-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathpredict.py
More file actions
268 lines (219 loc) · 12.4 KB
/
predict.py
File metadata and controls
268 lines (219 loc) · 12.4 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
from dataproc import DataProc
import numpy as np
import pandas as pd
from time import time
from tqdm import tqdm
from random import uniform
from sklearn.ensemble import RandomForestRegressor
from sklearn_extra.cluster import KMedoids, CLARA, CommonNNClustering
from sklearn.cluster import KMeans, AgglomerativeClustering, DBSCAN, SpectralClustering
from sklearn.decomposition import PCA
from sklearn.mixture import GaussianMixture
from sklearn.metrics import mean_absolute_error, mean_absolute_percentage_error, mean_squared_error
from sklearn.preprocessing import MinMaxScaler
from sklearn.svm import SVR
import torch
import torch.nn as nn
from torch.utils.data import DataLoader
import xgboost as xgb
# from tslearn.clustering import TimeSeriesKMeans, KShape
from dtaidistance import ed, dtw, dtw_ndim
from scipy.cluster.hierarchy import linkage, fcluster
class Predict:
def __init__(self, infer_target, pred_target):
self.infer_target = infer_target
self.pred_target = pred_target
total_list = ['elec','gas','water','hotwater','inferred','random']
self.exp_list = []
self.exp_list.append([i for i in total_list if i not in ['random', infer_target]]) # 4종 유추
self.exp_list.append([i for i in total_list if i not in ['inferred', infer_target]]) # 4종 랜덤
self.exp_list.append([i for i in total_list if i not in ['inferred', 'random']]) # 4종 실제
self.exp_list.append([i for i in total_list if i not in ['inferred', 'random', infer_target]]) # 3종
dp = DataProc(infer_target)
dp.preprocess()
self.region_A = dp.region_A
self.region_B = dp.region_B
total_region = dp.elec_total.columns
self.original_total = dp.original_total
self.energy_total = dp.energy_total
self.target_total = dp.target_total
self.target_cluster = dp.target_cluster
daterange = dp.elec_total.index
self.energy_A = pd.DataFrame(dp.original_total[0], index=daterange, columns=total_region)
self.energy_B = pd.DataFrame(dp.original_total[1], index=daterange, columns=total_region)
self.energy_C = pd.DataFrame(dp.original_total[2], index=daterange, columns=total_region)
self.train_index = dp.train_index
self.test_index = dp.test_index
def multi_DTW(self, start, end):
n_houses = e1.shape[1]
e1 = self.energy_total[0][start:end].T.reshape(n_houses,-1,1)
e2 = self.energy_total[1][start:end].T.reshape(n_houses,-1,1)
e3 = self.energy_total[2][start:end].T.reshape(n_houses,-1,1)
e1 = MinMaxScaler().fit_transform(e1)
e2 = MinMaxScaler().fit_transform(e2)
e3 = MinMaxScaler().fit_transform(e3)
data = np.c_[e1, e2, e3]
dist_matrix = [[dtw_ndim.distance(data[:,i],data[:,j]) for i in range(n_houses)] for j in range(n_houses)]
return dist_matrix
# data
def FDM(self, start, end, dist_model='euclidean'):
norm_list = []
for i in self.energy_total:
i = i[start:end]
# Replace NaN values with 0 (or any other desired value)
i[np.isnan(i)] = 0
n_houses = i.shape[1]
# DTW
if dist_model == 'dtw':
ds = dtw.distance_matrix_fast(i.T)
scaled_ds = MinMaxScaler().fit_transform(ds)
norm = pd.DataFrame(scaled_ds)
norm_list.append(norm)
# Euclidean
elif dist_model == 'euclidean':
fdm = i
rows = [[ed.distance(fdm[:,j],fdm[:,k]) for j in range(n_houses)] for k in range(n_houses)]
dist = np.array(rows)
dist = pd.DataFrame(dist)
