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Apr 23rd, 2018
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  1. import numpy as np
  2. import pandas as pd
  3. import matplotlib.pyplot as plt
  4. from IPython.display import display
  5. from sklearn.linear_model import ElasticNetCV
  6.  
  7. # read the data
  8. data = pd.read_csv('biggestmerchang.csv', parse_dates=['day'])
  9. t = data['day']
  10. y = data['activation']
  11. test_size=0.2
  12.  
  13.  
  14. # create features in new dataframe
  15. X = pd.DataFrame()
  16. X['daysbef0'] = y.shift(0)
  17. X['daysbef5'] = y.shift(5)X['lag 10'] = y.shift(10)
  18. X['daysbef10'] = y.shift(11)
  19. X['t'] = (t - t.min())/(t.max() - t.min())
  20. X['rollingmean3'] = y.rolling(3).mean()
  21. X['rollingmean6'] = y.rolling(6).mean()
  22. X['rollingmean12'] = y.rolling(12).mean()
  23.  
  24. train = X[:-test_size]
  25. test = X[-test_size:]
  26.  
  27. estimator = ElasticNetCV(n_alphas=100, l1_ratio=0.9, cv=5, random_state=123)
  28. estimator.fit(X.loc[train, :], y[train])
  29. test_score = estimator.score(X.loc[test, :], y[test])
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