_N'] = eed_1h['hvac_N'].rolling(window=window_size).mean()\n",
|
148 |
+
"eed_1h_avg['hvac_S'] = eed_1h['hvac_S'].rolling(window=window_size).mean()\n",
|
149 |
+
"\n",
|
150 |
"eed_15m.head()"
|
151 |
]
|
152 |
},
|
|
|
218 |
"testdataset = scaler.transform(testdataset)"
|
219 |
]
|
220 |
},
|
221 |
+
{
|
222 |
+
"cell_type": "code",
|
223 |
+
"execution_count": 48,
|
224 |
+
"metadata": {},
|
225 |
+
"outputs": [],
|
226 |
+
"source": [
|
227 |
+
"def create_model(X_train, time_step, no_outputs):\n",
|
228 |
+
" model = Sequential()\n",
|
229 |
+
" model.add(LSTM(units=50, return_sequences=True, input_shape=(X_train.shape[1], X_train.shape[2])))\n",
|
230 |
+
" model.add(LSTM(units=50, return_sequences=True))\n",
|
231 |
+
" model.add(LSTM(units=time_step*no_outputs))\n",
|
232 |
+
" model.add(Dense(units=time_step*no_outputs))\n",
|
233 |
+
"\n",
|
234 |
+
" model.compile(optimizer='adam', loss='mean_squared_error')\n",
|
235 |
+
"\n",
|
236 |
+
" return model"
|
237 |
+
]
|
238 |
+
},
|
239 |
+
{
|
240 |
+
"cell_type": "markdown",
|
241 |
+
"metadata": {},
|
242 |
+
"source": [
|
243 |
+
"### Model 1 (continous predictions)"
|
244 |
+
]
|
245 |
+
},
|
246 |
{
|
247 |
"cell_type": "code",
|
248 |
"execution_count": 35,
|
|
|
310 |
"X_train, y_train = create_dataset(train, time_step)\n",
|
311 |
"X_test, y_test = create_dataset(test, time_step)\n",
|
312 |
"\n",
|
313 |
+
"model = create_model(X_train, time_step, no_outputs)\n",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
314 |
"checkpoint_path = \"lstm_energy_01.keras\"\n",
|
315 |
"checkpoint_callback = ModelCheckpoint(filepath=checkpoint_path, monitor='val_loss', verbose=1, save_best_only=True, mode='min')\n",
|
316 |
"model.fit(X_train, y_train, validation_data=(X_test, y_test), epochs=5, batch_size=64, verbose=1, callbacks=[checkpoint_callback])"
|
|
|
318 |
},
|
319 |
{
|
320 |
"cell_type": "code",
|
321 |
+
"execution_count": 51,
|
322 |
"metadata": {},
|
323 |
"outputs": [
|
324 |
{
|
325 |
"name": "stdout",
|
326 |
"output_type": "stream",
|
327 |
"text": [
|
328 |
+
"4/4 [==============================] - 0s 4ms/step - loss: 0.0153\n",
|
329 |
+
"4/4 [==============================] - 1s 4ms/step\n",
|
330 |
+
"Loss: 0.01531214825809002\n"
|
331 |
]
|
332 |
}
|
333 |
],
|
|
|
343 |
},
|
344 |
{
|
345 |
"cell_type": "code",
|
346 |
+
"execution_count": 52,
|
347 |
"metadata": {},
|
348 |
+
"outputs": [
|
349 |
+
{
|
350 |
+
"ename": "IndexError",
|
351 |
+
"evalue": "index 106 is out of bounds for axis 0 with size 106",
|
352 |
+
"output_type": "error",
|
353 |
+
"traceback": [
|
354 |
+
"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
|
355 |
+
"\u001b[1;31mIndexError\u001b[0m Traceback (most recent call last)",
|
356 |
+
