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ts_predict

1 Neural Network

1.1 DeepAR

1.2 LSTM

运行

python main.py \
    -data_path=/data00/yujunshuai/code/ts_predict/data/data_289.dat \
    -lr=0.001 \
    -epochs=100 \
    -batch_size=512 \
    -output_size=1 \
    -save_dir=experients/lstm-v1 \
    -model_name=lstm-v1 \
    -device=7 \
    -log_interval=25
参数 训练集指标 测试集指标
window_size = 100 ** **

2 Machine Learning

参数 训练集指标 测试集指标
xgboost 0.09158208542535884 -0.02345814391564982
LinearRegression 0.007551351390086336 0.0041194783593629936
SVR -5.967226016540408 -5.093447881856339
RandomForest 0.9246995206961224 -0.09154779055053286
Adaboost -0.1268407033126091 -0.14848386651548573
GradientBoosting 0.02048480080542059 0.00010562969933525235
ExtraTree 0.9999977427047394 -1.53035696525583

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