from sklearn import linear_model import pandas as pd from sklearn.metrics import mean_squared_error, r2_score 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()[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 main(): fatigueSums = pd.read_csv("fatigue_total_sum.csv") workMovingAverage21 = pd.read_csv("21DaySlidingWorkAverage.csv", index_col=0) performance = pd.read_csv("time_series_days_ranked.csv", index_col=0) print(k_days_into_future_regression(workMovingAverage21, fatigueSums, 0, 21)) if __name__ == "__main__": main()