Ejemplo n.º 1
0
split_index = analysis_data[analysis_data.DATE == split_date].index.tolist()[0]
print("split_index:", split_index, "\n")

# x_train = x[0:split_index]
# x_test = x[split_index:]
x_train = x.iloc[0:split_index, :]
x_test = x.iloc[split_index:, :]
y_train = y.iloc[0:split_index]
y_test = y.iloc[split_index:]

# x_num = len(list(x))
x_num = x.shape[1]

#------------------------------------------------
reg = Regression(x_train, y_train, x_test, y_test)
reg.lasso_reg(1, 10e3)

print()

reg.raw_reg()

print()

reg.reg_with_rfe()
input("continue")

#---------------------------------------------
#一次式
reg = LinearRegression().fit(x_train, y_train)

print("Intercept:", reg.intercept_)