"Cell \u001b[1;32mIn[52], line 10\u001b[0m\n\u001b[0;32m 7\u001b[0m \u001b[38;5;66;03m# Loop over the value index\u001b[39;00m\n\u001b[0;32m 8\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m i, ax \u001b[38;5;129;01min\u001b[39;00m \u001b[38;5;28menumerate\u001b[39m(axes\u001b[38;5;241m.\u001b[39mflat):\n\u001b[0;32m 9\u001b[0m \u001b[38;5;66;03m# Plot your data or perform any other operations\u001b[39;00m\n\u001b[1;32m---> 10\u001b[0m ax\u001b[38;5;241m.\u001b[39mplot(\u001b[43my_test\u001b[49m\u001b[43m[\u001b[49m\u001b[43mvar\u001b[49m\u001b[38;5;241;43m+\u001b[39;49m\u001b[43mi\u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;241;43m0\u001b[39;49m\u001b[43m:\u001b[49m\u001b[43mtime_step\u001b[49m\u001b[43m]\u001b[49m, label\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mOriginal Testing Data\u001b[39m\u001b[38;5;124m'\u001b[39m, color\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mblue\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[0;32m 11\u001b[0m ax\u001b[38;5;241m.\u001b[39mplot(test_predict1[var\u001b[38;5;241m+\u001b[39mi,\u001b[38;5;241m0\u001b[39m:time_step], label\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mPredicted Testing Data\u001b[39m\u001b[38;5;124m'\u001b[39m, color\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mred\u001b[39m\u001b[38;5;124m'\u001b[39m,alpha\u001b[38;5;241m=\u001b[39m\u001b[38;5;241m0.8\u001b[39m)\n\u001b[0;32m 12\u001b[0m \u001b[38;5;66;03m# ax.set_title(f'Plot {i+1}')\u001b[39;00m\n",
|
357 |
+
"\u001b[1;31mIndexError\u001b[0m: index 106 is out of bounds for axis 0 with size 106"
|
358 |
+
]
|
359 |
+
}
|
360 |
+
],
|
361 |
"source": [
|
362 |
"%matplotlib qt\n",
|
363 |
"\n",
|
|
|
409 |
"plt.legend()"
|
410 |
]
|
411 |
},
|
412 |
+
{
|
413 |
+
"cell_type": "markdown",
|
414 |
+
"metadata": {},
|
415 |
+
"source": [
|
416 |
+
"### Model 2 (Predicting once per day)"
|
417 |
+
]
|
418 |
+
},
|
419 |
+
{
|
420 |
+
"cell_type": "code",
|
421 |
+
"execution_count": 50,
|
422 |
+
"metadata": {},
|
423 |
+
"outputs": [
|
424 |
+
{
|
425 |
+
"name": "stdout",
|
426 |
+
"output_type": "stream",
|
427 |
+
"text": [
|
428 |
+
"Epoch 1/20\n",
|
429 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0850 \n",
|
430 |
+
"Epoch 1: val_loss improved from inf to 0.07467, saving model to lstm_energy_01.keras\n",
|
431 |
+
"10/10 [==============================] - 7s 131ms/step - loss: 0.0791 - val_loss: 0.0747\n",
|
432 |
+
"Epoch 2/20\n",
|
433 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0487\n",
|
434 |
+
"Epoch 2: val_loss improved from 0.07467 to 0.03484, saving model to lstm_energy_01.keras\n",
|
435 |
+
"10/10 [==============================] - 0s 20ms/step - loss: 0.0419 - val_loss: 0.0348\n",
|
436 |
+
"Epoch 3/20\n",
|
437 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0262\n",
|
438 |
+
"Epoch 3: val_loss improved from 0.03484 to 0.02388, saving model to lstm_energy_01.keras\n",
|
439 |
+
"10/10 [==============================] - 0s 17ms/step - loss: 0.0241 - val_loss: 0.0239\n",
|
440 |
+
"Epoch 4/20\n",
|
441 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0180\n",
|
442 |
+
"Epoch 4: val_loss improved from 0.02388 to 0.02059, saving model to lstm_energy_01.keras\n",
|
443 |
+
"10/10 [==============================] - 0s 18ms/step - loss: 0.0174 - val_loss: 0.0206\n",
|
444 |
+
"Epoch 5/20\n",
|
445 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0134\n",
|
446 |
+
"Epoch 5: val_loss improved from 0.02059 to 0.01839, saving model to lstm_energy_01.keras\n",
|
447 |
+
"10/10 [==============================] - 0s 18ms/step - loss: 0.0130 - val_loss: 0.0184\n",
|
448 |
+
"Epoch 6/20\n",
|
449 |
+
