Advertisement
Guest User

Untitled

a guest
Feb 18th, 2020
83
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 1.45 KB | None | 0 0
  1. data_fv_copy=eolico_df[:"2020-01-01"]
  2. data_fv_copy[~data_fv_copy.index.duplicated()].resample("H").mean()
  3. data_fv_copy =data_fv_copy[["{}".format(zone.upper()),"tt_con_it-{}".format(zone),"pro_wnd_it-{}".format(zone),"con_it-{}".format(zone)]].copy()
  4.  
  5. data_fe = feature_engineering(data_fv_copy,zone.upper())
  6. tgt = zone.upper()
  7. print(tgt)
  8. ens = TimeSeriesEnsemble()
  9.  
  10. ens.set_target(tgt)
  11. ens.add_model({"mod_name":"m1","mod_type":"lasso","mod_params":{"alpha":0.001,"max_iter":1000},"scaler_type":"robust"})
  12.  
  13. #ens.add_model({"mod_name":"m2","mod_type":"svmr","mod_params":{"C":1},"scaler_type":"min_max","detrend_type":"mean"})
  14.  
  15. ens.add_model({"mod_name":"m2","mod_type":"xgbr","mod_params":{},"scaler_type":None})
  16.  
  17. ens.add_model({"mod_name":"m3","mod_type":"rfrr","mod_params":{},"scaler_type":None})
  18.  
  19. ens.add_model( {"mod_name":"m4","mod_type":"lasso","mod_params":{"alpha": 0.001,'max_iter':1000},"scaler_type":"min_max"})
  20. ens.update_common_params({"train_share":0.8})
  21. fv= ForwardValidator(ens)
  22.  
  23.  
  24. fv.set_fv_data_fe(data_fe)
  25. #val size = quante righe è grande la validation
  26. #val steps : quanti loop deve fare
  27. #train size =-1 finestra allenamento non è rolling se metti 1 parte sempre dalla stessa riga
  28. fv.set_forward_validation(val_steps=12, val_size=15*24, train_size=-1 )
  29. a,b,c=fv.perform_forward_validation()
  30. plots_eolico[tgt]=c
  31. results_eolico[tgt]=b
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement