python構(gòu)建指數(shù)平滑預(yù)測(cè)模型示例

#year time_id number
1994 1 10
1995 2 3
1996 3 27
1997 4 13
1998 5 12
1999 6 13
2000 7 14
2001 8 23
2002 9 32
2003 10 30
2004 11 36
2005 12 40
2006 13 58
2007 14 51
2008 15 73
2009 16 80
2010 17 106
2011 18 127
2012 19 135
2013 20 161
2014 21 149
2015 22 142

# -*- coding: utf-8 -*-
# @Date  : 2017-04-11 21:27:00
# @Author : Alan Lau (rlalan@outlook.com)
# @Language : Python3.5

import numpy as np
from matplotlib import pyplot as plt

#指數(shù)平滑公式
def exponential_smoothing(alpha, s):
 s2 = np.zeros(s.shape)
 s2[0] = s[0]
 for i in range(1, len(s2)):
  s2[i] = alpha*s[i]+(1-alpha)*s2[i-1]
 return s2

#繪制預(yù)測(cè)曲線
def show_data(new_year, pre_year, data, s_pre_double, s_pre_triple):
 year, time_id, number = data.T

 plt.figure(figsize=(14, 6), dpi=80)#設(shè)置繪圖區(qū)域的大小和像素
 plt.plot(year, number, color='blue', label="actual value")#將實(shí)際值的折線設(shè)置為藍(lán)色
 plt.plot(new_year[1:], s_pre_double[2:],color='red', label="double predicted value")#將二次指數(shù)平滑法計(jì)算的預(yù)測(cè)值的折線設(shè)置為紅色
 plt.plot(new_year[1:], s_pre_triple[2:],color='green', label="triple predicted value")#將三次指數(shù)平滑法計(jì)算的預(yù)測(cè)值的折線設(shè)置為綠色
 plt.legend(loc='lower right')#顯示圖例的位置，這里為右下方
 plt.title('Projects')
 plt.xlabel('year')#x軸標(biāo)簽
 plt.ylabel('number')#y軸標(biāo)簽
 plt.xticks(new_year)#設(shè)置x軸的刻度線為new_year
 plt.show()


def main():
 alpha = .70#設(shè)置alphe，即平滑系數(shù)
 pre_year = np.array([2016, 2017])#將需要預(yù)測(cè)的兩年存入numpy的array對(duì)象里
 data_path = r'data1.txt'#設(shè)置數(shù)據(jù)路徑
 data = np.loadtxt(data_path)#用numpy讀取數(shù)據(jù)
 year, time_id, number = data.T#將數(shù)據(jù)分別賦值給year, time_id, number
 initial_line = np.array([0, 0, number[0]])#初始化，由于平滑指數(shù)是根據(jù)上一期的數(shù)值進(jìn)行預(yù)測(cè)的，原始數(shù)據(jù)中的最早數(shù)據(jù)為1995，沒(méi)有1994年的數(shù)據(jù)，這里定義1994年的數(shù)據(jù)和1995年數(shù)據(jù)相同
 initial_data = np.insert(data, 0, values=initial_line, axis=0)#插入初始化數(shù)據(jù)
 initial_year, initial_time_id, initial_number = initial_data.T#插入初始化年

 s_single = exponential_smoothing(alpha, initial_number)#計(jì)算一次指數(shù)平滑
 s_double = exponential_smoothing(alpha, s_single)#計(jì)算二次平滑字?jǐn)?shù)，二次平滑指數(shù)是在一次指數(shù)平滑的基礎(chǔ)上進(jìn)行的，三次指數(shù)平滑以此類推

 a_double = 2*s_single-s_double#計(jì)算二次指數(shù)平滑的a
 b_double = (alpha/(1-alpha))*(s_single-s_double)#計(jì)算二次指數(shù)平滑的b
 s_pre_double = np.zeros(s_double.shape)#建立預(yù)測(cè)軸
 for i in range(1, len(initial_time_id)):
  s_pre_double[i] = a_double[i-1]+b_double[i-1]#循環(huán)計(jì)算每一年的二次指數(shù)平滑法的預(yù)測(cè)值，下面三次指數(shù)平滑法原理相同
 pre_next_year = a_double[-1]+b_double[-1]*1#預(yù)測(cè)下一年
 pre_next_two_year = a_double[-1]+b_double[-1]*2#預(yù)測(cè)下兩年
 insert_year = np.array([pre_next_year, pre_next_two_year])
 s_pre_double = np.insert(s_pre_double, len(s_pre_double), values=np.array([pre_next_year, pre_next_two_year]), axis=0)#組合預(yù)測(cè)值

 s_triple = exponential_smoothing(alpha, s_double)

 a_triple = 3*s_single-3*s_double+s_triple
 b_triple = (alpha/(2*((1-alpha)**2)))*((6-5*alpha)*s_single -2*((5-4*alpha)*s_double)+(4-3*alpha)*s_triple)
 c_triple = ((alpha**2)/(2*((1-alpha)**2)))*(s_single-2*s_double+s_triple)

 s_pre_triple = np.zeros(s_triple.shape)

 for i in range(1, len(initial_time_id)):
  s_pre_triple[i] = a_triple[i-1]+b_triple[i-1]*1 + c_triple[i-1]*(1**2)

 pre_next_year = a_triple[-1]+b_triple[-1]*1 + c_triple[-1]*(1**2)
 pre_next_two_year = a_triple[-1]+b_triple[-1]*2 + c_triple[-1]*(2**2)
 insert_year = np.array([pre_next_year, pre_next_two_year])
 s_pre_triple = np.insert(s_pre_triple, len(s_pre_triple), values=np.array([pre_next_year, pre_next_two_year]), axis=0)

 new_year = np.insert(year, len(year), values=pre_year, axis=0)
 output = np.array([new_year, s_pre_double, s_pre_triple])
 print(output)
 show_data(new_year, pre_year, data, s_pre_double, s_pre_triple)#傳入預(yù)測(cè)值和數(shù)據(jù)


if __name__ == '__main__':
 main()