GBDT滚动预测

最新推荐文章于 2024-08-13 17:44:41 发布

weixin_36847509

最新推荐文章于 2024-08-13 17:44:41 发布

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本文链接：https://blog.csdn.net/weixin_36847509/article/details/77152351

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该博客介绍了如何使用GBDT进行滚动预测，通过导入相关库并设置参数，使用ShuffleSplit进行交叉验证，利用GridSearchCV寻找最佳参数，并在数据集上训练和更新模型，以实现对ILI指数的预测。

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import matplotlib.pylab as plt
import seaborn as sns
import pandas as pd
import numpy as np
import sys

plt.rcParams['font.sans-serif']=['SimHei'] #用来正常显示中文标签
plt.rcParams['axes.unicode_minus']=False #用来正常显示负号
plt.rcParams['figure.figsize'] = 15, 6

###model3
# coding=utf-8
#statsmodel's verion should be overthan 0.7
import requests, pandas as pd, numpy as np
from pandas import DataFrame
from statsmodels.tsa.stattools import adfuller, acf, pacf
from statsmodels.tsa.arima_model import ARIMA
import statsmodels.api as sm
# from xgboost import XGBRegressor
# import xgboost as xgb
from sklearn.feature_selection import RFECV
from sklearn.feature_selection import RFE
from sklearn.svm import SVR, LinearSVR
from statsmodels.tsa.seasonal import seasonal_decompose
from sklearn import linear_model
from sklearn.metrics import mean_squared_error,mean_absolute_error,make_scorer
from sklearn.ensemble import GradientBoostingClassifier,AdaBoostClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.tree import Decision