2021-11.19

好的,根据您的需求,我为您编写了如下代码。 首先,我们需要加载所需的包和数据: ```R library(xlsx) library(randomForest) library(keras) library(e1071) data_path <- "D:/Desktop/002362hwkj.xlsx" stk_data <- read.xlsx(data_path, sheetIndex = 1) ``` 然后,我们将数据按时间升序排列,并将日期列转化为日期格式: ```R stk_data$Date <- as.Date(stk_data$Date) stk_data <- stk_data[order(stk_data$Date),] ``` 接下来,我们将数据划分为训练集和测试集。由于您没有指定测试集的时间范围,这里我将最后一年的数据作为测试集: ```R train_data <- stk_data[1:(nrow(stk_data)-252),] test_data <- stk_data[(nrow(stk_data)-251):nrow(stk_data),] ``` 然后,我们为每个模型准备数据。对于随机森林和支持向量机,我们只需要选择需要的特征并将其转化为矩阵格式。对于长短期记忆神经网络,我们需要将数据转化为时间序列格式,并将其标准化。 ```R # 随机森林和支持向量机 train_rf_svm <- train_data[,c("Open", "Close", "Volume")] train_rf_svm <- data.matrix(train_rf_svm) test_rf_svm <- test_data[,c("Open", "Close", "Volume")] test_rf_svm <- data.matrix(test_rf_svm) # 长短期记忆神经网络 train_lstm <- train_data[,c("Close")] train_lstm <- data.matrix(train_lstm) scaler <- preProcess(train_lstm, method = c("scale", "center")) train_lstm <- predict(scaler, train_lstm) test_lstm <- test_data[,c("Close")] test_lstm <- data.matrix(test_lstm) test_lstm <- predict(scaler, test_lstm) train_lstm <- array(train_lstm, dim = c(nrow(train_lstm), 1, 1)) test_lstm <- array(test_lstm, dim = c(nrow(test_lstm), 1, 1)) ``` 接下来,我们分别训练随机森林、长短期记忆神经网络和支持向量机,并对测试集进行预测: ```R # 随机森林 rf_model <- randomForest(train_rf_svm[,1:2], train_rf_svm[,3], ntree = 500) rf_pred <- predict(rf_model, test_rf_svm[,1:2]) # 长短期记忆神经网络 lstm_model <- keras::keras_model_sequential() lstm_model %>% layer_lstm(units = 50, input_shape = c(1, 1)) %>% layer_dense(units = 1) lstm_model %>% compile(loss = 'mean_squared_error', optimizer = 'adam') lstm_model %>% fit(train_lstm[,1:1,], train_lstm[,1,], epochs = 100, batch_size = 32) lstm_pred <- predict(lstm_model, test_lstm)[,1] # 支持向量机 svm_model <- svm(train_rf_svm[,1:2], train_rf_svm[,3], kernel = "linear") svm_pred <- predict(svm_model, test_rf_svm[,1:2]) ``` 最后,我们计算三个模型的准确率,并绘制时间序列图: ```R # 计算准确率 rf_accuracy <- sum(rf_pred == test_rf_svm[,3])/nrow(test_rf_svm) lstm_accuracy <- sum(round(lstm_pred) == test_lstm[,1])/nrow(test_lstm) svm_accuracy <- sum(svm_pred == test_rf_svm[,3])/nrow(test_rf_svm) cat("随机森林准确率:", rf_accuracy, "\n") cat("LSTM准确率:", lstm_accuracy, "\n") cat("支持向量机准确率:", svm_accuracy, "\n") # 绘制时间序列图 par(mfrow=c(3,1)) plot(test_data$Date, test_data$Close, type = "l", col = "blue", xlab = "", ylab = "Price") lines(test_data$Date, rf_pred, col = "red") legend("bottomright", legend = c("Actual", "Predicted"), col = c("blue", "red"), lty = c(1, 1)) plot(test_data$Date, test_data$Close, type = "l", col = "blue", xlab = "", ylab = "Price") lines(test_data$Date, round(lstm_pred), col = "red") legend("bottomright", legend = c("Actual", "Predicted"), col = c("blue", "red"), lty = c(1, 1)) plot(test_data$Date, test_data$Close, type = "l", col = "blue", xlab = "", ylab = "Price") lines(test_data$Date, svm_pred, col = "red") legend("bottomright", legend = c("Actual", "Predicted"), col = c("blue", "red"), lty = c(1, 1)) ``` 注意:由于数据未提供证券代码,代码中的模型训练和预测均基于数据的 Close 列。如果您的数据中包含多个证券的交易数据,请修改代码以适配您的数据。
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