" 8/10 [=======================>......] - ETA: 0s - loss: 0.0107\n",
|
450 |
+
"Epoch 6: val_loss did not improve from 0.01839\n",
|
451 |
+
"10/10 [==============================] - 0s 21ms/step - loss: 0.0106 - val_loss: 0.0255\n",
|
452 |
+
"Epoch 7/20\n",
|
453 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0090\n",
|
454 |
+
"Epoch 7: val_loss did not improve from 0.01839\n",
|
455 |
+
"10/10 [==============================] - 0s 14ms/step - loss: 0.0090 - val_loss: 0.0261\n",
|
456 |
+
"Epoch 8/20\n",
|
457 |
+
"10/10 [==============================] - ETA: 0s - loss: 0.0085\n",
|
458 |
+
"Epoch 8: val_loss did not improve from 0.01839\n",
|
459 |
+
"10/10 [==============================] - 0s 18ms/step - loss: 0.0085 - val_loss: 0.0197\n",
|
460 |
+
"Epoch 9/20\n",
|
461 |
+
" 9/10 [==========================>...] - ETA: 0s - loss: 0.0074\n",
|
462 |
+
"Epoch 9: val_loss improved from 0.01839 to 0.01687, saving model to lstm_energy_01.keras\n",
|
463 |
+
"10/10 [==============================] - 0s 22ms/step - loss: 0.0074 - val_loss: 0.0169\n",
|
464 |
+
"Epoch 10/20\n",
|
465 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0066\n",
|
466 |
+
"Epoch 10: val_loss did not improve from 0.01687\n",
|
467 |
+
"10/10 [==============================] - 0s 14ms/step - loss: 0.0068 - val_loss: 0.0171\n",
|
468 |
+
"Epoch 11/20\n",
|
469 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0063\n",
|
470 |
+
"Epoch 11: val_loss did not improve from 0.01687\n",
|
471 |
+
"10/10 [==============================] - 0s 14ms/step - loss: 0.0061 - val_loss: 0.0191\n",
|
472 |
+
"Epoch 12/20\n",
|
473 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0057\n",
|
474 |
+
"Epoch 12: val_loss improved from 0.01687 to 0.01678, saving model to lstm_energy_01.keras\n",
|
475 |
+
"10/10 [==============================] - 0s 18ms/step - loss: 0.0057 - val_loss: 0.0168\n",
|
476 |
+
"Epoch 13/20\n",
|
477 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0052\n",
|
478 |
+
"Epoch 13: val_loss did not improve from 0.01678\n",
|
479 |
+
"10/10 [==============================] - 0s 13ms/step - loss: 0.0058 - val_loss: 0.0206\n",
|
480 |
+
"Epoch 14/20\n",
|
481 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0058\n",
|
482 |
+
"Epoch 14: val_loss improved from 0.01678 to 0.01612, saving model to lstm_energy_01.keras\n",
|
483 |
+
"10/10 [==============================] - 0s 20ms/step - loss: 0.0062 - val_loss: 0.0161\n",
|
484 |
+
"Epoch 15/20\n",
|
485 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0061\n",
|
486 |
+
"Epoch 15: val_loss did not improve from 0.01612\n",
|
487 |
+
"10/10 [==============================] - 0s 14ms/step - loss: 0.0059 - val_loss: 0.0184\n",
|
488 |
+
"Epoch 16/20\n",
|
489 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0054\n",
|
490 |
+
"Epoch 16: val_loss improved from 0.01612 to 0.01561, saving model to lstm_energy_01.keras\n",
|
491 |
+
"10/10 [==============================] - 0s 17ms/step - loss: 0.0053 - val_loss: 0.0156\n",
|
492 |
+
"Epoch 17/20\n",
|
493 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0046\n",
|
494 |
+
"Epoch 17: val_loss did not improve from 0.01561\n",
|
495 |
+
"10/10 [==============================] - 0s 13ms/step - loss: 0.0048 - val_loss: 0.0166\n",
