{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Introduction & Table of Contents\n", "\n", "I have written notes throughout this notebook to describe a little what I am doing since everything was done in R and not Python.\n", "\n", "The important files are the following:\n", "\"ets_notebook.ipynb\", \"submission.csv\", \"TSfeatures_train_val.csv\", \"TSfeatures_test.csv\", \"test.csv\" and \"train.csv\".\n", "\n", "
class | dataset | row_id | variable | value |
---|---|---|---|---|
0 | train | 1 | 2009-01-05 | 0.006286455 |
0 | train | 1 | 2009-01-06 | 0.004407363 |
0 | train | 1 | 2009-01-07 | -0.038088652 |
0 | train | 1 | 2009-01-08 | 0.025285012 |
0 | train | 1 | 2009-01-09 | -0.006578773 |
0 | train | 1 | 2009-01-12 | 0.005713677 |
row_id | adf_res |
---|---|
<int> | <list> |
6742 | 0.000000, 1.000000, 2.000000, 3.000000, 4.000000, -17.114508, -11.013833, -9.465615, -9.085421, -8.609105, 0.010000, 0.010000, 0.010000, 0.010000, 0.010000 |
6742 | 0.000000, 1.000000, 2.000000, 3.000000, 4.000000, -17.128116, -11.033299, -9.504570, -9.157584, -8.669078, 0.010000, 0.010000, 0.010000, 0.010000, 0.010000 |
6742 | 0.000000, 1.000000, 2.000000, 3.000000, 4.000000, -17.156757, -11.081321, -9.545201, -9.185512, -8.780369, 0.010000, 0.010000, 0.010000, 0.010000, 0.010000 |
row_id | adf_res |
---|---|
<int> | <list> |
11085 | 0.000000, 1.000000, 2.000000, 3.000000, 4.000000, -16.371976, -12.029433, -10.186513, -9.017429, -7.522447, 0.010000, 0.010000, 0.010000, 0.010000, 0.010000 |
11085 | 0.000000, 1.000000, 2.000000, 3.000000, 4.000000, -16.501759, -12.215099, -10.411252, -9.290359, -7.819255, 0.010000, 0.010000, 0.010000, 0.010000, 0.010000 |
11085 | 0.000000, 1.000000, 2.000000, 3.000000, 4.000000, -16.469330, -12.190427, -10.391839, -9.271585, -7.801521, 0.010000, 0.010000, 0.010000, 0.010000, 0.010000 |
X | row_id | class | ac_9_ac_9 | acf_features_x_acf1 | acf_features_x_acf10 | acf_features_diff1_acf1 | acf_features_diff1_acf10 | acf_features_diff2_acf1 | acf_features_diff2_acf10 | ... | tsfeatures_entropy | tsfeatures_x_acf1 | tsfeatures_x_acf10 | tsfeatures_diff1_acf1 | tsfeatures_diff1_acf10 | tsfeatures_diff2_acf1 | tsfeatures_diff2_acf10 | unitroot_kpss | unitroot_pp | walker_propcross |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 1 | 0 | -0.067527460 | 0.009709445 | 0.05268970 | -0.5005299 | 0.3297018 | -0.6772403 | 0.6124739 | ... | 0.9840151 | 0.009709445 | 0.05268970 | -0.5005299 | 0.3297018 | -0.6772403 | 0.6124739 | 0.09938291 | -249.7732 | 0.5405405 |
2 | 2 | 0 | -0.042157717 | -0.007590195 | 0.03874814 | -0.5171529 | 0.3129147 | -0.6727897 | 0.5379301 | ... | 0.9864332 | -0.007590195 | 0.03874814 | -0.5171529 | 0.3129147 | -0.6727897 | 0.5379301 | 0.04145992 | -256.0485 | 0.5019305 |
