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2_1_3LMPredict.py
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# coding: utf-8
# In[2]:
# 2_1 某市财政收入预测模型
# 2_1_3 构建财政收入神经网络预测模型
import pandas as pd
import numpy as np
inputfile1 = '2_1_2_1greyPredict.xlsx'
data = pd.read_excel(inputfile1)
data # 1994到2013年间的各个影响因素的数据
feature = ['x1', 'x2', 'x3', 'x4', 'x5', 'x7'] # 特征所在列
# 准备模型数据
data_train = data.loc[range(1994,2014)].copy() # 取2014年前的数据建模
data_mean = data_train.mean()
data_std = data_train.std()
data_train = (data_train-data_mean)/data_std # 均值标准化
x_train = data_train[feature].as_matrix() # 特征数据
y_train = data_train['y'].as_matrix() # 标签数据
# In[3]:
# 利用神经网络建模
from keras.models import Sequential
from keras.layers.core import Dense, Activation
import time
start = time.clock()
# 输入层6节点、隐藏层12个节点
model = Sequential() # 建立模型
model.add(Dense(output_dim =12, input_dim=6)) # 添加输入层、隐藏层节点
# model.add(Dense(6,12)) # 添加输入层、隐藏层节点
model.add(Activation('relu')) # 使用relu作为激活函数，可以大幅度提高准确率
model.add(Dense(units=1, input_dim=12)) # 添加输出层节点
model.compile(loss = 'mean_squared_error', optimizer = 'adam') # 编译模型
model.fit(x_train, y_train, nb_epoch = 5000, batch_size=16) #训练模型，学习一万次
end = time.clock()
usetime = end-start
print '训练该模型耗时'+ str(usetime) +'s!'
model.save_weights('1_net.model') # 将该模型存储
# In[4]:
# 预测并还原结果
x = ((data[feature] - data_mean[feature])/data_std[feature]).as_matrix()
data[u'y_pred'] = model.predict(x) * data_std['y'] + data_mean['y']
#保存的表名命名格式为“2_1_3_1k此表功能名称”，是此小节生成的第1张表格，功能为revenue：财政收入预测结果
data.to_excel('2_1_3_1revenue.xlsx')
import matplotlib.pyplot as plt # 画出预测结果图
p = data[['y','y_pred']].plot(subplots = True, style=['b-o', 'r-*'])
plt.savefig('revenue.jpg')
plt.show()
# In[ ]: