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local_sklearn
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@@ -0,0 +1,43 @@
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import pandas as pd
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import io
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from typing import Union
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def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
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"""Remove custom header metadata from the CSV file."""
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headers = []
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exist_startheader = False
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while line := stream.readline():
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if "-BEGIN HEADER-" in line and not exist_startheader:
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exist_startheader = True
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headers.append(str(line.strip()))
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elif "-END HEADER-" in line and exist_startheader:
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headers.append(str(line.strip()))
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break
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elif exist_startheader:
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headers.append(str(line.strip()))
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elif not exist_startheader:
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continue
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if not exist_startheader:
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stream.seek(0)
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return "", stream
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return "\n".join(headers), stream
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def load_weather_data(file_path: str) -> pd.DataFrame:
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"""Load weather data and preprocess the datetime index."""
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with open(file_path, "r", encoding="utf-8") as file:
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_, csv_file = cut_headers(file)
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data = pd.read_csv(csv_file, na_values=-999)
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# Convert YEAR, MO, DY to datetime index
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if all(col in data.columns for col in ("YEAR", "MO", "DY")):
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data["date"] = pd.to_datetime(
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{k: data[v] for v, k in zip(["YEAR", "MO", "DY"], ["year", "month", "day"])}
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)
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data.drop(columns=["YEAR", "MO", "DY"], inplace=True)
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data.set_index("date", inplace=True)
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data.dropna(inplace=True)
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data = data.asfreq("D") # Assumes regular daily data
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return data
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+10
-7
@@ -1,11 +1,12 @@
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import urllib.parse
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import urllib.request
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from datetime import datetime
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from global_config import DATA_FILE_NAME
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data_file = "hanoi_weather_data.csv"
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# Define parameters
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latitude, longitude = 21.04815477090267, 105.80123159165096 # lmao
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start_date = "1981-01-01"
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start_date = "1985-01-01"
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end_date = datetime.now().strftime("%Y-%m-%d") # Today's date
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# Define desired parameters
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@@ -17,8 +18,9 @@ end_date = datetime.now().strftime("%Y-%m-%d") # Today's date
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# WS10M MERRA-2 Wind Speed at 10 Meters (m/s)
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# WD10M MERRA-2 Wind Direction at 10 Meters (Degrees)
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# more at https://power.larc.nasa.gov/data-access-viewer/
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weather_params = ["QV2M"]
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weather_params = [
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"QV2M",
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]
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params = {
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"parameters": ",".join(weather_params),
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@@ -39,13 +41,14 @@ base_url = "https://power.larc.nasa.gov/api/temporal/daily/point"
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url = f"{base_url}?{query_string}"
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# Make the API request using urllib
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if __name__ == "__main__":
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try:
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with urllib.request.urlopen(url) as response:
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if response.status == 200:
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csv_data = response.read().decode("utf-8")
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with open(DATA_FILE_NAME, "w", encoding="utf-8") as file:
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csv_data = response.read()
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with open(data_file, "wb") as file:
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file.write(csv_data)
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print("Data successfully downloaded and saved to 'hanoi_weather_data.csv'.")
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print(f"Data successfully downloaded and saved to {data_file}.")
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else:
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print(f"Failed to retrieve data: HTTP Status Code {response.status}")
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except urllib.error.URLError as e:
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@@ -0,0 +1,28 @@
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"extracting the load data step from the notebook"
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import io
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# from itertools import islice
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from typing import Union
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def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
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headers = []
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exist_startheader = False
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while line := stream.readline():
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if "-BEGIN HEADER-" in line and not exist_startheader:
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exist_startheader = True
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headers.append(str(line.strip()))
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elif "-END HEADER-" in line and exist_startheader:
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headers.append(str(line.strip()))
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break
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elif exist_startheader:
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# print(f"{line = }")
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headers.append(str(line.strip()))
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elif not exist_startheader:
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continue
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if not exist_startheader:
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# If no headers are found, reset the stream and return
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stream.seek(0)
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return "", stream
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return "\n".join(headers), stream
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+2100
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Load diff
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from sklearn.model_selection import train_test_split
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import torch
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device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
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from sklearn.preprocessing import MinMaxScaler
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import numpy as np
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from load_data import load_this_data
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a = load_this_data()
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# time series forecasting
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scaler = MinMaxScaler()
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print(a.columns)
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scaled_data = scaler.fit_transform(a)
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def create_sequences(data, seq_length):
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"see this? return[0] is the big x and return[1] is the big y. and h(x) = y. and h(x) is the model."
