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@ -9,6 +9,17 @@
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"# Time series prediction using Support Vector Regressor"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"In this notebook, we demonstrate how to:\n",
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"\n",
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"- prepare 2D time series data for training an SVM regressor model\n",
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"- implement SVR using RBF kernel\n",
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"- evaluate the model using plots and MAPE"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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@ -57,7 +68,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"execution_count": 2,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -125,7 +136,7 @@
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"2012-01-01 04:00:00 2403.0"
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]
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},
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"execution_count": 3,
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"execution_count": 2,
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"metadata": {},
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"output_type": "execute_result"
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}
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@ -146,7 +157,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 3,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -187,7 +198,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"execution_count": 4,
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"metadata": {
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"id": "ysvsNyONGt0Q"
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},
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@ -199,7 +210,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"execution_count": 5,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -249,7 +260,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"execution_count": 6,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -284,7 +295,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"execution_count": 7,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -352,7 +363,7 @@
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"2014-11-01 04:00:00 0.059087"
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]
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},
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"execution_count": 9,
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"execution_count": 7,
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"metadata": {},
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"output_type": "execute_result"
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}
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@ -365,7 +376,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 10,
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"execution_count": 8,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -433,7 +444,7 @@
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"2014-12-30 04:00:00 0.302596"
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]
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},
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"execution_count": 10,
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"execution_count": 8,
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"metadata": {},
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"output_type": "execute_result"
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}
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@ -463,7 +474,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 12,
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"execution_count": 9,
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"metadata": {
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"id": "Rpju-Sc2HFm0"
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},
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@ -477,7 +488,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 13,
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"execution_count": 10,
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"metadata": {},
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"outputs": [],
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"source": [
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@ -488,7 +499,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 14,
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"execution_count": 11,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -503,7 +514,7 @@
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"(1412, 5)"
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]
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},
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"execution_count": 14,
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"execution_count": 11,
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"metadata": {},
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"output_type": "execute_result"
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}
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@ -517,7 +528,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 16,
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"execution_count": 12,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -532,7 +543,7 @@
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"(44, 5)"
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]
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},
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"execution_count": 16,
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"execution_count": 12,
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"metadata": {},
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"output_type": "execute_result"
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}
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@ -546,7 +557,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 17,
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"execution_count": 13,
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"metadata": {
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"id": "2u0R2sIsLuq5"
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},
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@ -579,7 +590,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 18,
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"execution_count": 14,
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"metadata": {
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"id": "EhA403BEPEiD"
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},
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@ -592,7 +603,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 19,
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"execution_count": 15,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -608,7 +619,7 @@
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" kernel='rbf', max_iter=-1, shrinking=True, tol=0.001, verbose=False)"
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]
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},
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"execution_count": 19,
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"execution_count": 15,
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"metadata": {},
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"output_type": "execute_result"
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}
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@ -630,7 +641,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 20,
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"execution_count": 16,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -667,7 +678,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 21,
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"execution_count": 17,
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"metadata": {},
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"outputs": [
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{
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@ -689,7 +700,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 22,
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"execution_count": 18,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -717,7 +728,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 23,
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"execution_count": 19,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -745,7 +756,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 24,
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"execution_count": 20,
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"metadata": {},
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"outputs": [
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{
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@ -773,7 +784,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 25,
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"execution_count": 21,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -796,7 +807,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 26,
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"execution_count": 22,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -830,7 +841,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 27,
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"execution_count": 23,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -862,7 +873,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 25,
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"execution_count": 24,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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@ -899,7 +910,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 26,
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"execution_count": 25,
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"metadata": {
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"id": "ESSAdQgwexIi"
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},
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@ -915,7 +926,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 27,
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"execution_count": 26,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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@ -949,7 +960,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 28,
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"execution_count": 27,
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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