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- # data_preprocessor.py
- import os
- import torch
- import joblib
- import numpy as np
- import pandas as pd
- from tqdm import tqdm
- from sklearn.preprocessing import MinMaxScaler
- from torch.utils.data import DataLoader, TensorDataset
- from concurrent.futures import ThreadPoolExecutor
- class DataPreprocessor:
-
- @staticmethod
- def load_and_process_data(args, data):
- # 处理日期列
- data['date'] = pd.to_datetime(data['date'])
- time_interval = pd.Timedelta(hours=(args.resolution / 60))
- window_time_span = time_interval * (args.seq_len + 314)
- # 划分训练/验证/测试集(调整起始日期以适应滑动窗口)
- val_start_date = pd.to_datetime(args.val_start_date)
- test_start_date = pd.to_datetime(args.test_start_date)
-
- adjusted_val_start = val_start_date - window_time_span
- adjusted_test_start = test_start_date - window_time_span
- train_mask = (data['date'] >= pd.to_datetime(args.train_start_date)) & \
- (data['date'] <= pd.to_datetime(args.train_end_date))
- val_mask = (data['date'] >= adjusted_val_start) & \
- (data['date'] <= pd.to_datetime(args.val_end_date))
- test_mask = (data['date'] >= adjusted_test_start) & \
- (data['date'] <= pd.to_datetime(args.test_end_date))
- train_data = data[train_mask].reset_index(drop=True)
- val_data = data[val_mask].reset_index(drop=True)
- test_data = data[test_mask].reset_index(drop=True)
-
- # 移除日期列用于建模
- train_data = train_data.drop(columns=['date'])
- val_data = val_data.drop(columns=['date'])
- test_data = test_data.drop(columns=['date'])
-
- # 创建监督学习数据集(输入序列+目标序列)
- train_supervised = DataPreprocessor.create_supervised_dataset(
- args,
- train_data,
- 1
- )
-
- val_supervised = DataPreprocessor.create_supervised_dataset(
- args,
- val_data,
- 1
- )
-
- test_supervised = DataPreprocessor.create_supervised_dataset(
- args,
- test_data,
- args.step_size
- )
-
- # 转换为DataLoader
- train_loader = DataPreprocessor.load_data(
- args,
- train_supervised,
- shuffle=True
- )
-
- val_loader = DataPreprocessor.load_data(
- args,
- val_supervised,
- shuffle=False
- )
-
- test_loader = DataPreprocessor.load_data(
- args,
- test_supervised,
- shuffle=False
- )
-
- return train_loader, val_loader, test_loader, data # 返回原始数据用于后续处理
-
- @staticmethod
- def read_and_combine_csv_files(args):
- # 读取并合并多个CSV文件
- current_dir = os.path.dirname(__file__)
- parent_dir = os.path.dirname(current_dir)
- args.data_dir = os.path.join(parent_dir, args.data_dir)
-
- def read_file(file_count):
- file_name = args.file_pattern.format(file_count)
- file_path = os.path.join(args.data_dir, file_name)
- return pd.read_csv(file_path)
-
- file_indices = list(range(args.start_files, args.end_files + 1))
-
- max_workers = os.cpu_count()
- with ThreadPoolExecutor(max_workers=max_workers) as executor:
- results = list(tqdm(executor.map(read_file, file_indices),
- total=len(file_indices),
- desc="正在读取文件"))
-
- all_data = pd.concat(results, ignore_index=True)
- # 按分辨率下采样
- chunk = all_data.iloc[::args.resolution, :].reset_index(drop=True)
-
- # 处理日期和时间特征
- chunk = DataPreprocessor.process_date(chunk)
- # 归一化
- chunk = DataPreprocessor.scaler_data(chunk)
-
- return chunk
-
- @staticmethod
- def process_date(data):
- # 处理日期列并生成时间特征
- data = data.rename(columns={'index': 'date'})
- data['date'] = pd.to_datetime(data['date'])
- # 生成周期性时间特征
- data['day_of_year'] = data['date'].dt.dayofyear
- data['day_year_sin'] = np.sin(2 * np.pi * data['day_of_year'] / 366)
- data['day_year_cos'] = np.cos(2 * np.pi * data['day_of_year'] / 366)
- # 移除原始时间列,保留特征列
- data.drop(columns=['day_of_year'], inplace=True)
- # 调整列顺序(日期+时间特征+其他特征)
- time_features = ['day_year_sin', 'day_year_cos']
- other_columns = [col for col in data.columns if col not in ['date'] and col not in time_features]
- data = data[['date'] + time_features + other_columns]
- return data
-
- @staticmethod
- def scaler_data(data):
- # 归一化数据(除日期外)
- date_col = data[['date']]
- data_to_scale = data.drop(columns=['date'])
- scaler = MinMaxScaler(feature_range=(0, 1))
- scaled_data = scaler.fit_transform(data_to_scale)
- joblib.dump(scaler, 'scaler.pkl') # 保存归一化器
- scaled_data = pd.DataFrame(scaled_data, columns=data_to_scale.columns)
- scaled_data = pd.concat([date_col.reset_index(drop=True), scaled_data], axis=1)
-
- return scaled_data
-
- @staticmethod
- def create_supervised_dataset(args, data, step_size):
- # 创建监督学习数据集(输入序列+目标序列)
- data = pd.DataFrame(data)
- cols = []
- col_names = []
-
- feature_columns = data.columns.tolist()
- # 输入序列(t-0到t-(seq_len-1))
- for col in feature_columns:
- for i in range(args.seq_len - 1, -1, -1):
- cols.append(data[[col]].shift(i))
- col_names.append(f"{col}(t-{i})")
-
- # 目标序列(仅取最后labels_num列作为预测目标)
- target_columns = feature_columns[-args.labels_num:]
- for i in range(1, args.output_size + 1):
- for col in target_columns:
- cols.append(data[[col]].shift(-i))
- col_names.append(f"{col}(t+{i})")
- # 合并并清洗数据
- dataset = pd.concat(cols, axis=1)
- dataset.columns = col_names
- dataset = dataset.iloc[::step_size, :] # 按步长采样
- dataset.dropna(inplace=True) # 移除含缺失值的行
-
- return dataset
- @staticmethod
- def load_data(args, dataset, shuffle):
- # 将数据集转换为PyTorch张量并创建DataLoader
- input_length = args.seq_len
- n_features = args.feature_num
- labels_num = args.labels_num
-
- n_features_total = n_features * input_length # 输入特征总维度
- n_labels_total = args.output_size * labels_num # 目标总维度
- # 分割输入和目标
- X = dataset.values[:, :n_features_total]
- y = dataset.values[:, n_features_total:n_features_total + n_labels_total]
-
- # 重塑输入为[样本数, 序列长度, 特征数]
- X = X.reshape(X.shape[0], input_length, n_features)
- X = torch.tensor(X, dtype=torch.float32).to(args.device)
- y = torch.tensor(y, dtype=torch.float32).to(args.device)
- # 创建数据集和数据加载器
- dataset_tensor = TensorDataset(X, y)
- generator = torch.Generator()
- generator.manual_seed(args.random_seed) # 固定随机种子确保可复现
-
- data_loader = DataLoader(
- dataset_tensor,
- batch_size=args.batch_size,
- shuffle=shuffle,
- generator=generator
- )
-
- return data_loader
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