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xs = []
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ys = []
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for i in range(len(data) - seq_length):
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x = data[i : (i + seq_length)]
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y = data[i + seq_length]
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xs.append(x)
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ys.append(y)
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return np.array(xs), np.array(ys)
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seq_length = 20
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X, y = create_sequences(scaled_data, seq_length)
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X_train, X_test, y_train, y_test = train_test_split(
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X, y, test_size=0.2, random_state=42
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)
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from torch.utils.data import TensorDataset, DataLoader
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X_train_tensor = torch.tensor(X_train, dtype=torch.float32)
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y_train_tensor = torch.tensor(y_train, dtype=torch.float32)
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train_dataset = TensorDataset(X_train_tensor, y_train_tensor)
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train_loader = DataLoader(train_dataset, batch_size=32, shuffle=True)
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import torch.nn as nn
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class LSTMModel(nn.Module):
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def __init__(self, input_size, hidden_size, num_layers, output_size):
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super(LSTMModel, self).__init__()
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self.hidden_size = hidden_size
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self.num_layers = num_layers
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self.lstm = nn.LSTM(input_size, hidden_size, num_layers, batch_first=True)
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self.fc = nn.Linear(hidden_size, output_size)
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def forward(self, x):
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h0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(device)
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c0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(device)
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out, _ = self.lstm(x, (h0, c0))
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out = self.fc(out[:, -1, :]) # Take the output from the last time step
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return out
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model = LSTMModel(
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input_size=X_train.shape[2],
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hidden_size=64,
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num_layers=2,
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output_size=y_train.shape[1],
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)
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model.to(device)
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criterion = nn.MSELoss()
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optimizer = torch.optim.Adam(model.parameters(), lr=0.001)
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train_losses = []
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val_losses = []
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for epoch in range(100):
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model.train()
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running_train_loss = 0.0
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# inputs, targets
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for batch_X, batch_y in train_loader:
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batch_X = batch_X.to(device)
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batch_y = batch_y.to(device)
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outputs = model(batch_X)
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loss = criterion(outputs, batch_y)
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optimizer.zero_grad()
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loss.backward()
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optimizer.step()
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running_train_loss += loss.item() * batch_X.size(0)
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if (epoch + 1) % 10 == 0:
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print(f"Epoch [{epoch+1}/100], Loss: {loss.item():.4f}")
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epoch_train_loss = running_train_loss / len(train_loader.dataset)
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train_losses.append(epoch_train_loss)
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model.eval()
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X_test_tensor = torch.tensor(X_test, dtype=torch.float32).to(device)
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y_test_tensor = torch.tensor(y_test, dtype=torch.float32).to(device)
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val_dataset = TensorDataset(X_test_tensor, y_test_tensor)
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val_loader = DataLoader(val_dataset, batch_size=64, shuffle=False)
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# with torch.no_grad():
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# running_val_loss = 0.0
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# predictions = model(X_test_tensor)
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# test_loss = criterion(predictions, y_test_tensor)
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# print(f"Test Loss: {test_loss.item():.4f}")
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running_val_loss = 0.0
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predictions = []
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with torch.no_grad():
