泻药,我们介绍了递归分区决策树(R package rpart。“Breiman,Friedman,Olshen and Stone。Classification and Regression Trees,1984”的实现)。支持向量机(R package e1071。“Chih-Chung Chang and Chih-Jen Lin,LIBSVM:a library for support vector machines,2005.”的实现)。将最后两种方法的性能与rle进行比较,得到svm的95%和决策树的94%。
原文链接:R语言用rle,svm和rpart进行时间序列预测tecdat.cn
下面显示了四种预测时间序列的方法。
支持向量机(R package e1071。“Chih-Chung Chang and Chih-Jen Lin,LIBSVM:a library for support vector machines,2005.”的实现)。
递归分区(R package rpart。“Breiman,Friedman,Olshen and Stone。Classification and Regression Trees,1984”的实现)。
将最后两种方法的性能与rle进行比较,得到svm的95%和rpart的94%。
R :
# Apply rle (forward and backward) and a condition: lenght time for sleep changes of 1h m$rle(Xvar ='sleep',Xlmin =60)m$setZoo()# Show differences between conditional and conditional + rleplot(m$zo[,c(5,7,8)],type ='l')
# Subset a week
# Plot correlation matrix w$correlation(Xvars =w$nm[c(2:7,9)])
# SVM and Recursive partitioning plot(tune.gamma.cost)
rpart.p