import ft # ignore warnings warnings.filterwarnings("ignore") # mode = "daily" #mode = "weekly" #mode = "monthly_data+" dailyfile = open('./daily/wti.csv', 'r') weeklyfile = open('./weekly/wti_week.csv', 'r') #monthlyfile = open('./monthly/wti_month.csv', 'r') if (mode == "daily"): # Daily print("===DAILY DATASET===") data = ft.readData(dailyfile, '2000-01-03', '2020-08-30') elif (mode == "weekly"): # Weekly_original print("===WEEKLY DATASET===") data = ft.readData(weeklyfile, '1986-01-03', '2020-08-28') elif (mode == "monthly"): # Monthly print("===MONTHLY DATASET===") #data = ft.readData(monthlyfile, '1960-01-01', '2020-06-01') # hyperparmeters test_ratio = 0.2 ARIMA_order = (3, 1, 3) # train / test split test_size = int(len(data) * test_ratio) print("size of dataset:", len(data)) print("size of test dataset:", test_size)
''' #mode = "daily" mode = "weekly_origin" #mode = "weekly_tau1" #mode = "weekly_tau1_for_monthly" #mode = "monthly" #mode = "weekly_data+" #mode = "monthly_data+" dailyfile = open('./daily/wti.csv', 'r') weeklyfile = open('./weekly/wti_week.csv', 'r') monthlyfile = open('./monthly/wti_month.csv', 'r') if (mode == "daily"): # Daily print("===DAILY DATASET===") dates, data = ft.readData(dailyfile, '1986-01-02', '2020-08-31') E = 7 tau = 1 elif (mode == "weekly_origin"): # Weekly_original print("===WEEKLY DATASET===") dates, data = ft.readData(weeklyfile, '1986-01-03', '2020-08-28') E = 6 tau = 1 elif (mode == "weekly_tau1"): # Weekly_tau1 print("===WEEKLY DATASET===") dates, data = ft.readData(weeklyfile, '1986-01-03', '2020-08-28') E = 6 tau = 1 elif (mode == "weekly_tau1_for_monthly"): # Weekly_tau1 print("===WEEKLY DATASET===") dates, data = ft.readData(weeklyfile, '1986-01-03', '2020-08-28')
import ft # ignore warnings warnings.filterwarnings("ignore") #mode = "daily" mode = "weekly" #mode = "monthly" dailyfile = open('./daily/wti.csv', 'r') weeklyfile = open('./weekly/wti_week.csv', 'r') monthlyfile = open('./monthly/wti_month.csv', 'r') if (mode == "daily"): # Daily print("===DAILY DATASET===") data = ft.readData(dailyfile, '2000-01-03', '2020-03-13') elif (mode == "weekly"): # Weekly_original print("===WEEKLY DATASET===") data = ft.readData(weeklyfile, '1986-01-03', '2020-08-28') elif (mode == "monthly"): # Monthly print("===MONTHLY DATASET===") data = ft.readData(monthlyfile, '1986-01-01', '2020-08-01') # hyperparmeters test_ratio = 0.2 ARIMA_order = (3, 1, 3) # train / test split test_size = int(len(data) * test_ratio) print("size of dataset:", len(data)) print("size of test dataset:", test_size)
import GKFN import ft data = ft.readData() # 선택된 E, tau 값을 이용하여 데이터를 재구성합니다. E = 6 tau = 9 P = 1 # P는 몇일 뒤 값을 예측할 지 설정 해주는 parameter입니다. 예를 들어 하루 뒤 값을 예측하는 것이면 P = 1 # train set 및 test set을 구성합니다. dataX, dataY = ft.extracting(tau, E, P, data) trX = dataX[:-92] teX = dataX[-92:] trY = dataY[:-92] teY = dataY[-92:] # parameter를 설정하고 학습을 시킵니다. alpha = 0.25 loop = 5 Kernel_Num = 150 GKFN.GKFN(trX, trY, teX, teY, alpha, loop, Kernel_Num)
import ft # ignore warnings warnings.filterwarnings("ignore") mode = "daily" #mode = "weekly_data+" #mode = "monthly_data+" dailyfile = open('./daily/wti.csv', 'r') #weeklyfile = open('./weekly/wti_week.csv', 'r') #monthlyfile = open('./monthly/wti_month.csv', 'r') if (mode == "daily"): # Daily print("===DAILY DATASET===") data = ft.readData(dailyfile, '1986-01-02', '2020-08-30') elif (mode == "weekly"): # Weekly_original print("===WEEKLY DATASET===") #data = ft.readData(weeklyfile, '1986-01-03', '2020-06-26') elif (mode == "monthly"): # Monthly print("===MONTHLY DATASET===") #data = ft.readData(monthlyfile, '1960-01-01', '2020-06-01') # hyperparmeters test_ratio = 0.2 ARIMA_order = (3, 1, 1) # train / test split test_size = int(len(data) * test_ratio) print("size of dataset:", len(data)) print("size of test dataset:", test_size)