from sklearn import linear_model import pandas as pd from sklearn.metrics import mean_squared_error, r2_score from matplotlib import pyplot as plt import numpy as np from sklearn.preprocessing import PolynomialFeatures def k_days_into_future_regression(X, y, k, n0): """ linear regression that returns the fitted weights as well as metrics :param X: x timeseries dataframe (very clean, no unamed columns), multidimensional rows :param y: y timeseries dataframe (very clean, no unamed columns), scalar rows :param k: days predicting in advance :param n0: ignoring the first n0 days :return: intercept, slopes, correlation, mean squared error """ col = "TimeSinceAugFirst" inp = [] out = [] for day in y[col][n0 - 1:]: prev = day - k xprev = X[X[col] == prev].drop(columns=[col]).to_numpy() if xprev.shape[0] != 1: continue else: xprev = xprev[0, :] yt = y[y[col] == day].drop(columns=[col]).to_numpy()[0, :] inp.append(xprev) out.append(yt) regr = linear_model.LinearRegression() regr.fit(inp, out) predictions = regr.predict(inp) mse = mean_squared_error(out, predictions)/(len(out) - 2) r2 = r2_score(out, predictions) return regr.intercept_, regr.coef_, r2, mse def standard_lr(x, y): x = x.reshape(-1, 1) y = y.reshape(-1, 1) regr = linear_model.LinearRegression() regr.fit(x, y) predictions = regr.predict(x) mse = mean_squared_error(y, predictions) / (len(y) - 2) r2 = r2_score(y, predictions) return regr.intercept_, regr.coef_, r2, mse def poly_regression(x, y, degree): # Reshapes the models to be able to run regression on them x = x.reshape(-1, 1) y = y.reshape(-1, 1) # Polynomial regression with nth degree, gives back rmse and r2 polynomial_features = PolynomialFeatures(degree=degree) x_poly = polynomial_features.fit_transform(x) model = linear_model.LinearRegression() model.fit(x_poly, y) y_poly_pred = model.predict(x_poly) rmse = np.sqrt(mean_squared_error(y, y_poly_pred)) r2 = r2_score(y, y_poly_pred) return rmse, r2 def run_all_polynomials(): # Reads in the neccessary csv file df = pd.read_csv('data_preparation/cleaned/personal.csv') regr = linear_model.LinearRegression() print("xVal, yVal, degree, r2, rmse") for i in range(3, 14): for j in range(1, 14 - i): mat = df[[df.columns[i], df.columns[i + j]]].values for d in range(1, 6): rmse, r2 = poly_regression(mat[:, 0], mat[:, 1], d) plt.figure(figsize=(6, 6)) plt.xlabel(df.columns[i]) plt.ylabel(df.columns[i + j]) plt.title('r2: ' + str(r2) + 'degree: ' + str(d)) plt.scatter(mat[:, 0], mat[:, 1]) plt.savefig('personal_regression_info/' + df.columns[i] + '_vs_' + df.columns[i + j] + '_' + str(d) + '_degree.png') print(df.columns[i] + ', ' + df.columns[i + j] + ', ' + str(d) + ', ' + str(r2) + ', ' + str(rmse)) plt.close() # run_all_linears() run_all_polynomials()