我尝试用支持向量机进行训练和预测,如下所示:for i in range(numStocks):
y_p = []
X, y, X_p, scaler, stockUsed = randomStockData(stockList)
clf = svm.SVR(kernel='rbf', C=1, gamma=0.1)
clf.fit(X, y)
reshapedX_p = X_p.reshape(1,-1)
for j in range(5):
y_p.append(clf.predict(reshapedX_p))
reshapedX_p = np.append(reshapedX_p[0][1:],y_p[-1])
reshapedX_p = reshapedX_p.reshape(1, reshapedX_p.shape[0])
y_p = [x*scaler for x in y_p]
rescaledX_p = [x*scaler for x in X_p]
print(y_p)
plt.plot(rescaledX_p, label='closep test')
plt.plot(range(len(rescaledX_p),len(rescaledX_p)+len(y_p)), y_p, label='predicted')
plt.legend(loc='lower left', shadow=True)
pylab.savefig(homePath+'predictResults/'+stockUsed+'.png', fac