예제 #1
0
#Parallel(n_jobs=num_cores)(delayed(run_yearly_grid_search_models)(incremental_year) for incremental_year in incremental_years)



for incremental_year in range(2, 3):
    print(incremental_year)

    models_processor.exhaustive_grid_search_models(interval = 15
                                        , min_no_of_steps = 10
                                        , max_no_of_steps = 500
                                        , no_of_steps_interval = 10
                                        , min_window_size = 5
                                        , max_window_size = 80
                                        , window_size_interval = 5
                                        , interpolation_method = 'linear'
                                        , train_start = (datetime.datetime.strptime('2007-01-01', '%Y-%m-%d').date() + relativedelta(years=incremental_year)).strftime("%Y-%m-%d")
                                        , train_end = (datetime.datetime.strptime('2007-12-31', '%Y-%m-%d').date() + relativedelta(years=incremental_year)).strftime("%Y-%m-%d")
                                        , valid_start = (datetime.datetime.strptime('2008-01-01', '%Y-%m-%d').date() + relativedelta(years=incremental_year)).strftime("%Y-%m-%d")
                                        , valid_end = (datetime.datetime.strptime('2008-12-31', '%Y-%m-%d').date() + relativedelta(years=incremental_year)).strftime("%Y-%m-%d")
                                        , test_start = (datetime.datetime.strptime('2009-01-01', '%Y-%m-%d').date() + relativedelta(years=incremental_year)).strftime("%Y-%m-%d")
                                        , test_end = (datetime.datetime.strptime('2009-12-31', '%Y-%m-%d').date() + relativedelta(years=incremental_year)).strftime("%Y-%m-%d")
                                        , dimensions = 3)





#models_processor.exhaustive_grid_search_models(interval = 30
#                                    , min_no_of_steps = 5
#                                    , max_no_of_steps = 30