我正在尝试使用Keras和sklearn创建股票价格预测器(不用于实际投资,不用担心),它从Kaggle获取任何时间序列并检查“Close”。然后,它采用特定长度的滚动时间窗口,并预测方向准确性,上升(1)或下降(0)。
在尝试运行以下代码时,出现了以下错误:
有人能指导我可能存在的问题吗?SVC期望的特征是什么,我可能缺失了哪些?
代码:Model.py
create_features检查滚动时间窗口中市场是高还是低,并设置X和y:
上述被称为:
任何关于这个问题的帮助将不胜感激。提前谢谢。
在尝试运行以下代码时,出现了以下错误:
File "...", line 71, in test
y_pred = self.model.predict(self.X_test)
ValueError: X has 1 features, but SVC is expecting 3 features as input.
有人能指导我可能存在的问题吗?SVC期望的特征是什么,我可能缺失了哪些?
代码:Model.py
create_features检查滚动时间窗口中市场是高还是低,并设置X和y:
#window_size = the set size of the rolling time window
def create_features(data, window_size):
X = []
y = []
for i in range(0, len(data.index) - window_size):
temp = [data.iloc[i + j]['Close'] for j in range(0, window_size)]
avg = sum(temp) / len(temp)
X.append(temp)
y.append(0 if data.iloc[i + window_size]['Close'] < avg else 1)
return X, y
class Model:
def __init__(self, market: Market, training_percent: float, window_size: int):
self.model = SVC(C=10, gamma='scale', kernel='rbf')
X, y = create_features(market.data, window_size)
self.X_train, self.y_train, self.X_test, self.y_test = train_test_split(X, y, shuffle=False, stratify=None, train_size=training_percent)
self.X_train = np.array(self.X_train)
self.y_train = np.array(self.y_test)
#self.X_test = np.array(self.X_test).reshape(-1, 1)
def train(self):
self.model.fit(self.X_train, self.y_train)
def test(self):
y_pred = self.model.predict(self.X_test) #THE COMPLAINING LINE
y_pred = [0 if i < 0.5 else 1 for i in y_pred]
tn, fp, fn, tp = confusion_matrix(self.y_test, y_pred, labels=[0, 1]).ravel()
print(tn, fp, fn, tp)
print("Accuracy:", (tn + fp) / (tn + fp + fn + tp))
def predict(self, input_array):
return self.model.predict(input_array)
上述被称为:
model_test = Model(markets[m], training_testing[j], window_size[i])
model_test.train()
model_test.test()
任何关于这个问题的帮助将不胜感激。提前谢谢。
np.shape(X_test)
是什么? - user2246849reshape(-1, 1)
?你能用X_train
做同样的操作吗,即np.shape(X_train)
? - user2246849.reshape(-1, 1)
,它的形状是(1508,)
。而加上了 reshape 后,形状变成了(1508, 1)
。 - Nightingale