3 | 3 | 1 | 0.009959832 | -0.040592874 | 0.04490357 | -0.5026683 | 0.3471209 | -0.6718885 | 0.6109006 | ... | 0.9868568 | -0.040592874 | 0.04490357 | -0.5026683 | 0.3471209 | -0.6718885 | 0.6109006 | 0.07756983 | -258.1295 | 0.5328185 |
4 | 4 | 0 | -0.042874797 | -0.044361893 | 0.06158667 | -0.4571442 | 0.3184053 | -0.5906478 | 0.4361178 | ... | 0.9790521 | -0.044361893 | 0.06158667 | -0.4571442 | 0.3184053 | -0.5906478 | 0.4361178 | 0.21296332 | -262.0781 | 0.4903475 |
5 | 5 | 0 | 0.025931211 | -0.244783496 | 0.14691301 | -0.5810073 | 0.4796508 | -0.6799229 | 0.6232529 | ... | 0.9723766 | -0.244783496 | 0.14691301 | -0.5810073 | 0.4796508 | -0.6799229 | 0.6232529 | 0.15063439 | -323.5672 | 0.5289575 |
6 | 6 | 0 | -0.076116613 | 0.046855578 | 0.08583475 | -0.5253131 | 0.3438031 | -0.6901570 | 0.6130725 | ... | 0.9806218 | 0.046855578 | 0.08583475 | -0.5253131 | 0.3438031 | -0.6901570 | 0.6130725 | 0.02594138 | -262.3484 | 0.5250965 |
ac_9_ac_9 | acf_features_x_acf1 | acf_features_x_acf10 | acf_features_diff1_acf1 | acf_features_diff1_acf10 | acf_features_diff2_acf1 | acf_features_diff2_acf10 | ARCH.LM | autocorr_features_embed2_incircle_1 | autocorr_features_embed2_incircle_2 | ... | tsfeatures_entropy | tsfeatures_x_acf1 | tsfeatures_x_acf10 | tsfeatures_diff1_acf1 | tsfeatures_diff1_acf10 | tsfeatures_diff2_acf1 | tsfeatures_diff2_acf10 | unitroot_kpss | unitroot_pp | walker_propcross |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.023236441 | -0.074650971 | 0.02038917 | -0.5603844 | 0.3214731 | -0.6947503 | 0.5228883 | 0.02645647 | 0.4749035 | 0.6949807 | ... | 0.9907267 | -0.074650971 | 0.02038917 | -0.5603844 | 0.3214731 | -0.6947503 | 0.5228883 | 0.08418223 | -295.5967 | 0.5637066 |
0.089101393 | -0.005155064 | 0.13301470 | -0.4885461 | 0.4353276 | -0.6773534 | 0.7858669 | 0.22605361 | 0.5907336 | 0.7451737 | ... | 0.9636886 | -0.005155064 | 0.13301470 | -0.4885461 | 0.4353276 | -0.6773534 | 0.7858669 | 0.07434871 | -225.7176 | 0.4903475 |
-0.015845671 | 0.045232147 | 0.02809074 | -0.4489214 | 0.2210296 | -0.6291573 | 0.4179265 | 0.01533997 | 0.5658915 | 0.7674419 | ... | 0.9918732 | 0.045232147 | 0.02809074 | -0.4489214 | 0.2210296 | -0.6291573 | 0.4179265 | 0.05921490 | -227.0271 | 0.4633205 |
-0.040078185 | 0.024202203 | 0.06762123 | -0.4316614 | 0.3067859 | -0.6202015 | 0.5529502 | 0.09864609 | 0.5891473 | 0.7674419 | ... | 0.9804658 | 0.024202203 | 0.06762123 | -0.4316614 | 0.3067859 | -0.6202015 | 0.5529502 | 0.09948075 | -227.6157 | 0.5057915 |
-0.007340002 | -0.172831300 | 0.04932286 | -0.5434486 | 0.3170055 | -0.6880143 | 0.5446340 | 0.02723756 | 0.3976834 | 0.6525097 | ... | 0.9837865 | -0.172831300 | 0.04932286 | -0.5434486 | 0.3170055 | -0.6880143 | 0.5446340 | 0.07212473 | -274.1723 | 0.5482625 |
