回答編集履歴
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---
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とりあえず動くものを載せておくので参考にしてみてください。
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```python
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import pandas as pd
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import numpy as np
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import keras
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from keras.models import Sequential
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from keras.layers import LSTM, Dense, Activation, Dropout
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from keras.optimizers import Adagrad
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import matplotlib.pyplot as plt
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%matplotlib inline
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data = pd.read_csv('international-airline-passengers.csv', skipfooter=3)
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data = data.values[:, -1]
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data = data[1:] - data[:-1]
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inputdata = []
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target = []
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input_len = 5
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for i in range(0, len(data)-input_len):
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inputdata.append(data[i:i+input_len])
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target.append(data[i+input_len])
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from sklearn.model_selection import train_test_split
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X = np.array(inputdata).reshape(-1, input_len, 1)
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y = np.array(target).reshape(-1, 1)
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(train_X, test_X, train_y, test_y) = train_test_split(X, y, test_size=0.2, shuffle=False)
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n_in = 1
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n_hidden = 50
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n_out = 1
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model = Sequential()
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model.add(LSTM(n_hidden, input_shape=(input_len,n_in)))
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model.add(Dense(100, activation='relu'))
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model.add(Dropout(0.5))
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model.add(Dense(5, activation='relu'))
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model.add(Dense(100, activation='relu'))
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model.add(Dropout(0.5))
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model.add(Dense(n_out, activation='linear'))
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opt = Adagrad()
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model.compile(loss="mean_squared_error",optimizer=opt)
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model.fit(train_X, train_y, batch_size=len(X)//10, epochs=50, validation_data=(test_X, test_y))
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py = model.predict(train_X)
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py_ = model.predict(test_X)
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px = np.arange(predicted.shape[0])
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fig, ax = plt.subplots(dpi=200)
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ax.plot(y, label="original")
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ax.plot(px[:len(py)], py, label="predicted_train", color='orange')
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ax.plot(px[len(py):], py_, label="predicted_test", color='red')
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plt.legend()
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plt.grid()
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plt.show()
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```
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