klstm.py

# klstm.py
import numpy


def create_dataset(dataset, look_back=1):
    """
    Convert an array of values into a dataset matrix
    """
    dataX, dataY = [], []
    for i in range(len(dataset) - look_back - 1):
        a = dataset[i:(i + look_back), 0]
        dataX.append(a)
        dataY.append(dataset[i + look_back, 0])
    return numpy.array(dataX), numpy.array(dataY)


def create_dataset_nd(dataset, look_back=1):
    dataX, dataY = [], []
    for i in range(len(dataset) - look_back - 1):
        a = dataset[i:(i + look_back), :].T
        dataX.append(a)
        dataY.append(dataset[i + look_back, :].T)
    return numpy.array(dataX), numpy.array(dataY)


def create_dataset_a(dataset_a, look_back=1):
    """
    Input
    -----
    dataset_a, 2d nd.array[ Nsample, Ntime]
    """
    XT, yT = create_dataset_nd(dataset_a.T, look_back=look_back)
    X = XT.T
    X = X.reshape(-1, 1, X.shape[2])
    y = yT.T
    return X, y