-0.024278095 | 0.092982193 | 0.02774284 | -0.4618626 | 0.2562180 | -0.6418039 | 0.4921543 | 0.11114889 | 0.5234375 | 0.6757812 | ... | 0.9831277 | 0.092982193 | 0.02774284 | -0.4618626 | 0.2562180 | -0.6418039 | 0.4921543 | 0.04312335 | -232.2476 | 0.4671815 |
value |
---|
0 |
0 |
0 |
1 |
0 |
1 |
TrainAUC | TestAUC | TrainLogloss | TestLogloss | TrainError | TestError | SubSampRate | ColSampRate | Depth | eta | gamma | lambda | alpha | max_delta_step | col_sample_bylevel | currentMinChild |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0.8977254 | 0.7390132 | 0.4742636 | 0.5954282 | 0.1878026 | 0.3330001 | 1 | 1 | 5 | 0.1 | 0 | 1 | 0 | 0 | 1 | 1 |
0.9890697 | 0.743927 | 0.3319295 | 0.5932834 | 0.0536296 | 0.3293333 | 1 | 1 | 8 | 0.1 | 0 | 1 | 0 | 0 | 1 | 1 |
1 | 0.7584138 | 0.0662322 | 0.6039268 | 0 | 0.3162223 | 1 | 1 | 14 | 0.1 | 0 | 1 | 0 | 0 | 1 | 1 |
0.8493396 | 0.7336757 | 0.5263202 | 0.6021869 | 0.239679 | 0.3383333 | 1 | 1 | 5 | 0.05 | 0 | 1 | 0 | 0 | 1 | 1 |
0.9430787 | 0.7322655 | 0.4642675 | 0.6055151 | 0.1377653 | 0.3396668 | 1 | 1 | 8 | 0.05 | 0 | 1 | 0 | 0 | 1 | 1 |
1 | 0.7518296 | 0.1698682 | 0.5901376 | 0 | 0.3218888 | 1 | 1 | 14 | 0.05 | 0 | 1 | 0 | 0 | 1 | 1 |
0.8932411 | 0.7239299 | 0.466469 | 0.6063663 | 0.1925431 | 0.3464445 | 1 | 1 | 5 | 0.3 | 0 | 1 | 0 | 0 | 1 | 1 |
1 | 0.7407583 | 0.0868916 | 0.6423666 | 0.0000738 | 0.3298889 | 1 | 1 | 8 | 0.3 | 0 | 1 | 0 | 0 | 1 | 1 |
1 | 0.7520043 | 0.0212522 | 0.6814635 | 0 | 0.3176667 | 1 | 1 | 14 | 0.3 | 0 | 1 | 0 | 0 | 1 | 1 |
row_id | variable | value |
---|---|---|
1 | feature1 | 0.033103857 |
1 | feature2 | 0.008622451 |
1 | feature3 | 0.004062185 |
1 | feature4 | 0.008255409 |
1 | feature5 | 0.055874059 |
1 | feature6 | -0.006126608 |
X | row_id | class | ac_9_ac_9 | acf_features_x_acf1 | acf_features_x_acf10 | acf_features_diff1_acf1 | acf_features_diff1_acf10 | acf_features_diff2_acf1 | acf_features_diff2_acf10 | ⋯ | tsfeatures_entropy | tsfeatures_x_acf1 | tsfeatures_x_acf10 | tsfeatures_diff1_acf1 | tsfeatures_diff1_acf10 | tsfeatures_diff2_acf1 | tsfeatures_diff2_acf10 | unitroot_kpss | unitroot_pp | walker_propcross |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
<int> | <int> | <int> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | ⋯ | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> |
1 | 1 | 0 | -0.067527460 | 0.009709445 | 0.05268970 | -0.5005299 | 0.3297018 | -0.6772403 | 0.6124739 | ⋯ | 0.9840151 | 0.009709445 | 0.05268970 | -0.5005299 | 0.3297018 | -0.6772403 | 0.6124739 | 0.09938291 | -249.7732 | 0.5405405 |
2 | 2 | 0 | -0.042157717 | -0.007590195 | 0.03874814 | -0.5171529 | 0.3129147 | -0.6727897 | 0.5379301 | ⋯ | 0.9864332 | -0.007590195 | 0.03874814 | -0.5171529 | 0.3129147 | -0.6727897 | 0.5379301 | 0.04145992 | -256.0485 | 0.5019305 |
3 | 3 | 1 | 0.009959832 | -0.040592874 | 0.04490357 | -0.5026683 | 0.3471209 | -0.6718885 | 0.6109006 | ⋯ | 0.9868568 | -0.040592874 | 0.04490357 | -0.5026683 | 0.3471209 | -0.6718885 | 0.6109006 | 0.07756983 | -258.1295 | 0.5328185 |
