{ "cells": [ { "cell_type": "markdown", "metadata": { "id": "fv9OoQsMFk5A" }, "source": [ "# Time series prediction wit Support Vector Regressor\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "For dis notebook, we go show how to:\n", "\n", "- arrange 2D time series data wey we go use train SVM regressor model\n", "- do SVR wit RBF kernel\n", "- check how di model dey perform wit plots and MAPE\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Import modules\n" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import sys\n", "sys.path.append('../../')" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "id": "M687KNlQFp0-" }, "outputs": [], "source": [ "import os\n", "import warnings\n", "import matplotlib.pyplot as plt\n", "import numpy as np\n", "import pandas as pd\n", "import datetime as dt\n", "import math\n", "\n", "from sklearn.svm import SVR\n", "from sklearn.preprocessing import MinMaxScaler\n", "from common.utils import load_data, mape" ] }, { "cell_type": "markdown", "metadata": { "id": "Cj-kfVdMGjWP" }, "source": [ "## Prepare data\n" ] }, { "cell_type": "markdown", "metadata": { "id": "8fywSjC6GsRz" }, "source": [ "### Load data\n" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 363 }, "id": "aBDkEB11Fumg", "outputId": "99cf7987-0509-4b73-8cc2-75d7da0d2740" }, "outputs": [ { "data": { "text/html": [ "
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load
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" ], "text/plain": [ " load\n", "2012-01-01 00:00:00 2698.0\n", "2012-01-01 01:00:00 2558.0\n", "2012-01-01 02:00:00 2444.0\n", "2012-01-01 03:00:00 2402.0\n", "2012-01-01 04:00:00 2403.0" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "energy = load_data('../../data')[['load']]\n", "energy.head(5)" ] }, { "cell_type": "markdown", "metadata": { "id": "O0BWP13rGnh4" }, "source": [ "### Plot di data\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 486 }, "id": "hGaNPKu_Gidk", "outputId": "7f89b326-9057-4f49-efbe-cb100ebdf76d" }, "outputs": [], "source": [ "energy.plot(y='load', subplots=True, figsize=(15, 8), fontsize=12)\n", "plt.xlabel('timestamp', fontsize=12)\n", "plt.ylabel('load', fontsize=12)\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "id": "IPuNor4eGwYY" }, "source": [ "### Create training and testing data\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "id": "ysvsNyONGt0Q" }, "outputs": [], "source": [ "train_start_dt = '2014-11-01 00:00:00'\n", "test_start_dt = '2014-12-30 00:00:00'" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 548 }, "id": "SsfdLoPyGy9w", "outputId": "d6d6c25b-b1f4-47e5-91d1-707e043237d7" }, "outputs": [], "source": [ "energy[(energy.index < test_start_dt) & (energy.index >= train_start_dt)][['load']].rename(columns={'load':'train'}) \\\n", " .join(energy[test_start_dt:][['load']].rename(columns={'load':'test'}), how='outer') \\\n", " .plot(y=['train', 'test'], figsize=(15, 8), fontsize=12)\n", "plt.xlabel('timestamp', fontsize=12)\n", "plt.ylabel('load', fontsize=12)\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "id": "XbFTqBw6G1Ch" }, "source": [ "### Prepare data for training\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Now, you go need prepare di data for training by doing filtering and scaling of di data.\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "cYivRdQpHDj3", "outputId": "a138f746-461c-4fd6-bfa6-0cee094c4aa1" }, "outputs": [], "source": [ "train = energy.copy()[(energy.index >= train_start_dt) & (energy.index < test_start_dt)][['load']]\n", "test = energy.copy()[energy.index >= test_start_dt][['load']]\n", "\n", "print('Training data shape: ', train.shape)\n", "print('Test data shape: ', test.shape)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Make di data dey for range (0, 1).\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 363 }, "id": "3DNntGQnZX8G", "outputId": "210046bc-7a66-4ccd-d70d-aa4a7309949c" }, "outputs": [], "source": [ "scaler = MinMaxScaler()\n", "train['load'] = scaler.fit_transform(train)\n", "train.head(5)" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 206 }, "id": "26Yht-rzZexe", "outputId": "20326077-a38a-4e78-cc5b-6fd7af95d301" }, "outputs": [], "source": [ "test['load'] = scaler.transform(test)\n", "test.head(5)" ] }, { "cell_type": "markdown", "metadata": { "id": "x0n6jqxOQ41Z" }, "source": [ "### How to create data wit time-steps\n" ] }, { "cell_type": "markdown", "metadata": { "id": "fdmxTZtOQ8xs" }, "source": [ "For our SVR, we go change di input data make e be like `[batch, timesteps]`. So, we go reshape di `train_data` and `test_data` wey dey already dey so dat new dimension go dey wey go represent di timesteps. For our example, we go use `timesteps = 5`. So, di inputs wey go enter di model na di data for di first 4 timesteps, and di output go be di data for di 5th timestep.