Java 类名:com.alibaba.alink.operator.stream.timeseries.LSTNetPredictStreamOp
Python 类名:LSTNetPredictStreamOp
功能介绍
使用 LSTNet 进行时间序列训练和预测。
使用方式
参考文档 https://www.yuque.com/pinshu/alink_guide/xbp5ky
参数说明
| 名称 | 中文名称 | 描述 | 类型 | 是否必须? | 取值范围 | 默认值 | | —- | —- | —- | —- | —- | —- | —- |
| predictionCol | 预测结果列名 | 预测结果列名 | String | ✓ | | |
| valueCol | value列,类型为MTable | value列,类型为MTable | String | ✓ | 所选列类型为 [M_TABLE] | |
| modelFilePath | 模型的文件路径 | 模型的文件路径 | String | | | null |
| predictNum | 预测条数 | 预测条数 | Integer | | | 1 |
| predictionDetailCol | 预测详细信息列名 | 预测详细信息列名 | String | | | |
| reservedCols | 算法保留列名 | 算法保留列 | String[] | | | null |
| numThreads | 组件多线程线程个数 | 组件多线程线程个数 | Integer | | | 1 |
| modelStreamFilePath | 模型流的文件路径 | 模型流的文件路径 | String | | | null |
| modelStreamScanInterval | 扫描模型路径的时间间隔 | 描模型路径的时间间隔,单位秒 | Integer | | | 10 |
| modelStreamStartTime | 模型流的起始时间 | 模型流的起始时间。默认从当前时刻开始读。使用yyyy-mm-dd hh:mm:ss.fffffffff格式,详见Timestamp.valueOf(String s) | String | | | null |
代码示例
Python 代码
from pyalink.alink import *
import pandas as pd
useLocalEnv(1)
import time, datetime
import numpy as np
import pandas as pd
data = pd.DataFrame([
[0, datetime.datetime.fromisoformat("2021-11-01 00:00:00"), 100.0],
[0, datetime.datetime.fromisoformat("2021-11-02 00:00:00"), 200.0],
[0, datetime.datetime.fromisoformat("2021-11-03 00:00:00"), 300.0],
[0, datetime.datetime.fromisoformat("2021-11-04 00:00:00"), 400.0],
[0, datetime.datetime.fromisoformat("2021-11-06 00:00:00"), 500.0],
[0, datetime.datetime.fromisoformat("2021-11-07 00:00:00"), 600.0],
[0, datetime.datetime.fromisoformat("2021-11-08 00:00:00"), 700.0],
[0, datetime.datetime.fromisoformat("2021-11-09 00:00:00"), 800.0],
[0, datetime.datetime.fromisoformat("2021-11-10 00:00:00"), 900.0],
[0, datetime.datetime.fromisoformat("2021-11-11 00:00:00"), 800.0],
[0, datetime.datetime.fromisoformat("2021-11-12 00:00:00"), 700.0],
[0, datetime.datetime.fromisoformat("2021-11-13 00:00:00"), 600.0],
[0, datetime.datetime.fromisoformat("2021-11-14 00:00:00"), 500.0],
[0, datetime.datetime.fromisoformat("2021-11-15 00:00:00"), 400.0],
[0, datetime.datetime.fromisoformat("2021-11-16 00:00:00"), 300.0],
[0, datetime.datetime.fromisoformat("2021-11-17 00:00:00"), 200.0],
[0, datetime.datetime.fromisoformat("2021-11-18 00:00:00"), 100.0],
[0, datetime.datetime.fromisoformat("2021-11-19 00:00:00"), 200.0],
[0, datetime.datetime.fromisoformat("2021-11-20 00:00:00"), 300.0],
[0, datetime.datetime.fromisoformat("2021-11-21 00:00:00"), 400.0],
[0, datetime.datetime.fromisoformat("2021-11-22 00:00:00"), 500.0],
[0, datetime.datetime.fromisoformat("2021-11-23 00:00:00"), 600.0],
[0, datetime.datetime.fromisoformat("2021-11-24 00:00:00"), 700.0],
[0, datetime.datetime.fromisoformat("2021-11-25 00:00:00"), 800.0],
[0, datetime.datetime.fromisoformat("2021-11-26 00:00:00"), 900.0],
[0, datetime.datetime.fromisoformat("2021-11-27 00:00:00"), 800.0],
[0, datetime.datetime.fromisoformat("2021-11-28 00:00:00"), 700.0],
[0, datetime.datetime.fromisoformat("2021-11-29 00:00:00"), 600.0],
[0, datetime.datetime.fromisoformat("2021-11-30 00:00:00"), 500.0],
[0, datetime.datetime.fromisoformat("2021-12-01 00:00:00"), 400.0],
[0, datetime.datetime.fromisoformat("2021-12-02 00:00:00"), 300.0],
[0, datetime.datetime.fromisoformat("2021-12-03 00:00:00"), 200.0]
])
batch_source = dataframeToOperator(data, schemaStr='id int, ts timestamp, series double', op_type='batch')
stream_source = dataframeToOperator(data, schemaStr='id int, ts timestamp, series double', op_type='stream')
lstNetTrainBatchOp = LSTNetTrainBatchOp()\
.setTimeCol("ts")\
.setSelectedCol("series")\
.setNumEpochs(10)\
.setWindow(24)\
.setHorizon(1)\
.linkFrom(batch_source)
overCountWindowStreamOp = OverCountWindowStreamOp()\
.setClause("MTABLE_AGG_PRECEDING(ts, series) as mtable_agg_series")\
.setTimeCol("ts")\
.setPrecedingRows(24)
lstNetPredictStreamOp = LSTNetPredictStreamOp(lstNetTrainBatchOp)\
.setPredictNum(1)\
