Python：使用灰色预测对数据进行预测

Posted 2022-11-30 方舟aark

灰色预测代码

# condig:utf-8
import torch as th
import numpy as np
class GM():
 
    def __init__(self):
        # 判断是否可用 gpu 编程 , 大量级计算使用GPU
        self._is_gpu = False  # th.cuda.is_available()
 
    def fit(self,dt:list or np.ndarray):
        self._df :th.Tensor = th.from_numpy(np.array(dt,dtype=np.float32))
 
        if self._is_gpu:
            self._df.cuda()
 
        self._n:int = len(self._df)
 
        self._x,self._max_value = self._sigmod(self._df)
 
        z:th.Tensor = self._next_to_mean(th.cumsum(self._x,dim=0))
 
        self.coef:th.Tensor = self._coefficient(self._x, z)
 
        del z
 
        self._x0:th.Tensor = self._x[0]
 
        self._pre:th.Tensor = self._pred()
 
    # 归一化
    def _sigmod(self,x:th.Tensor):
        _maxv:th.Tensor = th.max(x)
        return th.div(x,_maxv),_maxv
 
    # 计算紧邻均值数列
    def _next_to_mean(self, x_1:th.Tensor):
 
        z:th.Tensor = th.zeros(self._n-1)
        if self._is_gpu:
            z.cuda()
 
        for i in range(1,self._n):  # 下标从0开始，取不到最大值
            z[i - 1] = 0.5 * x_1[i] + 0.5 * x_1[i - 1]
 
        return z
 
    # 计算系数 a,b
    def _coefficient(self,x:th.Tensor,z:th.Tensor):
 
        B:th.Tensor = th.stack((-1*z, th.ones(self._n-1)),dim=1)
 
        Y:th.Tensor = th.tensor(x[1:],dtype=th.float32).reshape((-1,1))
 
        if self._is_gpu:
            B.cuda()
            Y.cuda()
 
        # 返回的是a和b的向量转置，第一个是a 第二个是b；
        return th.matmul(th.matmul(th.inverse(th.matmul(B.t(), B)), B.t()),Y)
 
 
    def _pred(self,start:int=1,end:int=0):
 
        les:int = self._n+end
 
        resut:th.Tensor = th.zeros(les)
 
        if self._is_gpu:
            resut.cuda()
 
        resut[0] = self._x0
 
        for i in range(start,les):
            resut[i] = (self._x0 - (self.coef[1] / self.coef[0])) * \\
                            (1 - th.exp(self.coef[0])) * th.exp(-1 * self.coef[0] * (i))
        del les
        return resut
 
    # 计算绝对误差
    def confidence(self):
        return round((th.sum(th.abs(th.div((self._x-self._pre),self._x)))/self._n).item(),4)
 
    # 预测个数，默认个数大于等于0，
    def predict(self,m:int=1,decimals:int=4):
 
        y_pred:th.Tensor = th.mul(self._pre,self._max_value)
 
        y_pred_ = th.zeros(1)
 
        if m<0:
            return "预测个数需大于等于0"
        elif m>0:
            y_pred_:th.Tensor = self._pred(self._n,m)[-m:].mul(self._max_value)
        else:
            if self._is_gpu:
                return list(map(lambda _: round(_, decimals), y_pred.cpu().numpy().tolist()))
            else:
                return list(map(lambda _:round(_,decimals),y_pred.numpy().tolist()))
 
        # cat 拼接 0 x水平拼接，1y垂直拼接
        result:th.Tensor = th.cat((y_pred,y_pred_),dim=0)
 
        del y_pred,y_pred_
 
        if self._is_gpu:
            return list(map(lambda _: round(_, decimals), result.cpu().numpy().tolist()))
 
        return list(map(lambda _:round(_,decimals),result.numpy().tolist()))
 
 
 
if __name__=="__main__":
    ls = np.arange(91,100,2)
    print(type(ls))
    # ls = list(range(91, 100, 2))
    gm = GM()
    gm.fit(ls)
    print(gm.confidence())
    print(ls)
    print(gm.predict(m=2))

经调试，建议代码中
“Y:th.Tensor = th.tensor(x[1:],dtype=th.float32).reshape((-1,1))”
改为
“Y: th.Tensor = th.as_tensor(x[1:], dtype=th.float32).reshape((-1, 1))”

