Edits history of script submission #6061 for ' Train RNN for time series prediction (prediction)'

• python3

  Edit in Windmill

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  # Import necessary libraries
  import torch
  import torch.nn as nn
  from typing import List
  
  
  # Define a simple RNN model for time series prediction
  class RNNModel(nn.Module):
      def __init__(
          self, input_size: int, hidden_size: int, output_size: int, num_layers: int
      ):
          super(RNNModel, self).__init__()
          self.hidden_size = hidden_size
          self.num_layers = num_layers
          self.rnn = nn.RNN(input_size, hidden_size, num_layers, batch_first=True)
          self.fc = nn.Linear(hidden_size, output_size)
  
      def forward(self, x):
          # Initialize hidden and cell states
          h0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size)
          # Forward propagate RNN
          out, _ = self.rnn(x, h0)
          # Pass the output of the last time step to the classifier
          out = self.fc(out[:, -1, :])
          return out
  
  
  def main(
      data: List[float], num_epochs: int = 100, learning_rate: float = 0.01
  ) -> List[float]:
      """
      Perform time series prediction using an RNN model.
  
      Parameters:
      - data: List[float], the time series data for training.
      - num_epochs: int, the number of epochs to train the model.
      - learning_rate: float, the learning rate for the optimizer.
  
      Returns:
      - predictions: List[float], the predicted values for the time series.
      """
      # Convert data to PyTorch tensors
      data_normalized = torch.FloatTensor(data).view(-1)
      # Define the model
      input_size = 1
      hidden_size = 64
      output_size = 1
      num_layers = 1
      model = RNNModel(input_size, hidden_size, output_size, num_layers)
      # Loss and optimizer
      criterion = nn.MSELoss()
      optimizer = torch.optim.Adam(model.parameters(), lr=learning_rate)
  
      # Train the model
      for epoch in range(num_epochs):
          for i in range(len(data_normalized) - 1):
              # Prepare data
              sequence = data_normalized[i : i + 1].view(-1, 1, 1)
              target = data_normalized[i + 1].view(-1)
              # Forward pass
              output = model(sequence)
              loss = criterion(output.view(-1), target)
              # Backward and optimize
              optimizer.zero_grad()
              loss.backward()
              optimizer.step()
  
          if (epoch + 1) % 10 == 0:
              print(f"Epoch [{epoch+1}/{num_epochs}], Loss: {loss.item():.4f}")
  
      # Predict (Here we use the last part of the data as a simple example)
      test_data = data_normalized[-1:].view(-1, 1, 1)
      with torch.no_grad():
          predictions = model(test_data).view(-1).tolist()
  
      return predictions
  

  Submitted by henri186 212 days ago