norm = dist/dist.mean().mean()
norm_list.append(norm)
fdm = norm_list[0] + norm_list[1] + norm_list[2]
return fdm
def clustering(self, fdm, start, end):
n_clusters=5
kmeans = KMedoids(n_clusters=n_clusters, random_state=42, metric='precomputed').fit(fdm)
labels=kmeans.labels_
#각 클러스터의 중심으로 water 사용량 할당
target_test_result = pd.DataFrame(columns=self.region_B,index=self.target_total[start:end].index)
for j in range(n_clusters):
for k in list(set(self.region_B) & set(self.target_total.columns[labels==j])):
target_test_result[k] = self.target_total[list(set(self.region_A) & set(self.target_cluster.columns[labels==j]))][start:end].mean(axis=1)
#클러스터 구성요소가 B단지 1가구인 클러스터는 A단지 평균으로 할당
for k in set(target_test_result.columns) - set(target_test_result.dropna(axis=1).columns):
target_test_result[k] = self.target_total[self.region_A][start:end].mean(axis=1)
return target_test_result
def clustering_new(self, start, end, mode='kmeans'):
# 단순 concatenate
n_clusters=5
for n, i in enumerate(self.energy_total):
energy = i[start:end]
energy = MinMaxScaler().fit_transform(energy)
if n == 0:
data = energy
else:
data = np.r_[data, energy]
data = data.T
if mode == 'kmeans':
labels = KMeans(n_clusters=n_clusters, random_state=42).fit(data).labels_
elif mode == 'agglo':
labels = AgglomerativeClustering(n_clusters=n_clusters, linkage='ward').fit(data).labels_
# elif mode == 'tskmeans':
# labels = TimeSeriesKMeans(n_clusters=n_clusters, metric="dtw", random_state=42, n_jobs=-1).fit(data).labels_
# elif mode == 'kshape':
# labels = KShape(n_clusters=n_clusters, random_state=42).fit(data).labels_
elif mode == 'kmedoids':
labels = KMedoids(n_clusters=n_clusters, random_state=42, metric='euclidean').fit(data).labels_
elif mode == 'hierarchical':
Z = linkage(data, 'ward')
labels = fcluster(Z, n_clusters, criterion='maxclust')
#각 클러스터의 중심으로 water 사용량 할당
target_test_result = pd.DataFrame(columns=self.region_B,index=self.target_total[start:end].index)
for j in range(n_clusters):
for k in list(set(self.region_B) & set(self.target_total.columns[labels==j])):
target_test_result[k] = self.target_total[list(set(self.region_A) & set(self.target_cluster.columns[labels==j]))][start:end].mean(axis=1)
#클러스터 구성요소가 B단지 1가구인 클러스터는 A단지 평균으로 할당
for k in set(target_test_result.columns) - set(target_test_result.dropna(axis=1).columns):
target_test_result[k] = self.target_total[self.region_A][start:end].mean(axis=1)
return target_test_result
def clustering_self_supervised(self, method, clustering, start, end):
"""
method = gae or rae or tae
"""
idx = int((start - self.train_index)/14)
n_clusters = 5
path = '/root/workspace/AMI/InferProj'
if method == 'gae':
repr_file_name = f'h_r_{idx}_0'
else:
repr_file_name = f'arr_{idx}_0'
# arr_hidden = pd.read_csv(f'{path}/hidden/{method}_{self.infer_target}/{repr_file_name}.csv',index_col=0)
arr_hidden = pd.read_csv(f'{path}/hidden/{method}_{self.infer_target}_2/{repr_file_name}.csv',index_col=0)
pca = PCA(n_components=28*2, random_state=42)
arr_hidden_pca = pca.fit_transform(arr_hidden)
if clustering == 'kmedoids':
clusters = KMedoids(n_clusters=n_clusters, random_state=42).fit(arr_hidden_pca)
elif clustering == 'kmeans':
clusters = KMeans(n_clusters=n_clusters, n_init='auto', random_state=42).fit(arr_hidden_pca)
elif clustering == 'agglomerative':
clusters = AgglomerativeClustering(n_clusters=n_clusters).fit(arr_hidden_pca)
elif clustering == 'gmm':