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for inputs, targets in val_loader:
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inputs, targets = inputs.to(device), targets.to(device)
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outputs = model(inputs)
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loss = criterion(outputs, targets)
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running_val_loss += loss.item() * inputs.size(0)
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predictions.append(outputs.cpu().numpy()) # Collect all batches
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epoch_val_loss = running_val_loss / len(val_loader.dataset) # len(val_dataset)
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val_losses.append(epoch_val_loss)
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predictions = np.concatenate(predictions, axis=0)
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import matplotlib.pyplot as plt
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y_test_cpu = y_test_tensor.cpu().numpy()
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predictions_rescaled = scaler.inverse_transform(predictions)
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y_test_rescaled = scaler.inverse_transform(y_test_cpu)
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fig, (ax1, ax2) = plt.subplots(
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1, 2, figsize=(14, 5), gridspec_kw={"width_ratios": [1, 3]}
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)
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# Loss curve on the left
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ax1.plot(train_losses, label="Train Loss")
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ax1.plot(val_losses, label="Val Loss")
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ax1.set_title("Loss Curve")
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ax1.set_xlabel("Epoch")
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ax1.set_ylabel("Loss")
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ax1.legend()
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ax1.grid(True)
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# Prediction vs Actual on the right
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ax2.plot(y_test_rescaled, label="Actual")
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ax2.plot(predictions_rescaled, label="Predicted")
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ax2.set_title("Actual vs. Predicted")
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ax2.set_xlabel("Sample")
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ax2.set_ylabel("Value")
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ax2.legend()
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plt.tight_layout()
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plt.show()
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@@ -0,0 +1,185 @@
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import sys
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import numpy as np
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import pandas as pd
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import matplotlib.pyplot as plt
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import seaborn as sns
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import io
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from typing import Union
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from sklearn.metrics import mean_squared_error, r2_score
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from sklearn.preprocessing import MinMaxScaler
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from sklearn.model_selection import train_test_split
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from sklearn.linear_model import LinearRegression
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from statsmodels.tsa.ar_model import AutoReg
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# ==== LOAD & CLEAN DATA ====
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DATA_FILE_NAME = "hanoi_weather_data.csv"
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def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
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headers = []
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exist_startheader = False
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while line := stream.readline():
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if "-BEGIN HEADER-" in line and not exist_startheader:
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exist_startheader = True
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headers.append(str(line.strip()))
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elif "-END HEADER-" in line and exist_startheader:
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headers.append(str(line.strip()))
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break
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elif exist_startheader:
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headers.append(str(line.strip()))
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elif not exist_startheader:
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continue
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if not exist_startheader:
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stream.seek(0)
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return "", stream
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return "\n".join(headers), stream
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with open(DATA_FILE_NAME, "r", encoding="utf-8") as file:
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data_header, csv_file = cut_headers(file)
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data = pd.read_csv(csv_file, na_values=-999)
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if all(z in data.columns for z in ("YEAR", "MO", "DY")):
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data["date"] = pd.to_datetime(
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{k: data[v] for v, k in zip(["YEAR", "MO", "DY"], ["year", "month", "day"])}
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)
