工业数据的RUL时间序列预测建模实践
♦ 项目描述
♦ 数据说明
♦ 基于keras的lstm的时间序列建模
1. 项目描述
在工业制造过程中,RUL(Remaining Useful Life,剩余使用寿命),主要指系统运行一段时间后,剩余的使用寿命,准确地预测系统的剩余使用寿命,可以大大地减少因系统当机引起的损失,提高系统的运行可靠性。为了根据历史的RUL变化情况,准确预测未来系统的RUL值,本文通过使用LSTM深度学习网络,建立时间序列模型,显示生产制程系统的RUL预测。
数据与代码:https://github.com/EwdAger/Industrial-Data-Time-Servies-Prediction
2. 数据说明
通过整理历史数据,得到如下的时间序列数据(展示部分),其中,id列为时间序列ID,RUL列为需要预测建模的列,共计有连续的20631个时间序列样本点:
绘制时序图如下所示:
3. 基于keras的lstm的时间序列建模
3.0 lstm算法原理
3.1 数据样本制作
时间样本对制作,时间序列预测使用通过历史数据来预测将来的数据序列,通过将原始数据制作为X-Y的样本对,用来输入到深度学习模型中,样本制作变换形式如下所示:
class DataLoader():
"""A class for loading and transforming data for the lstm_check_point model"""
def __init__(self, filename, split, cols_X, cols_Y):
# read csv
dataframe = pd.read_csv(filename)
# 数据集
data_train_X = dataframe.get(cols_X).values
data_train_Y = dataframe.get(cols_Y).values
# X规范化
scaler_X = StandardScaler().fit(data_train_X)
data_train_X = scaler_X.transform(data_train_X)
# Y规范化
self.scaler_Y = StandardScaler().fit(data_train_Y)
data_train_Y = self.scaler_Y.transform(data_train_Y)
# 数据集,供方法使用
i_split = int(len(dataframe) * split)
# 自身列预测自身
if len(cols_X)==1 and cols_X[0] == cols_Y[0]:
self.data_train = data_train_X[:i_split]
self.data_test = data_train_X[i_split:]
else:
self.data_train = np.hstack((data_train_Y, data_train_X))[:i_split]
self.data_test = np.hstack((data_train_Y, data_train_X))[i_split:]
self.len_train = len(self.data_train)
self.len_test = len(self.data_test)
self.len_train_windows = None
def get_test_data(self, seq_len):
'''
Create x, y test data windows
Warning: batch method, not generative, make sure you have enough memory to
load data, otherwise reduce size of the training split.
'''
data_x = []
data_y = []
for i in range(self.len_test - seq_len):
x, y = self._next_window(i, seq_len, "test")
data_x.append(x)
data_y.append(y)
return np.array(data_x), np.array(data_y)
def get_train_data(self, seq_len):
'''
Create x, y train data windows
Warning: batch method, not generative, make sure you have enough memory to
load data, otherwise use generate_training_window() method.
'''
data_x = []
data_y = []
for i in range(self.len_train - seq_len):
x, y = self._next_window(i, seq_len, "train")
data_x.append(x)
data_y.append(y)
return np.array(data_x), np.array(data_y)
3.2 模型建立
3.2.1 代码
class Model():
"""A class for an building and inferencing an lstm model"""
def __init__(self):
self.model = Sequential()
def load_model(self, filepath):
print('[Model] Loading model from file %s' % filepath)
self.model = load_model(filepath)
def build_model(self, configs):
timer = Timer()
timer.start()
for layer in configs['model']['layers']:
neurons = layer['neurons'] if 'neurons' in layer else None
dropout_rate = layer['rate'] if 'rate' in layer else None
activation = layer['activation'] if 'activation' in layer else None
return_seq = layer['return_seq'] if 'return_seq' in layer else None
input_timesteps = layer['input_timesteps'] if 'input_timesteps' in layer else None
input_dim = layer['input_dim'] if 'input_dim' in layer else None
if layer['type'] == 'dense':
self.model.add(Dense(neurons, activation=activation))
if layer['type'] == 'lstm':
self.model.add(LSTM(neurons, input_shape=(input_timesteps, input_dim), return_sequences=return_seq))
if layer['type'] == 'dropout':
self.model.add(Dropout(dropout_rate))
self.model.compile(loss=configs['model']['loss'], optimizer=configs['model']['optimizer'])
print('[Model] Model Compiled')
timer.stop()
3.2.2.tensorboard模型图
3.3 模型结果
运行代码,等到如下预测效果图(r2 score=0.956):
♦ 基于keras的GRU的时间序列建模
GRU 算法原理
数据样本制作、预处理与LSTM同理,仅将网络结构改为GRU。预测效果如下图