4 | 4 | 0 | -0.042874797 | -0.044361893 | 0.06158667 | -0.4571442 | 0.3184053 | -0.5906478 | 0.4361178 | ⋯ | 0.9790521 | -0.044361893 | 0.06158667 | -0.4571442 | 0.3184053 | -0.5906478 | 0.4361178 | 0.21296332 | -262.0781 | 0.4903475 |
5 | 5 | 0 | 0.025931211 | -0.244783496 | 0.14691301 | -0.5810073 | 0.4796508 | -0.6799229 | 0.6232529 | ⋯ | 0.9723766 | -0.244783496 | 0.14691301 | -0.5810073 | 0.4796508 | -0.6799229 | 0.6232529 | 0.15063439 | -323.5672 | 0.5289575 |
6 | 6 | 0 | -0.076116613 | 0.046855578 | 0.08583475 | -0.5253131 | 0.3438031 | -0.6901570 | 0.6130725 | ⋯ | 0.9806218 | 0.046855578 | 0.08583475 | -0.5253131 | 0.3438031 | -0.6901570 | 0.6130725 | 0.02594138 | -262.3484 | 0.5250965 |
X | row_id | ac_9_ac_9 | acf_features_x_acf1 | acf_features_x_acf10 | acf_features_diff1_acf1 | acf_features_diff1_acf10 | acf_features_diff2_acf1 | acf_features_diff2_acf10 | ARCH.LM | ⋯ | tsfeatures_entropy | tsfeatures_x_acf1 | tsfeatures_x_acf10 | tsfeatures_diff1_acf1 | tsfeatures_diff1_acf10 | tsfeatures_diff2_acf1 | tsfeatures_diff2_acf10 | unitroot_kpss | unitroot_pp | walker_propcross |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
<int> | <int> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | ⋯ | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> | <dbl> |
1 | 1 | -0.026207279 | -0.039628102 | 0.04297837 | -0.4964245 | 0.3379915 | -0.6704837 | 0.6178088 | 0.14257445 | ⋯ | 0.9817288 | -0.039628102 | 0.04297837 | -0.4964245 | 0.3379915 | -0.6704837 | 0.6178088 | 0.88203803 | -252.2509 | 0.4826255 |
2 | 2 | -0.004779871 | 0.054415499 | 0.04234451 | -0.4931653 | 0.3114689 | -0.6980787 | 0.6597427 | 0.11116249 | ⋯ | 0.9856808 | 0.054415499 | 0.04234451 | -0.4931653 | 0.3114689 | -0.6980787 | 0.6597427 | 0.07222245 | -226.9463 | 0.5250965 |
3 | 3 | 0.037036434 | -0.004196286 | 0.17812093 | -0.3838557 | 0.3158431 | -0.5535087 | 0.3948373 | 0.34502023 | ⋯ | 0.9627133 | -0.004196286 | 0.17812093 | -0.3838557 | 0.3158431 | -0.5535087 | 0.3948373 | 0.17573108 | -235.0780 | 0.5598456 |
4 | 4 | -0.057602864 | -0.033890565 | 0.02517169 | -0.4963752 | 0.2570591 | -0.6694337 | 0.4910006 | 0.04712957 | ⋯ | 0.9886539 | -0.033890565 | 0.02517169 | -0.4963752 | 0.2570591 | -0.6694337 | 0.4910006 | 0.08602636 | -241.6752 | 0.5366795 |
5 | 5 | -0.123699426 | 0.008638053 | 0.03080387 | -0.5025363 | 0.3330186 | -0.6693011 | 0.5835466 | 0.11576025 | ⋯ | 0.9908616 | 0.008638053 | 0.03080387 | -0.5025363 | 0.3330186 | -0.6693011 | 0.5835466 | 0.11690269 | -266.1451 | 0.4864865 |
6 | 6 | 0.013756598 | -0.088922410 | 0.06686152 | -0.5649436 | 0.4404459 | -0.7097820 | 0.7128451 | 0.07522989 | ⋯ | 0.9835850 | -0.088922410 | 0.06686152 | -0.5649436 | 0.4404459 | -0.7097820 | 0.7128451 | 0.08699125 | -279.8920 | 0.5328185 |