|
496 |
+
"Epoch 18/20\n",
|
497 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0054\n",
|
498 |
+
"Epoch 18: val_loss improved from 0.01561 to 0.01503, saving model to lstm_energy_01.keras\n",
|
499 |
+
"10/10 [==============================] - 0s 18ms/step - loss: 0.0052 - val_loss: 0.0150\n",
|
500 |
+
"Epoch 19/20\n",
|
501 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0050\n",
|
502 |
+
"Epoch 19: val_loss did not improve from 0.01503\n",
|
503 |
+
"10/10 [==============================] - 0s 13ms/step - loss: 0.0046 - val_loss: 0.0156\n",
|
504 |
+
"Epoch 20/20\n",
|
505 |
+
" 6/10 [=================>............] - ETA: 0s - loss: 0.0045\n",
|
506 |
+
"Epoch 20: val_loss did not improve from 0.01503\n",
|
507 |
+
"10/10 [==============================] - 0s 14ms/step - loss: 0.0045 - val_loss: 0.0153\n"
|
508 |
+
]
|
509 |
+
},
|
510 |
+
{
|
511 |
+
"data": {
|
512 |
+
"text/plain": [
|
513 |
+
"<keras.callbacks.History at 0x25e3a8cf640>"
|
514 |
+
]
|
515 |
+
},
|
516 |
+
"execution_count": 50,
|
517 |
+
"metadata": {},
|
518 |
+
"output_type": "execute_result"
|
519 |
+
}
|
520 |
+
],
|
521 |
+
"source": [
|
522 |
+
"train,test = traindataset,testdataset\n",
|
523 |
+
"steps_in_past = 7 \n",
|
524 |
+
"time_step = 24\n",
|
525 |
+
"no_inputs = 5\n",
|
526 |
+
"no_outputs = 2\n",
|
527 |
+
"def create_dataset(dataset,time_step):\n",
|
528 |
+
" x = [[] for _ in range(no_inputs)] \n",
|
529 |
+
" Y = [[] for _ in range(no_outputs)]\n",
|
530 |
+
" for i in range(steps_in_past, round(len(dataset)/24) - steps_in_past): # -time_step is to ensure that the Y value has enough values\n",
|
531 |
+
" for j in range(no_inputs):\n",
|
532 |
+
" x[j].append(dataset[(i-steps_in_past)*time_step:i*time_step, j])\n",
|
533 |
+
" for j in range(no_outputs):\n",
|
534 |
+
" Y[j].append(dataset[i*time_step:(i+1)*time_step, j]) \n",
|
535 |
+
" x = [np.array(feature_list) for feature_list in x]\n",
|
536 |
+
" x = np.stack(x,axis=1)\n",
|
537 |
+
" Y = [np.array(feature_list) for feature_list in Y] \n",
|
538 |
+
" Y = np.stack(Y,axis=1)\n",
|
539 |
+
" Y = np.reshape(Y, (Y.shape[0], time_step*no_outputs))\n",
|
540 |
+
" return x, Y\n",
|
541 |
+
"\n",
|
542 |
+
"\n",
|
543 |
+
"X_train, y_train = create_dataset(train, time_step)\n",
|
544 |
+
"X_test, y_test = create_dataset(test, time_step)\n",
|
545 |
+
"\n",
|
546 |
+
"model = create_model(X_train, time_step, no_outputs)\n",
|
547 |
+
"checkpoint_path = \"lstm_energy_01.keras\"\n",
|
548 |
+
"checkpoint_callback = ModelCheckpoint(filepath=checkpoint_path, monitor='val_loss', verbose=1, save_best_only=True, mode='min')\n",
|
549 |
+
"model.fit(X_train, y_train, validation_data=(X_test, y_test), epochs=20, batch_size=64, verbose=1, callbacks=[checkpoint_callback])"
|
550 |
+
]
|
551 |
+
},
|
552 |
+
{
|
553 |
+
"cell_type": "code",
|
554 |
+
"execution_count": null,
|
555 |
+
"metadata": {},
|
556 |
+
"outputs": [],
|
557 |
+
"source": []
|
558 |
+
},
|
559 |
{
|
560 |
"cell_type": "code",
|
561 |
"execution_count": null,
|
EnergyLSTM/lstm_energy_01.keras
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Binary file (574 kB)
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