import numpy as np import tensorflow as tf import pandas as pd import matplotlib.pyplot as plt import wilshire import tensorflow_addons as tfa from statsmodels.tsa.arima.model import ARIMA def snake(x): return(x+(tf.math.sin(50*x)**2)/50) def sinus(x): return(tf.math.sin(x)) def sinus_cosinus(x): return(tf.math.sin(x)+tf.math.cos(x)) def swish(x): return(x*tf.math.sigmoid(x)) def arima_pred(x_train,y_test): train = x_train preds = [] for test in range(len(y_test)): model = ARIMA(train, order=(2,1,1)) model = model.fit() output = model.forecast() preds.append(output[0]) train.append(y_test[test]) return((np.square(preds - test)).mean()) activations = [tf.keras.activations.relu,swish,sinus_cosinus,sinus,snake] #activations = [snake] models = [] errors_train,errors_test = [],[] mean_y_train,mean_y_test,std_y_test=[],[],[] df_train,df_test,index = wilshire.preprocess('WILL5000INDFC2.csv') x_train = np.arange(df_train.shape[0]) maximum = np.max(x_train) x_train = x_train / maximum y_train=df_train["WILL5000INDFC"] y_train.to_numpy() x_test = np.arange(df_train.shape[0]+1,df_train.shape[0]+df_test.shape[0]+1) y_test = df_test["WILL5000INDFC"] y_test.to_numpy() print("----") print(y_test) x_test=x_test / maximum #print(arima_pred(list(x_train),list(y_test))) for activation in activations : y_train_5=[] y_test_5=[] errors_train_5=[] errors_test_5=[] for k in range(1): model = tf.keras.Sequential() model.add(tf.keras.layers.Dense(1,input_shape=[1,],activation=activation)) model.add(tf.keras.layers.Dense(64,activation=activation)) model.add(tf.keras.layers.Dense(64,activation=activation)) model.add(tf.keras.layers.Dense(1)) opt = tf.keras.optimizers.SGD(learning_rate=0.01,momentum=0.9) model.compile(optimizer=opt, loss='mse') model.build() model.summary() model.fit(x_train,y_train, batch_size=1, epochs=2) y_pred_test = model.predict(x_test) y_pred_train = model.predict(x_train) y_train_5.append(y_pred_train) y_test_5.append(y_pred_test) errors_test_5.append(model.evaluate(x_test,y_test)) errors_train_5.append(model.evaluate(x_train,y_train)) mean_y_train.append(np.mean(y_train_5,axis=0)) mean_y_test.append(np.mean(y_test_5,axis=0)) std_y_test.append(np.std(y_test_5,axis=0)) errors_train.append([np.mean(errors_train_5),np.std(errors_train_5)]) errors_test.append([np.mean(errors_test_5),np.std(errors_test_5)]) # y_preds_train.append(y_pred_train) # y_preds_test.append(y_pred_test) x = np.arange(9000) x = x / maximum future_preds = model.predict(x) ## Calculated with a website the number of working days between 01-06-2020 and 01-01-2024 def plot_total(x_train,y_train,y_pred_train,x_test,y_test,y_pred_test): x = np.concatenate((x_train,x_test)) y_true = np.concatenate((y_train,y_test)) y_pred = np.concatenate((y_pred_train,y_pred_test)) plt.figure() plt.plot(x,y_true,label="True data") plt.plot(x,y_pred,label="Predictions") plt.vlines([index,index+85]) plt.legend() plt.show() #plot_total(x_train,y_train,y_pred_train,x_test,y_test,y_pred_test) print(errors_test) #x=np.arange(df_train.shape[0]+df_test.shape[0]+908) y_true = np.concatenate((y_train,y_test)) x_cut = np.arange(df_train.shape[0]+df_test.shape[0]) plt.figure() plt.plot(x_cut,y_true,label="True data") plt.plot(x,future_preds,label="Predictions") plt.xticks(range(0, 9000, 250), range(1995, 2030, 1)) plt.xlabel("Années") plt.ylabel("Index Willshire5000 normalisé") plt.vlines([index,index+85],ymin=0,ymax=1,colors="r",label="Test Samples") plt.legend() plt.show()