我使用以下代码解决了问题,该代码使用了keras函数API:
inp1 = Input(shape=(train_X_1.shape[1], train_X_1.shape[2]))
inp2 = Input(shape=(train_X_2.shape[1], train_X_2.shape[2]))
inp3 = Input(shape=(train_X_3.shape[1], train_X_3.shape[2]))
x = SimpleRNN(10)(inp1)
x = Dense(1)(x)
y = LSTM(10)(inp2)
y = Dense(1)(y)
z = LSTM(10)(inp3)
z = Dense(1)(z)
w = concatenate([x, y, z])
# u = Dense(3)(w)
out = Dense(1, activation='linear')(w)
model = Model(inputs=[inp1, inp2, inp3], outputs=out)
model.compile(loss='logcosh',
optimizer='adam',
metrics=['mae'])
history = model.fit([train_X_1, train_X_2, train_X_3], train_y,
epochs=20,
validation_split=0.1,
verbose=1)