1 #-*- coding: utf-8 -*-
2 """
3 Created on Wed Oct 17 21:14:44 20184
5 @author: Luove6 """
7 #KRR适合分类和回归训练集很少时,非线性方法
8 importos9 importnumpy as np10 importmatplotlib.pyplot as plt11 import dateutil.parser as dparser #dateutil模块主要有两个函数,parser和rrule。parser是根据字符串解析成datetime,而rrule是则是根据定义的规则来生成datetime;https://blog.csdn.net/cherdw/article/details/55224341
12 from pylab import * #将matplotlib和numpy封装在一起,模拟MATLAB编程环境
13 from sklearn.cross_validation importtrain_test_split14 from sklearn importlinear_model15 from sklearn importdatasets16 importmlpy17 from mlpy importKernelRidge18
19 #np.hamming 汉明窗,构造一个函数(仅处理窗内数据)。这个函数在某一区间有非零值,而在其余区间皆为0.汉明窗就是这样的一种函数
20 #阶梯图,又叫瀑布图,可以用于企业成本、销售等数据的变化和构成情况的分析;plot.step()
21 x1 = np.linspace(1,100,500)22 x2 = np.linspace(1,100,50)23 y1 =np.cos(x1)24 y2 =np.cos(x2)25
26 axs1 = plt.subplot(211)27 axs2 = plt.subplot(212)28 axs1.step(x1,y1)29 axs2.step(x2,y2)30 plt.show()31
32
33 goldfile = "D:\Analyze\Python Matlab\Python\BookCodes\PDA_Book-master\PDA_Book-master\Chapter7\Gold.csv"
34 #tsa,时间序列分析,将时间序列平滑化,(本身包含:趋势T,季节性/周期性S,波动性V)
35 defsmooth(x,window_length):36 s = np.r_[2*x[0]-x[window_length-1::-1], x, 2*x[-1]-x[-1:-window_length:-1]]37 w =np.hamming(window_length)38 y = np.convolve(w/w.sum(), s, mode='same') #卷积函数,移动平均滤波(平滑方法),第一个参数长度要大于等于第二参数长度,否则会交换位置;mode={'full','same','valid'},默认full
39 return y[window_length:-window_length+1]40
41 #金价走势,注意下面dtype变化:日期用object,值用None(各列内容识别,)
42 x = np.genfromtxt(goldfile,dtype='object',delimiter=',',skip_header=1,usecols=(0),converters={0:dparser.parse}) #第一列日期,dateutil.parser.parse,字符串中解析出日期
43 y = np.genfromtxt(goldfile,dtype=None,delimiter=',',skip_header=1,usecols=(1)) #获取第二列
44 y_smoothed =smooth(y,len(y))45 plt.step(x,y,'r*',label='raw data')46 plt.step(x,y_smoothed,label='smoothed data')47 plt.legend()48 #x = [2,3,9,634,32,4,676,4,234,43,7,-13,0]
49 #x = np.array(x)
50 #np.round(smooth(x,len(x)))
51 #[ 33., 80., 124., 165., 189., 199., 192., 169., 137., 104., 66., 35., 16.]
52 #plt.plot(x)
53 #plt.plot(np.round(smooth(x,len(x)))) # 加载pylab,不必plt.show()?
54 ##plt.show()
55 #window_length=x.shape[0]
56
57 house =datasets.load_boston()58 houseX = house.data[:,np.newaxis] #添加一个新轴,添加一维度,由(506, 13)转成(506, 1,13)
59 houseX_temp = houseX[:,:,2]60
61 x_train,xtest,ytrain,ytest=train_test_split(houseX_temp,house.target,test_size=1.0/3)62 lreg =linear_model.LinearRegression()63 lreg.fit(x_train,ytrain)64 plt.scatter(xtest,ytest,color='green')65 plt.plot(xtest,lreg.predict(xtest),color='blue',linewidth=2)66
67 np.random.seed(0)68 targetvalues = np.genfromtxt(goldfile,skip_header=1,dtype=None,delimiter=',',usecols=(1)) #usecols筛选感兴趣列
69 type(targetvalues)70 trainingpoints = np.arange(125).reshape(-1,1) #transform ,转换成一列,行自适应
71 testpoint = np.arange(126).reshape(-1,1)72 knl = mlpy.kernel_gaussian(trainingpoints,trainingpoints,sigma=1) #训练核矩阵,对称半正定,(125, 125)
73 knltest = mlpy.kernel_gaussian(testpoint,trainingpoints,sigma=1) #测试核矩阵,(126, 125)
74
75 knlridge = KernelRidge(lmb=0.01)76 knlridge.learn(knl,targetvalues)77 resultpoints =knlridge.pred(knltest)78
79 fig = plt.figure(1)80 plt.plot(trainingpoints,targetvalues,'o')81 plt.plot(testpoint,resultpoints)82 #plt.show()
83 len(resultpoints)84 resultpoints[-5:-1]85
86 #采用平滑后的数据,即smooth后的targetvalues
87 targetvalues_smoothed =smooth(targetvalues,len(targetvalues))88 knlridge.learn(knl,targetvalues_smoothed)89 resultpoints_smoothed =knlridge.pred(knltest)90 plt.step(trainingpoints,targetvalues_smoothed,'o')91 plt.step(testpoint,resultpoints_smoothed)92 #plt.show()
93 len(resultpoints_smoothed)94 resultpoints_smoothed[-5:-1] #平滑前126期预测值:1389.8;平滑后126期预测值1388.6
95 #x = np.arange(0, 2, 0.05).reshape(-1, 1) # training points
96 #y = np.ravel(np.exp(x)) + np.random.normal(1, 0.2, x.shape[0]) # target values
97 #xt = np.arange(0, 2, 0.01).reshape(-1, 1) # testing points
98 #K = mlpy.kernel_gaussian(x, x, sigma=1) # training kernel matrix
99 #Kt = mlpy.kernel_gaussian(xt, x, sigma=1) # testing kernel matrix
100 #krr = KernelRidge(lmb=0.01)
101 #krr.learn(K, y)
102 #yt = krr.pred(Kt)
103 #fig = plt.figure(1)
104 #plot1 = plt.plot(x[:, 0], y, 'o')
105 #plot2 = plt.plot(xt[:, 0], yt)
106 #plt.show()