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data.drop(columns=["YEAR", "MO", "DY"], inplace=True)
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data.set_index("date", inplace=True)
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data.dropna(inplace=True)
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# ==== VISUALIZE CORRELATION ====
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plt.figure(figsize=(12, 8))
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sns.heatmap(data.corr(), annot=True, cmap="coolwarm")
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plt.title("Feature Correlation Heatmap")
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plt.show()
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# ==== SCALE DATA ====
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scaler = MinMaxScaler()
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scaled_data = scaler.fit_transform(data)
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# ==== CREATE SEQUENCES ====
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def create_sequences(data, seq_length):
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xs, ys = [], []
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for i in range(len(data) - seq_length):
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x = data[i:i + seq_length].flatten()
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y = data[i + seq_length]
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xs.append(x)
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ys.append(y)
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return np.array(xs), np.array(ys)
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seq_length = 50
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X, y = create_sequences(scaled_data, seq_length)
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# ==== SPLIT ====
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date_index = data.index[seq_length:]
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X_train, X_test, y_train, y_test, date_train, date_test = train_test_split(
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X, y, date_index, test_size=0.02, shuffle=False
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)
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# ==== TRAIN LINEAR REGRESSION ====
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model = LinearRegression()
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model.fit(X_train, y_train)
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predictions = model.predict(X_test)
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# ==== EVALUATION ====
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mse = mean_squared_error(y_test, predictions)
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r2 = r2_score(y_test, predictions)
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print(f"Test MSE: {mse:.4f}")
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print(f"Test R2: {r2:.4f}")
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print(f"Model Score: {model.score(X_test, y_test):.4f}")
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# ==== INVERSE TRANSFORM ====
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predictions_rescaled = scaler.inverse_transform(
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predictions.reshape(-1, data.shape[1])
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)
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y_test_rescaled = scaler.inverse_transform(
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y_test.reshape(-1, data.shape[1])
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)
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# ==== PLOTS ====
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# Actual vs Predicted with Real Dates
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plt.figure(figsize=(12, 6))
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plt.plot(date_test, y_test_rescaled[:, 0], label="Actual")
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plt.plot(date_test, predictions_rescaled[:, 0], label="Predicted")
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plt.title("Actual vs Predicted (First Feature)")
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plt.xlabel("Date")
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plt.ylabel("Original Scale")
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plt.xticks(rotation=45)
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plt.legend()
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plt.grid(True)
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plt.tight_layout()
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plt.show()
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# Residual Plot
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residuals = y_test[:, 0] - predictions[:, 0]
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plt.figure(figsize=(10, 4))
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plt.plot(date_test, residuals, label="Residuals")
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plt.hlines(0, 0, len(residuals), colors="red")
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plt.title("Residuals Over Time (First Feature)")
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plt.xlabel("Date")
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plt.ylabel("Error")
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plt.xticks(rotation=45)
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plt.legend()
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plt.tight_layout()
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plt.grid(True)
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plt.show()
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# Error Distribution
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errors = np.abs(y_test[:, 0] - predictions[:, 0])
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plt.hist(errors, bins=50)
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plt.title("Error Distribution (First Feature)")
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plt.xlabel("Absolute Error")
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plt.ylabel("Frequency")
