# pylint: disable=C0103, C0116, W0621, E0401, W0104, W0105, R0913, E1136, W0612, E0102, C0301, W0611, C0411, W0311, W0404, E0602, C0326, C0330, W0106, C0412 # -*- coding: utf-8 -*- """stacked_LSTM_Correlation.ipynb Automatically generated by Colaboratory. Original file is located at https://colab.research.google.com/drive/1x8vGD105bcSgNTyC2sx0C3ixUsVPvDQ4 Contributors: **Rohit Singh Rathaur, Girish L.** Copyright [2021](2021) [*Rohit Singh Rathaur, BIT Mesra and Girish L., CIT GUBBI, Karnataka*] Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. """ from keras.layers import Activation, Dense, Dropout import seaborn as sns import os import numpy as np import pandas as pd import matplotlib as mpl import matplotlib.pyplot as plt import tensorflow as tf from google.colab import drive drive.mount('/gdrive') # Importing libraries df_Ellis = pd.read_csv( "/gdrive/MyDrive/LFN Anuket/Analysis/data/Final/Ellis_FinalTwoConditionwithOR.csv") df_Ellis df_Ellis.plot() # we show here the hist df_Ellis.hist(bins=100, figsize=(20, 15)) # save_fig("attribute_histogram_plots") plt.show() cpu_system_perc = df_Ellis[['ellis-cpu.system_perc']] cpu_system_perc.rolling(12).mean().plot( figsize=(20, 10), linewidth=5, fontsize=20) plt.xlabel('Timestamp', fontsize=30) load_avg_1_min = df_Ellis[['ellis-load.avg_1_min']] load_avg_1_min.rolling(12).mean().plot( figsize=(20, 10), linewidth=5, fontsize=20) plt.xlabel('Timestamp', fontsize=30) cpu_wait_perc = df_Ellis[['ellis-cpu.wait_perc']] cpu_wait_perc.rolling(12).mean().plot( figsize=(20, 10), linewidth=5, fontsize=20) plt.xlabel('Year', fontsize=30) df_dg = pd.concat([cpu_system_perc.rolling(12).mean(), load_avg_1_min.rolling( 12).mean(), cpu_wait_perc.rolling(12).mean()], axis=1) df_dg.plot(figsize=(20, 10), linewidth=5, fontsize=20) plt.xlabel('Year', fontsize=20) # we establish the corrmartrice color = sns.color_palette() sns.set_style('darkgrid') correaltionMatrice = df_Ellis.corr() f, ax = plt.subplots(figsize=(20, 10)) sns.heatmap( correaltionMatrice, cbar=True, vmin=0, vmax=1, square=True, annot=True) plt.show() df_Ellis.corrwith(df_Ellis['ellis-load.avg_1_min']) # using multivariate feature features_3 = [ 'ellis-cpu.wait_perc', 'ellis-load.avg_1_min', 'ellis-net.in_bytes_sec', 'Label'] features = df_Ellis[features_3] features.index = df_Ellis['Timestamp'] features.head() features.plot(subplots=True) features = features.values # standardize data train_split = 141600 tf.random.set_seed(13) # standardize data features_mean = features[:train_split].mean() features_std = features[:train_split].std() features = (features - features_mean) / features_std print(type(features)) print(features.shape) # create mutlivariate data def mutlivariate_data( features, target, start_idx, end_idx, history_size, target_size, step, single_step=False): data = [] labels = [] start_idx = start_idx + history_size if end_idx is None: end_idx = len(features) - target_size for i in range(start_idx, end_idx): idxs = range(i - history_size, i, step) # using step data.append(features[idxs]) if single_step: labels.append(target[i + target_size]) else: labels.append(target[i:i + target_size]) return np.array(data), np.array(labels) # generate multivariate data history = 720 future_target = 72 STEP = 6 x_train_ss, y_train_ss = mutlivariate_data( features, features[:, 1], 0, train_split, history, future_target, STEP, single_step=True) x_val_ss, y_val_ss = mutlivariate_data(features, features[:, 1], train_split, None, history, future_target, STEP, single_step=True) print(x_train_ss.shape, y_train_ss.shape) print(x_val_ss.shape, y_val_ss.shape) # tensorflow dataset batch_size = 256 buffer_size = 10000 train_ss = tf.data.Dataset.from_tensor_slices((x_train_ss, y_train_ss)) train_ss = train_ss.cache().shuffle(buffer_size).batch(batch_size).repeat() val_ss = tf.data.Dataset.from_tensor_slices((x_val_ss, y_val_ss)) val_ss = val_ss.cache().shuffle(buffer_size).batch(batch_size).repeat() print(train_ss) print(val_ss) def root_mean_squared_error(y_true, y_pred): return K.sqrt(K.mean(K.square(y_pred - y_true))) """## Why Increase Depth? Stacking LSTM hidden layers makes the model deeper, more accurately earning the description as a deep learning technique. It is the depth of neural networks that is generally attributed to the success of the approach on a wide range of challenging prediction problems. As Stacked LSTMs are now a stable technique for challenging sequence prediction problems. A Stacked LSTM architecture is defined as an LSTM model comprised of multiple LSTM layers. An LSTM layer above provides a sequence output rather than a single value output to the LSTM layer below. Specifically, one output per input time step, rather than one output time step for all input time steps. We created Stacked LSTM model using Keras which is a Python deep learning library. """ # Modelling using LSTM steps = 50 EPOCHS = 20 single_step_model = tf.keras.models.Sequential() single_step_model.add(tf.keras.layers.LSTM( 