建议Time Series Data使用Generator,在Tutorial of Tensorflow Time Series Analysis中有详细说明。这种Generator 的代码如下所示:
class WindowGenerator():
def __init__(self, input_width, label_width, shift,
train_df=train_df, val_df=val_df, test_df=test_df,
label_columns=None):
# Store the raw data.
self.train_df = train_df
self.val_df = val_df
self.test_df = test_df
# Work out the label column indices.
self.label_columns = label_columns
if label_columns is not None:
self.label_columns_indices = {name: i for i, name in
enumerate(label_columns)}
self.column_indices = {name: i for i, name in
enumerate(train_df.columns)}
# Work out the window parameters.
self.input_width = input_width
self.label_width = label_width
self.shift = shift
self.total_window_size = input_width + shift
self.input_slice = slice(0, input_width)
self.input_indices = np.arange(self.total_window_size)[self.input_slice]
self.label_start = self.total_window_size - self.label_width
self.labels_slice = slice(self.label_start, None)
self.label_indices = np.arange(self.total_window_size)[self.labels_slice]
def __repr__(self):
return '\n'.join([
f'Total window size: {self.total_window_size}',
f'Input indices: {self.input_indices}',
f'Label indices: {self.label_indices}',
f'Label column name(s): {self.label_columns}'])
例如,如果您的 Data 是从 1960 年(1 月 1 日)到 2016 年(12 月 31 日),并且您想要 predict 2017 年整个二月的天气,请考虑过去2年的数据窗口,上述类的参数值如下所示:
input_width: 2 Years => 365 * 2 = 730
label_width: Entire Feb Month => 28
shift: We are not predicting from Jan 1st 2017 but are shifting by entire Month of Jan => 30
train_df, test_df, val_df => Self Explanatory
label_columns : Name of the Target Column