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plt.grid(True)
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plt.show()
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# Scatter Plot
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plt.scatter(y_test[:, 0], predictions[:, 0], alpha=0.5)
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plt.plot([0, 1], [0, 1], "r--")
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plt.title("Predicted vs Actual (Normalized)")
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plt.xlabel("Actual")
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plt.ylabel("Predicted")
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plt.grid(True)
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plt.show()
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# ==== AUTOREGRESSION FORECAST ====
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target_column = data.columns[0]
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series = data[target_column]
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train_size = int(len(series) * 0.98)
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train_series = series[:train_size]
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test_series = series[train_size:]
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ar_model = AutoReg(train_series, lags=30).fit()
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ar_preds = ar_model.predict(start=len(train_series), end=len(series)-1)
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# Plot AR Forecast
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plt.figure(figsize=(12, 5))
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plt.plot(test_series.index, test_series, label="Actual")
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plt.plot(test_series.index, ar_preds, label="AR Forecast", linestyle="--")
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plt.title(f"AutoRegression Forecast - {target_column}")
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plt.xlabel("Date")
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plt.ylabel(target_column)
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plt.xticks(rotation=45)
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plt.legend()
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plt.grid(True)
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plt.tight_layout()
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plt.show()
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# ==== FUTURE FORECAST ====
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future_steps = 30
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||||
future_index = pd.date_range(start=series.index[-1], periods=future_steps+1, freq="D")[1:]
|
||||
future_forecast = ar_model.predict(start=len(series), end=len(series) + future_steps - 1)
|
||||
|
||||
plt.figure(figsize=(12, 5))
|
||||
plt.plot(series[-100:], label="Recent Data")
|
||||
plt.plot(future_index, future_forecast, label="Future Forecast", color="red")
|
||||
plt.title(f"{target_column} - 30 Day Forecast (AutoRegression)")
|
||||
plt.xlabel("Date")
|
||||
plt.ylabel(target_column)
|
||||
plt.xticks(rotation=45)
|
||||
plt.legend()
|
||||
plt.tight_layout()
|
||||
plt.grid(True)
|
||||
plt.show()
|
||||
@@ -0,0 +1,110 @@
|
||||
import sys
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from sklearn.metrics import r2_score
|
||||
from sklearn.preprocessing import MinMaxScaler
|
||||
from sklearn.model_selection import train_test_split
|
||||
from sklearn.linear_model import LinearRegression
|
||||
from sklearn.metrics import mean_squared_error
|
||||
import matplotlib.pyplot as plt
|
||||
# from global_config import DATA_FILE_NAME
|
||||
DATA_FILE_NAME = "hanoi_weather_data.csv"
|
||||
|
||||
# from load_data import cut_headers
|
||||
|
||||
import io
|
||||
|
||||
# from itertools import islice
|
||||
from typing import Union
|
||||
|
||||
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
|
||||
headers = []
|
||||
exist_startheader = False
|
||||
|
||||
while line := stream.readline():
|
||||
if "-BEGIN HEADER-" in line and not exist_startheader:
|
||||
exist_startheader = True
|
||||
headers.append(str(line.strip()))
|
||||
elif "-END HEADER-" in line and exist_startheader:
|
||||
headers.append(str(line.strip()))
|
||||
break
|
||||
elif exist_startheader:
|
||||
# print(f"{line = }")
|
||||
headers.append(str(line.strip()))
|
||||
elif not exist_startheader:
|
||||
continue
|
||||
if not exist_startheader:
|
||||
# If no headers are found, reset the stream and return
|
||||
stream.seek(0)
|
||||
return "", stream
|
||||
return "\n".join(headers), stream
|
||||
|
||||
# 1. Load data
|
||||
|
||||
with open(DATA_FILE_NAME, "r", encoding="utf-8") as file:
|
||||
data_header, csv_file = cut_headers(file)
|
||||
data = pd.read_csv(csv_file, na_values=-999)
|
||||
|
||||
if all(z in data.columns for z in ("YEAR", "MO", "DY")):
|
||||
data["date"] = pd.to_datetime(
|
||||
{k: data[v] for v, k in (zip(["YEAR", "MO", "DY"], ["year", "month", "day"]))}
|
||||
)
|
||||
data.drop(inplace=True, columns=["YEAR", "MO", "DY"])
|
||||
data.set_index(["date"], inplace=True)
|
||||
data.dropna(inplace=True)
|
||||
|
||||
# 2. Normalize data
|
||||
scaler = MinMaxScaler()
|
||||
print(data.columns)
|
||||
scaled_data = scaler.fit_transform(data)
|
||||
|
||||
|
||||
# 3. Create sequences for supervised learning
|
||||
def create_sequences(data, seq_length):
|
||||
xs, ys = [], []
|
||||
for i in range(len(data) - seq_length):
|
||||
x = data[i : i + seq_length].flatten()
|
||||
y = data[i + seq_length]
|
||||
xs.append(x)
|
||||
ys.append(y)
|
||||
return np.array(xs), np.array(ys)
|
||||
|
||||
|
||||
seq_length = 50
|
||||
X, y = create_sequences(scaled_data, seq_length)
|
||||
|
||||
# 4. Split into training and testing
|
||||
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.02)
|
||||
|
||||
# 5. Train linear regression model
|
||||
model = LinearRegression()
|
||||
model.fit(X_train, y_train)
|
||||
|
||||
# 6. Make predictions
|
||||
predictions = model.predict(X_test)
|
||||
|
||||
# 7. Evaluate performance
|
||||
mse = mean_squared_error(y_test, predictions)
|
||||
r2 = r2_score(y_test, predictions)
|
||||
|
||||
print(f"Test MSE: {mse:.4f}")
|
||||
print(f"Test r2: {r2:.4f}")