例子

我们有以下两个数据（2017年全年数据）：

data1.csv

data2.csv

按机器ID分类，将其中商品为饮料和商品为非饮料的按月份提取出来，然后分别预测其在2018年1月的交易额。

代码如下：

# -*- coding: utf-8 -*-
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
import torch as th

def everyone(word1):
    data1 = pd.read_csv("../data/task1-1.csv".format(word1), encoding="gbk")
    data2 = pd.read_csv("../data/data2.csv", encoding="gbk")
    data2 = np.array(data2)
    data1['date'] = pd.DatetimeIndex(data1['支付时间'])

    def everymonth(word2):
        newData = data1[data1['date'].dt.month == word2]
        select = []
        for i1 in newData['商品']:
            for i2 in data2:
                if (i1 == i2[0]):
                    select.append(i2[1])
        newData = pd.DataFrame(newData)
        newData['种类'] = select
        data = np.array(newData)
        drink = 0
        noDrink = 0
        for k1 in data:
            # print(k1[-1])
            if(k1[-1] == "饮料"):
                drink = drink + k1[3]
            else:
                noDrink = noDrink + k1[3]
        return drink,noDrink

    res = []
    for i in range(1,13):
        res.append(everymonth(i))
    return res

def getMouth(word):
    drink = []
    noDrink = []
    for i in range(0,12):
        drink.append(word[i][0])
        noDrink.append(word[i][1])
    return drink,noDrink

class GM():

    def __init__(self):
        # 判断是否可用 gpu 编程 , 大量级计算使用GPU
        self._is_gpu = False  # th.cuda.is_available()

    def fit(self, dt: list or np.ndarray):
        self._df: th.Tensor = th.from_numpy(np.array(dt, dtype=np.float32))

        if self._is_gpu:
            self._df.cuda()

        self._n: int = len(self._df)

        self._x, self._max_value = self._sigmod(self._df)

        z: th.Tensor = self._next_to_mean(th.cumsum(self._x, dim=0))

        self.coef: th.Tensor = self._coefficient(self._x, z)

        del z

        self._x0: th.Tensor = self._x[0]

        self._pre: th.Tensor = self._pred()

    # 归一化
    def _sigmod(self, x: th.Tensor):
        _maxv: th.Tensor = th.max(x)
        return th.div(x, _maxv), _maxv

    # 计算紧邻均值数列
    def _next_to_mean(self, x_1: th.Tensor):

        z: th.Tensor = th.zeros(self._n - 1)
        if self._is_gpu:
            z.cuda()

        for i in range(1, self._n):  # 下标从0开始，取不到最大值
            z[i - 1] = 0.5 * x_1[i] + 0.5 * x_1[i - 1]

        return z

    # 计算系数 a,b
    def _coefficient(self, x: th.Tensor, z: th.Tensor):

        B: th.Tensor = th.stack((-1 * z, th.ones(self._n - 1)), dim=1)

        Y: th.Tensor = th.as_tensor(x[1:], dtype=th.float32).reshape((-1, 1))

        if self._is_gpu:
            B.cuda()
            Y.cuda()

        # 返回的是a和b的向量转置，第一个是a 第二个是b；
        return th.matmul(th.matmul(th.inverse(th.matmul(B.t(), B)), B.t()), Y)

    def _pred(self, start: int = 1, end: int = 0):

        les: int = self._n + end

        resut: th.Tensor = th.zeros(les)

        if self._is_gpu:
            resut.cuda()

        resut[0] = self._x0

        for i in range(start, les):
            resut[i] = (self._x0 - (self.coef[1] / self.coef[0])) * \\
                       (1 - th.exp(self.coef[0])) * th.exp(-1 * self.coef[0] * (i))
        del les
        return resut

    # 计算绝对误差
    def confidence(self):
        return round((th.sum(th.abs(th.div((self._x - self._pre), self._x))) / self._n).item(), 4)

    # 预测个数，默认个数大于等于0，
    def predict(self, m: int = 1, decimals: int = 4):

        y_pred: th.Tensor = th.mul(self._pre, self._max_value)

        y_pred_ = th.zeros(1)

        if m < 0:
            return "预测个数需大于等于0"
        elif m > 0:
            y_pred_: th.Tensor = self._pred(self._n, m)[-m:].mul(self._max_value)
        else:
            if self._is_gpu:
                return list(map(lambda _: round(_, decimals), y_pred.cpu().numpy().tolist()))
            else:
                return list(map(lambda _: round(_, decimals), y_pred.numpy().tolist()))

        # cat 拼接 0 x水平拼接，1y垂直拼接
        result: th.Tensor = th.cat((y_pred, y_pred_), dim=0)

        del y_pred, y_pred_

        if self._is_gpu:
            return list(map(lambda _: round(_, decimals), result.cpu().numpy().tolist()))

        return list(map(lambda _: round(_, decimals), result.numpy().tolist()))

def fit(word):
    ls = word[0]
    ls2 = word[1]
    gm = GM()
    gm.fit(ls)
    print('（饮料类）灰色预测（2018年1月交易额）：',gm.predict(m=1)[len(ls)],' ｜ 置信度：',gm.confidence(),' ｜ 原始数据：',ls)
    gm.fit(ls2)
    print('（非饮料类）灰色预测（2018年1月交易额）：',gm.predict(m=1)[len(ls)],' ｜ 置信度：',gm.confidence(),' ｜ 原始数据：',ls2)

def getRes(word):
    res = everyone(word)
    print('自动销售机：'.format(word))
    fit(getMouth(res))

if __name__ == '__main__':
    type = ['A','B','C','D','E']
    for i in range(python 实现 灰色预测 GM(1,1)模型 灰色系统 预测 灰色预测公式推导

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