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@ -4,6 +4,14 @@ from sklearn.metrics import mean_squared_error, r2_score |
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def k_days_into_future_regression(X, y, k, n0): |
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""" |
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linear regression that returns the fitted weights as well as metrics |
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:param X: x timeseries dataframe (very clean, no unamed columns), multidimensional rows |
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:param y: y timeseries dataframe (very clean, no unamed columns), scalar rows |
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:param k: days predicting in advance |
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:param n0: ignoring the first n0 days |
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:return: intercept, slopes, correlation, mean squared error |
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""" |
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col = "TimeSinceAugFirst" |
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inp = [] |
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out = [] |
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