|
||||
|
||||
print(f"Score: {model.score(X_test, y_test)}")
|
||||
# 8. Inverse transform predictions
|
||||
predictions_rescaled = scaler.inverse_transform(predictions.reshape(-1, data.shape[1]))
|
||||
y_test_rescaled = scaler.inverse_transform(y_test.reshape(-1, data.shape[1]))
|
||||
|
||||
# 9. Plot results
|
||||
|
||||
# Loss bar
|
||||
|
||||
|
||||
# Prediction vs Actual
|
||||
plt.plot(y_test_rescaled, label="Actual")
|
||||
plt.plot(predictions_rescaled, label="Predicted")
|
||||
plt.title("Actual vs. Predicted")
|
||||
plt.xlabel("Sample")
|
||||
plt.ylabel("Value")
|
||||
plt.legend()
|
||||
plt.show()
|
||||
+10
-1465
File diff suppressed because it is too large.
Load diff
@@ -1,93 +0,0 @@
|
||||
"extracting the load data step from the notebook"
|
||||
|
||||
import io
|
||||
|
||||
# from itertools import islice
|
||||
from typing import Union
|
||||
|
||||
import pandas as pd
|
||||
|
||||
from global_config import DATA_FILE_NAME
|
||||
|
||||
|
||||
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
|
||||
headers = []
|
||||
exist_startheader = False
|
||||
|
||||
while line := stream.readline():
|
||||
if "-BEGIN HEADER-" in line and not exist_startheader:
|
||||
exist_startheader = True
|
||||
headers.append(str(line.strip()))
|
||||
elif "-END HEADER-" in line and exist_startheader:
|
||||
headers.append(str(line.strip()))
|
||||
break
|
||||
elif exist_startheader:
|
||||
# print(f"{line = }")
|
||||
headers.append(str(line.strip()))
|
||||
elif not exist_startheader:
|
||||
continue
|
||||
if not exist_startheader:
|
||||
# If no headers are found, reset the stream and return
|
||||
stream.seek(0)
|
||||
return "", stream
|
||||
return "\n".join(headers), stream
|
||||
|
||||
|
||||
# if __name__ == "__main__":
|
||||
# with open("hanoi_qv2m_latest.csv", "r", encoding="utf-8") as file:
|
||||
# header, file = cut_headers(file)
|
||||
# print("Extracted Header:")
|
||||
# print(header)
|
||||
# data = pd.read_csv(file)
|
||||
# print("\nFirst 5 Lines of Data:")
|
||||
# print(data.head())
|
||||
# print(data.isnull().sum())
|
||||
|
||||
|
||||
def load_data(
|
||||
weather_file_name, columns=["Year", "Month", "Day", "Humidity"].copy(), na=-999
|
||||
):
|
||||
with open(weather_file_name, "r", encoding="utf-8") as file:
|
||||
_header, file = cut_headers(file)
|
||||
data = pd.read_csv(file, na_values=na)
|
||||
# print(header)
|
||||
data.columns = columns
|
||||
return data
|
||||
|
||||
|
||||
def date_combine(data: pd.DataFrame):
|
||||
data["Date"] = pd.to_datetime(data[["Year", "Month", "Day"]])
|
||||
data = data.drop(columns=["Year", "Month", "Day"])
|
||||
data = data.set_index("Date")
|
||||
return data
|
||||
|
||||
|
||||
def validate_view(data: pd.DataFrame, verbose=False):
|
||||
if verbose:
|
||||
print(f"Shape with N/A values: {data.shape}")
|
||||
isn = data.isnull().sum().iloc[0]
|
||||
print(f"Count of N/A values: {isn}")
|
||||
data = data.dropna() # Drop the rows with missing values
|
||||
if verbose:
|
||||
isn = data.isnull().sum().iloc[0]
|
||||
print(f"Count after drop: {isn}")
|
||||
print(data.describe())
|
||||
return data
|
||||
|
||||
|
||||
def load_this_data(filename=DATA_FILE_NAME, verbose=False, *a):
|
||||
d = load_data(filename, *a)
|
||||
# if verbose:
|
||||
# print(d.columns)
|
||||
d = date_combine(d)
|
||||
# if verbose:
|
||||
# print(d.columns)
|
||||
d = validate_view(d, verbose)
|
||||
if verbose:
|
||||
print(d.head())
|
||||
# print(d.columns)
|
||||
return d
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
load_this_data(verbose=True)
|
||||
@@ -0,0 +1,71 @@
|
||||
# import pandas as pd
|
||||
from data_loader import load_weather_data
|
||||
from preprocessing import scale_data, create_sequences, inverse_scale
|
||||
from model_train import (
|
||||
train_linear_regression_gd,
|
||||
predict_linear_regression,
|
||||
evaluate_model,
|
||||
)
|
||||
from visualize import (
|
||||
plot_original_vs_scaled,
|
||||
plot_predictions,
|
||||
plot_residuals,
|
||||
plot_error_hist,
|
||||
plot_scatter,
|
||||
plot_loss_curve,
|
||||
plot_value_distribution,
|
||||
visualize_sequence_window,
|
||||
)
|
||||
from sklearn.model_selection import train_test_split
|
||||
|
||||
# Step 1: Load data
|
||||
data = load_weather_data("hanoi_weather_data.csv")
|
||||
|
||||
plot_value_distribution(data)
|
||||
|
||||
# Step 2: Preprocess (scale and sequence)
|
||||
scaled_data, scaler = scale_data(data)
|
||||
plot_original_vs_scaled(data, scaled_data)
|
||||
|
||||
seq_length = 50
|
||||
X, y = create_sequences(scaled_data, seq_length)
|
||||
|
||||
visualize_sequence_window(data["QV2M"], seq_length=10, start_idx=1000)
|
||||
|
||||
# Step 3: Train/test split
|
||||
date_index = data.index[seq_length:]
|
||||
X_train, X_test, y_train, y_test = train_test_split(
|
||||
X, y.reshape(-1), test_size=0.02, shuffle=False
|
||||
)
|
||||
date_train, date_test = train_test_split(date_index, test_size=0.02, shuffle=False)
|
||||
|
||||
# Step 4: Train model with gradient descent
|
||||
# import math
|
||||
# lr_schedule = lambda epoch: max(0.005, 0.01 * (1 + math.cos(epoch / 1000 * math.pi)) / 2)
|
||||
|
||||
theta, losses = train_linear_regression_gd(
|
||||
X_train,
|
||||
y_train,
|
||||
# lr_schedule=lr_schedule,
|
||||
n_epochs=10000,
|
||||
)
|
||||
|
||||
predictions = predict_linear_regression(X_test, theta)
|
||||
|
||||
# Step 5: Evaluate
|
||||
mse, r2 = evaluate_model(y_test, predictions)
|
||||
print(f"MSE: {mse:.4f}, R2: {r2:.4f}")
|
||||
|
||||
# Step 6: Rescale predictions
|
||||
y_test_rescaled = inverse_scale(y_test, scaler, data.shape[1])
|
||||
predictions_rescaled = inverse_scale(predictions, scaler, data.shape[1])
|
||||
|
||||
# Step 7: Visualize
|
||||
residuals = y_test - predictions
|
||||
errors = abs(residuals)
|
||||
|
||||
plot_predictions(date_test, y_test_rescaled, predictions_rescaled)
|
||||
plot_residuals(date_test.to_numpy(), residuals)
|
||||
plot_error_hist(errors)
|
||||
plot_scatter(y_test.reshape(-1, 1), predictions.reshape(-1, 1))
|
||||
plot_loss_curve(losses)
|
||||
@@ -0,0 +1,45 @@
|
||||
import numpy as np
|
||||
from sklearn.metrics import mean_squared_error, r2_score
|
||||
|
||||
|
||||
def train_linear_regression_gd(X_train, y_train, lr_schedule= lambda _e: 0.01, n_epochs=1000):
|
||||
"""
|
||||
Train linear regression model using batch gradient descent.
