[英]Split data set into train and test for time series analysis in python
[英]Split time series data into Train Test and Valid sets in Python
我正在做一個項目,在這個項目中,如果時間序列(例如 D1、D2),我結合了 2 個數據集。 D1
是5-minutes
間隔, D2
是1-minute
間隔,所以我將D1
轉換為 1 分鍾間隔並與D2
結合。 現在我想根據這些條件將這個新數據集D1D2
拆分為訓練集、測試集和有效集:
注意:我進行了很多搜索並嘗試找到解決我的問題的方法,但沒有任何答案適合我的問題,所以請不要將其標記為重復!
valid set
的最新值這是我現在進行拆分的方式:
def split_train_test(dataset, train_size, test_size):
train = dataset[:train_size, :]
test = dataset[test_size:, :]
# split into input and outputs
train_X, train_y = train[:, :-1], train[:, -1]
test_X, test_y = test[:, :-1], test[:, -1]
# reshape input to be 3D [samples, timesteps, features]
train_X = train_X.reshape((train_X.shape[0], 1, train_X.shape[1]))
test_X = test_X.reshape((test_X.shape[0], 1, test_X.shape[1]))
print(train_X.shape, train_y.shape, test_X.shape)
return train, test, train_X, train_y, test_X, test_y
但是現在我需要在上述條件的基礎上轉換成訓練、測試和拆分?
我怎樣才能做到這一點? 而且它是分割時間序列數據集的正確方法嗎?
嘗試這個:
valid_set = dataset.iloc[-60:, :]
test_set = dataset.iloc[-120:-60]
train_set = dataset.iloc[:-120]
概括:
def split_train_test(dataset, validation_size):
valid = dataset.iloc[-validation_size:, :]
train_test = dataset.iloc[:-validation_size)]
train_length = int(0.63 * len(train_test))
# split into input and outputs
train_X, train_y = train_test.iloc[:train_length, :-1], train_test.iloc[:train_length, -1]
test_X, test_y = train_test.iloc[train_length:, :-1], train_test.iloc[train_length:, -1]
valid_X, valid_y = valid.iloc[:, :-1], valid.iloc[:, -1]
return train_test, valid, train_X, train_y, test_X, test_y, valid_X, valid_y
您可以將 % 拆分率作為參數傳遞到 function 中,而不是像我一樣將其硬編碼到 function 中。
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