.setPredictionCol("pred")\
.setReservedCols([])\
.setValueCol("mtable_agg_series")
lstNetPredictStreamOp\
.linkFrom(
overCountWindowStreamOp\
.linkFrom(stream_source)\
.filter("ts = TO_TIMESTAMP('2021-12-03 00:00:00')")
)\
.print();
StreamOperator.execute();
Java 代码
import org.apache.flink.types.Row;
import com.alibaba.alink.operator.batch.BatchOperator;
import com.alibaba.alink.operator.batch.source.MemSourceBatchOp;
import com.alibaba.alink.operator.stream.StreamOperator;
import com.alibaba.alink.operator.stream.feature.OverCountWindowStreamOp;
import com.alibaba.alink.operator.stream.source.MemSourceStreamOp;
import com.alibaba.alink.operator.stream.timeseries.LSTNetPredictStreamOp;
import org.junit.Test;
import java.sql.Timestamp;
import java.util.Arrays;
import java.util.List;
public class LSTNetPredictStreamOpTest {
@Test
public void testLSTNetTrainBatchOp() throws Exception {
BatchOperator.setParallelism(1);
List <Row> data = Arrays.asList(
Row.of(0, Timestamp.valueOf("2021-11-01 00:00:00"), 100.0),
Row.of(0, Timestamp.valueOf("2021-11-02 00:00:00"), 200.0),
Row.of(0, Timestamp.valueOf("2021-11-03 00:00:00"), 300.0),
Row.of(0, Timestamp.valueOf("2021-11-04 00:00:00"), 400.0),
Row.of(0, Timestamp.valueOf("2021-11-06 00:00:00"), 500.0),
Row.of(0, Timestamp.valueOf("2021-11-07 00:00:00"), 600.0),
Row.of(0, Timestamp.valueOf("2021-11-08 00:00:00"), 700.0),
Row.of(0, Timestamp.valueOf("2021-11-09 00:00:00"), 800.0),
Row.of(0, Timestamp.valueOf("2021-11-10 00:00:00"), 900.0),
Row.of(0, Timestamp.valueOf("2021-11-11 00:00:00"), 800.0),
Row.of(0, Timestamp.valueOf("2021-11-12 00:00:00"), 700.0),
Row.of(0, Timestamp.valueOf("2021-11-13 00:00:00"), 600.0),
Row.of(0, Timestamp.valueOf("2021-11-14 00:00:00"), 500.0),
Row.of(0, Timestamp.valueOf("2021-11-15 00:00:00"), 400.0),
Row.of(0, Timestamp.valueOf("2021-11-16 00:00:00"), 300.0),
Row.of(0, Timestamp.valueOf("2021-11-17 00:00:00"), 200.0),
Row.of(0, Timestamp.valueOf("2021-11-18 00:00:00"), 100.0),
Row.of(0, Timestamp.valueOf("2021-11-19 00:00:00"), 200.0),
Row.of(0, Timestamp.valueOf("2021-11-20 00:00:00"), 300.0),
Row.of(0, Timestamp.valueOf("2021-11-21 00:00:00"), 400.0),
Row.of(0, Timestamp.valueOf("2021-11-22 00:00:00"), 500.0),
Row.of(0, Timestamp.valueOf("2021-11-23 00:00:00"), 600.0),
Row.of(0, Timestamp.valueOf("2021-11-24 00:00:00"), 700.0),
Row.of(0, Timestamp.valueOf("2021-11-25 00:00:00"), 800.0),
Row.of(0, Timestamp.valueOf("2021-11-26 00:00:00"), 900.0),
Row.of(0, Timestamp.valueOf("2021-11-27 00:00:00"), 800.0),
Row.of(0, Timestamp.valueOf("2021-11-28 00:00:00"), 700.0),
Row.of(0, Timestamp.valueOf("2021-11-29 00:00:00"), 600.0),
Row.of(0, Timestamp.valueOf("2021-11-30 00:00:00"), 500.0),
Row.of(0, Timestamp.valueOf("2021-12-01 00:00:00"), 400.0),
Row.of(0, Timestamp.valueOf("2021-12-02 00:00:00"), 300.0),
Row.of(0, Timestamp.valueOf("2021-12-03 00:00:00"), 200.0)
);
MemSourceBatchOp memSourceBatchOp = new MemSourceBatchOp(
data, "id int, ts timestamp, series double"
);
MemSourceStreamOp memSourceStreamOp = new MemSourceStreamOp(
data, "id int, ts timestamp, series double"
);
LSTNetTrainBatchOp lstNetTrainBatchOp = new LSTNetTrainBatchOp()
.setTimeCol("ts")
.setSelectedCol("series")
.setNumEpochs(10)
.setWindow(24)
.setHorizon(1)
.linkFrom(memSourceBatchOp);
OverCountWindowStreamOp overCountWindowStreamOp = new OverCountWindowStreamOp()
.setClause("MTABLE_AGG_PRECEDING(ts, series) as mtable_agg_series")
.setTimeCol("ts")
.setPrecedingRows(24);
LSTNetPredictStreamOp lstNetPredictStreamOp = new LSTNetPredictStreamOp(lstNetTrainBatchOp)
.setPredictNum(1)
.setPredictionCol("pred")
.setReservedCols()
.setValueCol("mtable_agg_series");
lstNetPredictStreamOp
.linkFrom(
overCountWindowStreamOp
.linkFrom(memSourceStreamOp)
.filter("ts = TO_TIMESTAMP('2021-12-03 00:00:00')")
)
.print();
StreamOperator.execute();
}
}
运行结果
| pred | | —- |
| {“data”:{“ts”:[“2021-12-04 00:00:00.0”],”series”:[441.76019287109375]},”schema”:”ts TIMESTAMP,series DOUBLE”} |