|
||||
|
||||
Returns:
|
||||
theta: learned weights
|
||||
losses: list of MSE loss per epoch
|
||||
"""
|
||||
m, n = X_train.shape
|
||||
X_b = np.hstack([np.ones((m, 1)), X_train])
|
||||
theta = np.zeros(n + 1)
|
||||
losses = []
|
||||
|
||||
for epoch in range(n_epochs):
|
||||
lr = lr_schedule(epoch)
|
||||
predictions = X_b @ theta
|
||||
errors = predictions - y_train
|
||||
gradients = (2 / m) * X_b.T @ errors
|
||||
gradients = np.clip(gradients, -1, 1) # gradient clipping
|
||||
theta -= lr * gradients
|
||||
loss = np.mean(errors ** 2)
|
||||
losses.append(loss)
|
||||
|
||||
if epoch % 1000 == 0:
|
||||
print(f"Epoch {epoch}: Loss = {loss:.6f}, LR: {lr:.6f}")
|
||||
|
||||
print(f"Final Loss: {losses[-1]:.6f}")
|
||||
return theta, losses
|
||||
|
||||
|
||||
def predict_linear_regression(X, theta):
|
||||
"""Predict using learned linear model."""
|
||||
X_b = np.hstack([np.ones((X.shape[0], 1)), X])
|
||||
return X_b @ theta
|
||||
|
||||
|
||||
def evaluate_model(y_true, y_pred):
|
||||
"""Evaluate using sklearn's built-in MSE and R² functions."""
|
||||
mse = mean_squared_error(y_true, y_pred)
|
||||
r2 = r2_score(y_true, y_pred)
|
||||
return mse, r2
|
||||
@@ -0,0 +1,26 @@
|
||||
import numpy as np
|
||||
from sklearn.preprocessing import MinMaxScaler
|
||||
from sklearn.model_selection import train_test_split
|
||||
|
||||
|
||||
def scale_data(data):
|
||||
"""Normalize the data using MinMaxScaler."""
|
||||
scaler = MinMaxScaler()
|
||||
scaled_data = scaler.fit_transform(data)
|
||||
return scaled_data, scaler
|
||||
|
||||
|
||||
def inverse_scale(scaled, scaler, n_features):
|
||||
"""Inverse transform using stored scaler."""
|
||||
return scaler.inverse_transform(scaled.reshape(-1, n_features))
|
||||
|
||||
|
||||
def create_sequences(data, seq_length):
|
||||
"""Transform the time series into overlapping sequences."""
|
||||
xs, ys = [], []
|
||||
for i in range(len(data) - seq_length):
|
||||
x = data[i : i + seq_length].flatten()
|
||||
y = data[i + seq_length]
|
||||
xs.append(x)
|
||||
ys.append(y)
|
||||
return np.array(xs), np.array(ys)
|
||||
+137
@@ -0,0 +1,137 @@
|
||||
import matplotlib.pyplot as plt
|
||||
import numpy as np
|
||||
|
||||
|
||||
def plot_predictions(date_test, y_test_rescaled, predictions_rescaled):
|
||||
plt.figure(figsize=(12, 6))
|
||||
plt.plot(date_test, y_test_rescaled[:, 0], label="Actual")
|
||||
plt.plot(date_test, predictions_rescaled[:, 0], label="Predicted")
|
||||
plt.title("Actual vs Predicted (First Feature)")
|
||||
plt.xlabel("Date")
|
||||
plt.ylabel("Value")
|
||||
plt.xticks(rotation=45)
|
||||
plt.legend()
|
||||
plt.tight_layout()
|
||||
plt.grid(True)
|
||||
plt.show()
|
||||
|
||||
|
||||
def plot_residuals(date_test, residuals):
|
||||
plt.figure(figsize=(10, 4))
|
||||
plt.plot(date_test, residuals, label="Residuals")
|
||||
plt.hlines(0, 0, len(residuals), colors="red")
|
||||
plt.xlim(date_test.min(), date_test.max())
|
||||
plt.title("Residuals Over Time")
|
||||
plt.xlabel("Date")
|
||||
plt.ylabel("Error")
|
||||
plt.xticks(rotation=45)
|
||||
plt.grid(True)
|
||||
plt.tight_layout()
|
||||
plt.legend()
|
||||
plt.show()
|
||||
|
||||
|
||||
def plot_error_hist(errors):
|
||||
plt.hist(errors, bins=50)
|
||||
plt.title("Error Distribution")
|
||||
plt.xlabel("Absolute Error")
|
||||
plt.ylabel("Frequency")
|
||||
plt.grid(True)
|
||||
plt.show()
|
||||
|
||||
|
||||
def plot_scatter(y_test, predictions):
|
||||
plt.scatter(y_test[:, 0], predictions[:, 0], alpha=0.5)
|
||||
plt.plot([0, 1], [0, 1], "r--")
|
||||
plt.title("Predicted vs Actual (Normalized)")
|
||||
plt.xlabel("Actual")
|
||||
plt.ylabel("Predicted")
|
||||
plt.grid(True)
|
||||
plt.show()
|
||||
|
||||
|
||||
def plot_loss_curve(losses):
|
||||
plt.plot(losses)
|
||||
plt.title("Training Loss Curve")
|
||||
plt.xlabel("Epoch")
|
||||
plt.ylabel("MSE Loss")
|
||||
plt.grid(True)
|
||||
plt.tight_layout()
|
||||
plt.show()
|
||||
|
||||
|
||||
def plot_original_vs_scaled(original_data, scaled_data, feature_names=None):
|
||||
"""
|
||||
Plot original and scaled data, aligned by date.
