Models.py 文件源码

python
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项目:Stock-Prediction-Time-Series-Analysis-Python 作者: Nekooeimehr 项目源码 文件源码
def RF_Model(Scaled_Input_Data, Output_Data):
    T0 = time.time()
    n = len(Scaled_Input_Data)
    RFModel = RandomForestRegressor()
    RFModel.fit(Scaled_Input_Data, Output_Data)
    RF_Time = time.time() - T0
    print('The computational time of Random Forest Regression for ', n, ' examples is: ', RF_Time)
    MSEs_RF = cross_validation.cross_val_score(RFModel, Scaled_Input_Data, Output_Data, cv=cross_validation.LeaveOneOut(n), scoring="mean_absolute_error")
    MeanMSE_RF = np.mean(list(MSEs_RF))
    print('The average MSE of Random Forest Regression for ', n, ' examples is: ', (-1*MeanMSE_RF))
    return(MeanMSE_RF, RFModel)
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