32, return_sequences=True, input_shape=x_train_ss.shape[-2:])) single_step_model.add(tf.keras.layers.Dropout(0.3)) single_step_model.add(tf.keras.layers.LSTM(units=100, return_sequences=False)) single_step_model.add(tf.keras.layers.Dropout(0.2)) #model.add(Dense(units=1, activation='relu')) single_step_model.add(tf.keras.layers.Activation("relu")) single_step_model.add(tf.keras.layers.Dense(1)) single_step_model.compile( optimizer=tf.keras.optimizers.Adam(), loss='mae', metrics=[ tf.keras.metrics.RootMeanSquaredError( name='rmse')]) #single_step_model.compile(loss='mse', optimizer='rmsprop') single_step_model_history = single_step_model.fit( train_ss, epochs=EPOCHS, steps_per_epoch=steps, validation_data=val_ss, validation_steps=50) single_step_model.summary() # plot train test loss def plot_loss(history, title): loss = history.history['loss'] val_loss = history.history['val_loss'] epochs = range(len(loss)) plt.figure() plt.plot(epochs, loss, 'b', label='Train Loss') plt.plot(epochs, val_loss, 'r', label='Validation Loss') plt.title(title) plt.legend() plt.grid() plt.show() plot_loss(single_step_model_history, 'Single Step Training and validation loss') # plot train test loss def plot_loss(history, title): loss = history.history['rmse'] val_loss = history.history['val_rmse'] epochs = range(len(loss)) plt.figure() plt.plot(epochs, loss, 'b', label='Train RMSE') plt.plot(epochs, val_loss, 'r', label='Validation RMSE') plt.title(title) plt.legend() plt.grid() plt.show() plot_loss(single_step_model_history, 'Single Step Training and validation loss') # fucntion to create time steps def create_time_steps(length): return list(range(-length, 0)) # function to plot time series data def plot_time_series(plot_data, delta, title): labels = ["History", 'True Future', 'Model Predcited'] marker = ['.-', 'rx', 'go'] time_steps = create_time_steps(plot_data[0].shape[0]) if delta: future = delta else: future = 0 plt.title(title) for i, x in enumerate(plot_data): if i: plt.plot( future, plot_data[i], marker[i], markersize=10, label=labels[i]) else: plt.plot( time_steps, plot_data[i].flatten(), marker[i], label=labels[i]) plt.legend() plt.xlim([time_steps[0], (future + 5) * 2]) plt.xlabel('Time_Step') return plt # Moving window average def MWA(history): return np.mean(history) # plot time series and predicted values for x, y in val_ss.take(5): plot = plot_time_series([x[0][:, 1].numpy(), y[0].numpy(), single_step_model.predict(x)[0]], 12, 'Single Step Prediction') plot.show() """# **MultiStep Forcasting**""" future_target = 72 # 72 future values x_train_multi, y_train_multi = mutlivariate_data(features, features[:, 1], 0, train_split, history, future_target, STEP) x_val_multi, y_val_multi = mutlivariate_data(features, features[:, 1], train_split, None, history, future_target, STEP) print(x_train_multi.shape) print(y_train_multi.shape) # TF DATASET train_data_multi = tf.data.Dataset.from_tensor_slices( (x_train_multi, y_train_multi)) train_data_multi = train_data_multi.cache().shuffle( buffer_size).batch(batch_size).repeat() val_data_multi = tf.data.Dataset.from_tensor_slices((x_val_multi, y_val_multi)) val_data_multi = val_data_multi.batch(batch_size).repeat() print(train_data_multi) print(val_data_multi) # plotting function def multi_step_plot(history, true_future, prediction): plt.figure(figsize=(12, 6)) num_in = create_time_steps(len(history)) num_out = len(true_future) plt.grid() plt.plot(num_in, np.array(history[:, 1]), label='History') plt.plot(np.arange(num_out) / STEP, np.array(true_future), 'bo', label='True Future') if prediction.any(): plt.plot(np.arange(num_out) / STEP, np.array(prediction), 'ro', label='Predicted Future') plt.legend(loc='upper left') plt.show() for x, y in train_data_multi.take(1): multi_step_plot(x[0], y[0], np.array([0])) multi_step_model = tf.keras.models.Sequential() multi_step_model.add(tf.keras.layers.LSTM( 32, return_sequences=True, input_shape=x_train_multi.shape[-2:])) multi_step_model.add(tf.keras.layers.Dropout(0.2)) multi_step_model.add(tf.keras.layers.LSTM(units=100, return_sequences=False)) multi_step_model.add(tf.keras.layers.Dropout(0.2)) #model.add(Dense(units=1, activation='relu')) multi_step_model.add(tf.keras.layers.Activation("relu")) # aDD dropout layer (0.3) multi_step_model.add(tf.keras.layers.Dense(72)) # for 72 outputs multi_step_model.compile( optimizer=tf.keras.optimizers.RMSprop( clipvalue=1.0), loss='mae', metrics=[ tf.keras.metrics.RootMeanSquaredError( name='rmse')]) multi_step_history = multi_step_model.fit(train_data_multi, epochs=EPOCHS, steps_per_epoch=steps, validation_data=val_data_multi, validation_steps=50) plot_loss(multi_step_history, 'Multi-Step Training and validation loss') for x, y in val_data_multi.take(5): multi_step_plot(x[0], y[0], multi_step_model.predict(x)[0]) scores = multi_step_model.evaluate( x_train_multi, y_train_multi, verbose=1, batch_size=200) print('MAE: {}'.format(scores[1])) scores_test = multi_step_model.evaluate( x_val_multi, y_val_multi, verbose=1, batch_size=200) print('MAE: {}'.format(scores[1])) y_pred_test = multi_step_model.predict(x_val_multi, verbose=0) plt.figure(figsize=(10, 5)) plt.plot(y_pred_test) plt.plot(y_val_multi) plt.ylabel("RUL") plt.xlabel("Unit Number") plt.legend(loc='upper left') plt.show()