|
||||
"""
|
||||
if feature_names is None:
|
||||
feature_names = original_data.columns[:2]
|
||||
|
||||
dates = original_data.index # Grab the datetime index
|
||||
|
||||
fig, axs = plt.subplots(2, 1, figsize=(12, 6), sharex=True)
|
||||
|
||||
for col in feature_names:
|
||||
axs[0].plot(dates, original_data[col], label=f"Original {col}")
|
||||
axs[0].set_title("Original Data")
|
||||
axs[0].legend()
|
||||
axs[0].grid(True)
|
||||
|
||||
for i, col in enumerate(feature_names):
|
||||
col_index = original_data.columns.get_loc(col)
|
||||
axs[1].plot(dates, scaled_data[:, col_index], label=f"Scaled {col}")
|
||||
axs[1].set_title("Scaled Data (MinMaxScaler)")
|
||||
axs[1].legend()
|
||||
axs[1].grid(True)
|
||||
|
||||
plt.xlabel("Date")
|
||||
plt.tight_layout()
|
||||
plt.show()
|
||||
|
||||
|
||||
def plot_value_distribution(data):
|
||||
# import matplotlib.pyplot as plt
|
||||
|
||||
plt.figure(figsize=(8, 4))
|
||||
plt.hist(data.iloc[:, 0], bins=40, color="skyblue", edgecolor="black")
|
||||
plt.title("Distribution of Values")
|
||||
plt.xlabel(data.columns[0])
|
||||
plt.ylabel("Frequency")
|
||||
plt.grid(True)
|
||||
plt.tight_layout()
|
||||
plt.show()
|
||||
|
||||
|
||||
def visualize_sequence_window(series, seq_length=5, start_idx=0):
|
||||
"""
|
||||
Visualize how a sequence window is used to create X (input) and y (target).
|
||||
|
||||
Parameters:
|
||||
series (pd.Series or np.ndarray): 1D time series data
|
||||
seq_length (int): Length of input window
|
||||
start_idx (int): Where to start slicing from for demo
|
||||
"""
|
||||
if isinstance(series, np.ndarray):
|
||||
data = series
|
||||
else:
|
||||
data = series.to_numpy()
|
||||
|
||||
x_seq = data[start_idx:start_idx + seq_length]
|
||||
y_val = data[start_idx + seq_length]
|
||||
|
||||
full_seq = np.concatenate([x_seq, [y_val]])
|
||||
|
||||
plt.figure(figsize=(8, 3))
|
||||
plt.plot(range(start_idx, start_idx + seq_length + 1), full_seq, marker='o')
|
||||
plt.axvline(x=start_idx + seq_length - 0.5, linestyle="--", color="gray")
|
||||
|
||||
for i in range(seq_length):
|
||||
plt.text(start_idx + i, x_seq[i], f"x[{i}]", ha="center", va="bottom", fontsize=9)
|
||||
plt.text(start_idx + seq_length, y_val, "y", ha="center", va="bottom", color="red", fontsize=9)
|
||||
|
||||
plt.title(f"Sequence Window (seq_length={seq_length}) → Predict Next")
|
||||
plt.xlabel("Time Step")
|
||||
plt.ylabel("Value")
|
||||
plt.grid(True)
|
||||
plt.tight_layout()
|
||||
plt.show()
|
||||
Reference in new issue
Block a user