\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "id": "Rpju-Sc2HFm0" }, "outputs": [], "source": [ "# Converting to numpy arrays\n", "\n", "train_data = train.values\n", "test_data = test.values" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# Selecting the timesteps\n", "\n", "timesteps=None" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "O-JrsrsVJhUQ", "outputId": "c90dbe71-bacc-4ec4-b452-f82fe5aefaef" }, "outputs": [], "source": [ "# Converting data to 2D tensor\n", "\n", "train_data_timesteps=None" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "exJD8AI7KE4g", "outputId": "ce90260c-f327-427d-80f2-77307b5a6318" }, "outputs": [], "source": [ "# Converting test data to 2D tensor\n", "\n", "test_data_timesteps=None" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "id": "2u0R2sIsLuq5" }, "outputs": [], "source": [ "x_train, y_train = None\n", "x_test, y_test = None\n", "\n", "print(x_train.shape, y_train.shape)\n", "print(x_test.shape, y_test.shape)" ] }, { "cell_type": "markdown", "metadata": { "id": "8wIPOtAGLZlh" }, "source": [ "## Create SVR model\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "id": "EhA403BEPEiD" }, "outputs": [], "source": [ "# Create model using RBF kernel\n", "\n", "model = None" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "GS0UA3csMbqp", "outputId": "d86b6f05-5742-4c1d-c2db-c40510bd4f0d" }, "outputs": [], "source": [ "# Fit model on training data" ] }, { "cell_type": "markdown", "metadata": { "id": "Rz_x8S3UrlcF" }, "source": [ "### Make model prediction\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "XR0gnt3MnuYS", "outputId": "157e40ab-9a23-4b66-a885-0d52a24b2364" }, "outputs": [], "source": [ "# Making predictions\n", "\n", "y_train_pred = None\n", "y_test_pred = None" ] }, { "cell_type": "markdown", "metadata": { "id": "_2epncg-SGzr" }, "source": [ "## Check how di model dey perform\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# Scaling the predictions\n", "\n", "y_train_pred = scaler.inverse_transform(y_train_pred)\n", "y_test_pred = scaler.inverse_transform(y_test_pred)" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "xmm_YLXhq7gV", "outputId": "18392f64-4029-49ac-c71a-a4e2411152a1" }, "outputs": [], "source": [ "# Scaling the original values\n", "\n", "y_train = scaler.inverse_transform(y_train)\n", "y_test = scaler.inverse_transform(y_test)" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "u3LBj93coHEi", "outputId": "d4fd49e8-8c6e-4bb0-8ef9-ca0b26d725b4" }, "outputs": [], "source": [ "# Extract the timesteps for x-axis\n", "\n", "train_timestamps = None\n", "test_timestamps = None" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "plt.figure(figsize=(25,6))\n", "# plot original output\n", "# plot predicted output\n", "plt.legend(['Actual','Predicted'])\n", "plt.xlabel('Timestamp')\n", "plt.title(\"Training data prediction\")\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "LnhzcnYtXHCm", "outputId": "f5f0d711-f18b-4788-ad21-d4470ea2c02b" }, "outputs": [], "source": [ "print('MAPE for training data: ', mape(y_train_pred, y_train)*100, '%')" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 225 }, "id": "53Q02FoqQH4V", "outputId": "53e2d59b-5075-4765-ad9e-aed56c966583" }, "outputs": [], "source": [ "plt.figure(figsize=(10,3))\n", "# plot original output\n", "# plot predicted output\n", "plt.legend(['Actual','Predicted'])\n", "plt.xlabel('Timestamp')\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "clOAUH-SXCJG", "outputId": "a3aa85ff-126a-4a4a-cd9e-90b9cc465ef5" }, "outputs": [], "source": [ "print('MAPE for testing data: ', mape(y_test_pred, y_test)*100, '%')" ] }, { "cell_type": "markdown", "metadata": { "id": "DHlKvVCId5ue" }, "source": [ "## Full dataset prediction\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "cOFJ45vreO0N", "outputId": "35628e33-ecf9-4966-8036-f7ea86db6f16" }, "outputs": [], "source": [ "# Extracting load values as numpy array\n", "data = None\n", "\n", "# Scaling\n", "data = None\n", "\n", "# Transforming to 2D tensor as per model input requirement\n", "data_timesteps=None\n", "\n", "# Selecting inputs and outputs from data\n", "X, Y = None, None" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "id": "ESSAdQgwexIi" }, "outputs": [], "source": [ "# Make model predictions\n", "\n", "# Inverse scale and reshape\n", "Y_pred = None\n", "Y = None" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 328 }, "id": "M_qhihN0RVVX", "outputId": "a89cb23e-1d35-437f-9d63-8b8907e12f80" }, "outputs": [], "source": [ "plt.figure(figsize=(30,8))\n", "# plot original output\n", "# plot predicted output\n", "plt.legend(['Actual','Predicted'])\n", "plt.xlabel('Timestamp')\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "AcN7pMYXVGTK", "outputId": "7e1c2161-47ce-496c-9d86-7ad9ae0df770" }, "outputs": [], "source": [ "print('MAPE: ', mape(Y_pred, Y)*100, '%')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "---\n\n\n**Disclaimer**: \nDis dokyument don use AI transleshion service [Co-op Translator](https://github.com/Azure/co-op-translator) do di transleshion. Even as we dey try make am accurate, abeg make you sabi say automatik transleshion fit get mistake or no dey correct well. Di original dokyument for im native language na di main source wey you go fit trust. For important informashon, e good make you use professional human transleshion. We no go fit take blame for any misunderstanding or wrong meaning wey fit happen because you use dis transleshion.\n\n" ] } ], "metadata": { "accelerator": "GPU", "colab": { "collapsed_sections": [], "name": "Recurrent_Neural_Networks.ipynb", "provenance": [] }, "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.7.1" }, "coopTranslator": { "original_hash": "e86ce102239a14c44585623b9b924a74", "translation_date": "2025-11-18T19:27:45+00:00", "source_file": "7-TimeSeries/3-SVR/working/notebook.ipynb", "language_code": "pcm" } }, "nbformat": 4, "nbformat_minor": 1 }