gmm = GaussianMixture(n_components=n_clusters, random_state=42).fit(arr_hidden_pca)
clusters = type('GMMClusters', (object,), {'labels_': gmm.predict(arr_hidden_pca)})()
#각 클러스터의 중심으로 water 사용량 할당
labels = clusters.labels_
target_test_result = pd.DataFrame(columns=self.region_B,index=self.target_total[start:end].index)
for j in range(n_clusters):
for k in list(set(self.region_B) & set(self.target_total.columns[labels==j])):
target_test_result[k] = self.target_total[list(set(self.region_A) & set(self.target_cluster.columns[labels==j]))][start:end].mean(axis=1)
#클러스터 구성요소가 B단지 1가구인 클러스터는 A단지 평균으로 할당
for k in set(target_test_result.columns) - set(target_test_result.dropna(axis=1).columns):
target_test_result[k] = self.target_total[self.region_A][start:end].mean(axis=1)
return target_test_result
def predict(self, model='rf', dist='euclidean', rep_method='gae', cl_method='kmedoids'):
df_total_result = pd.DataFrame(columns=['4종 유추', '4종 랜덤', '4종 실제', '3종'])
repr = []
for week in range(1,6):
# 1주일 간격
t = 14*(week-1)
# 에너지별 실제값
cluster_A_sum = self.energy_A[self.region_B][self.train_index+t:self.test_index+t].sum(axis=1)
cluster_B_sum = self.energy_B[self.region_B][self.train_index+t:self.test_index+t].sum(axis=1)
cluster_C_sum = self.energy_C[self.region_B][self.train_index+t:self.test_index+t].sum(axis=1)
# 실제 타겟값
cluster_target_sum = self.target_total[self.region_B][self.train_index+t:self.test_index+t].sum(axis=1)
# 타겟값 유추
# if mode == 'kmedoids':
# fdm = self.FDM(self.train_index+t,self.test_index+t, dist)
# target_test_result = self.clustering(fdm, self.train_index+t,self.test_index+t)
# else:
target_test_result = self.clustering_self_supervised(rep_method, cl_method, self.train_index+t, self.test_index+t)
pred_target_sum = target_test_result.sum(axis=1)
pred_target_sum.index = cluster_target_sum.index
repr.append(pred_target_sum)
# 랜덤 유추값 생성
random_target_sum = []
for _ in range(56):
random_target_sum.append(uniform(5,40))
random_target_sum = pd.DataFrame(random_target_sum, index=pred_target_sum.index)
# 데이터프레임 생성
df = pd.concat([cluster_A_sum, cluster_B_sum, cluster_C_sum, cluster_target_sum, pred_target_sum, random_target_sum],axis=1)
df.columns = self.exp_list[3] + [self.infer_target] + ['inferred','random']
result_forecast_MAE = []
result_forecast_MAPE = []
for exp_list in self.exp_list:
X = df[exp_list]
y = df[[self.pred_target]].shift(-1)
# 학습 및 테스트 데이터 분리
train_size = int(len(X) * 0.7)
train_X, test_X = X[:train_size], X[train_size:-1]
train_y, test_y = y[:train_size], y[train_size:-1]
scaler = MinMaxScaler()
train_X = pd.DataFrame(scaler.fit_transform(train_X))
test_X = pd.DataFrame(scaler.transform(test_X))
if model == 'rf':
model = RandomForestRegressor(n_estimators=100, random_state=42)
elif model == 'svr':
model = SVR(kernel='rbf', C=1.0, epsilon=0.1)
elif model == 'xgb':
model = xgb.XGBRegressor(seed=42)
model.fit(train_X, train_y.values.ravel())
# 예측 수행
predictions = model.predict(test_X)
result_forecast_MAE.append(mean_absolute_error(test_y,predictions).round(3))
result_forecast_MAPE.append(mean_absolute_percentage_error(test_y,predictions).round(4))
df_result = pd.DataFrame(index=['MAE', 'MAPE'], columns=['4종 유추', '4종 랜덤', '4종 실제', '3종'])
df_result.loc['MAE'] = result_forecast_MAE
df_result.loc['MAPE'] = result_forecast_MAPE
df_total_result.loc[f'Week {week}~{week+3}'] = df_result.loc['MAE']
print(df_total_result)
return df_total_result, repr