# LSTM for international airline passengers problem with regression framing
import numpy
import matplotlib.pyplot as plt
from pandas import read_csv
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from sklearn.preprocessing import MinMaxScaler
numpy.random.seed(7)
# Configuarble time window, looks back 3 days to predict the next day
LOOK_BACK = 3
def load_dataset():
df = read_csv(
'https://raw.githubusercontent.com/lazyprogrammer/machine_learning_examples/master/airline/international-airline-passengers.csv',
usecols=[1], engine='python', skipfooter=3)
dataset = df.values
dataset = dataset.astype('float32')
# normalize the dataset
scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)
return dataset, scaler
def create_timeseries(dataset, look_back=1):
dataX, dataY = [], []
for i in range(len(dataset) - look_back - 1):
a = dataset[i:(i + look_back), 0]
dataX.append(a)
dataY.append(dataset[i + look_back, 0])
return numpy.array(dataX), numpy.array(dataY)
def create_test_train(dataset):
train_size = int(len(dataset) * 0.67)
test_size = len(dataset) - train_size
train, test = dataset[0:train_size, :], dataset[train_size:len(dataset), :]
# reshape into X=t and Y=t+1
trainX, trainY = create_timeseries(train, LOOK_BACK)
testX, testY = create_timeseries(test, LOOK_BACK)
# reshape input to be [samples, time steps, features]
trainX = numpy.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
testX = numpy.reshape(testX, (testX.shape[0], 1, testX.shape[1]))
return trainX, testX, trainY, testY
def plot_predictions(dataset, trainPredict, trainY, testPredict, testY):
trainPredictPlot = numpy.empty_like(dataset)
trainPredictPlot[:, :] = numpy.nan
trainPredictPlot[LOOK_BACK:len(trainPredict) + LOOK_BACK, :] = trainPredict
# shift test predictions for plotting
testPredictPlot = numpy.empty_like(dataset)
testPredictPlot[:, :] = numpy.nan
testPredictPlot[len(trainPredict) + (LOOK_BACK * 2) + 1:len(dataset) - 1, :] = testPredict
# plot baseline and predictions
plt.plot(scaler.inverse_transform(dataset))
plt.plot(trainPredictPlot)
plt.plot(testPredictPlot)
plt.show()
dataset, scaler = load_dataset()
trainX, testX, trainY, testY = create_test_train(dataset)
# create and fit the LSTM network
model = Sequential()
model.add(LSTM(4, input_shape=(1, LOOK_BACK)))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=25, batch_size=1, verbose=2)
trainPredict = model.predict(trainX)
testPredict = model.predict(testX)
# undo the normalization we did earlier
trainPredict = scaler.inverse_transform(trainPredict)
trainY = scaler.inverse_transform([trainY])
testPredict = scaler.inverse_transform(testPredict)
testY = scaler.inverse_transform([testY])
plot_predictions(dataset, trainPredict, trainY, testPredict, testY)