移動使用標準偏差平均值我想安裝使用RandomForestRegressor
因爲我考慮this link大熊貓在Python
import pandas as pd
import math
import matplotlib
import matplotlib.pyplot as plt
import numpy as np
from sklearn.ensemble import RandomForestRegressor, GradientBoostingRegressor
from sklearn.model_selection import GridSearchCV
from sklearn.metrics import r2_score, mean_squared_error, make_scorer
from sklearn.model_selection import train_test_split
from math import sqrt
from sklearn.cross_validation import train_test_split
n_features=3000
df = pd.read_csv('cubic32.csv')
for i in range(1,n_features):
df['X_t'+str(i)] = df['X'].shift(i)
print(df)
df.dropna(inplace=True)
X = df.drop('Y', axis=1)
y = df['Y']
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.40)
X_train = X_train.drop('time', axis=1)
X_test = X_test.drop('time', axis=1)
parameters = {'n_estimators': [10]}
clf_rf = RandomForestRegressor(random_state=1)
clf = GridSearchCV(clf_rf, parameters, cv=5, scoring='neg_mean_squared_error', n_jobs=-1)
model = clf.fit(X_train, y_train)
model.cv_results_['params'][model.best_index_]
math.sqrt(model.best_score_*-1)
model.grid_scores_
#####
print()
print(model.grid_scores_)
print("The best score: ",model.best_score_)
print("RMSE:",math.sqrt(model.best_score_*-1))
clf_rf.fit(X_train,y_train)
modelPrediction = clf_rf.predict(X_test)
print(modelPrediction)
print("Number of predictions:",len(modelPrediction))
meanSquaredError=mean_squared_error(y_test, modelPrediction)
print("Mean Square Error (MSE):", meanSquaredError)
rootMeanSquaredError = sqrt(meanSquaredError)
print("Root-Mean-Square Error (RMSE):", rootMeanSquaredError)
fig, ax = plt.subplots()
index_values=range(0,len(y_test))
y_test.sort_index(inplace=True)
X_test.sort_index(inplace=True)
modelPred_test = clf_rf.predict(X_test)
ax.plot(pd.Series(index_values), y_test.values)
smoothed=pd.rolling_mean(modelPred_test, 90, min_periods=90, freq=None, center=False, how=None)
PlotInOne=pd.DataFrame(pd.concat([pd.Series(smoothed), pd.Series(y_test.values)], axis=1))
plt.figure(); PlotInOne.plot(); plt.legend(loc='best')
使用發現然而,一個數據集的迴歸模型後,用moving average filter
平滑噪聲預測值的圖似乎(如下所示)非常粗糙(藍線)。
橙色線是實際值的圖。
我們如何計算以上所示的標準預測(藍線)的在劇情偏差並將其傳遞作爲區間參數到該窗口運行在移動平均?目前,我將移動窗口的大小手動設置爲50,但我想要傳遞標準偏差的值。
smoothed=pd.rolling_mean(modelPred_test, 50, min_periods=50, freq=None, center=False, how=None)