from model.MSVR import MSVR from model.utility import create_dataset,rmse from sklearn.preprocessing import MinMaxScaler import numpy as np import argparse dataPath = './data/MackeyGlass_t17.txt' rawData = np.loadtxt(dataPath) parser = argparse.ArgumentParser( description='MSVR for Time Series Forecasting') parser.add_argument('-inputDim', type=int, default=10, metavar='N', help='steps for prediction (default: 1)') parser.add_argument('-outputH', type=int, default=2) if __name__ == "__main__": # opt = parser.parse_args() opt, unknown = parser.parse_known_args() dim = opt.inputDim h = opt.outputH ts = rawData.reshape(-1) segmentation = int(len(ts)*2/3) dataset = create_dataset(ts,dim,h) scaler = MinMaxScaler(feature_range=(-1, 1)) dataset = scaler.fit_transform(dataset) X, Y = dataset[:, :(0 - h)], dataset[:, (0-h):] train_input = X[:segmentation, :] train_target = Y[:segmentation].reshape(-1, h) test_input = X[segmentation:, :] test_target = Y[segmentation:].reshape(-1, h) msvr = MSVR() msvr.fit(train_input,train_target) trainPred = msvr.predict(train_input) testPred = msvr.predict(test_input) trainMetric = rmse(train_target,trainPred) testMetric = rmse(test_target,testPred) print(trainMetric, testMetric)