diff --git a/outputs/time_split_experiment/gbdt_future_predictions_by_feature_set.xlsx b/outputs/time_split_experiment/gbdt_future_predictions_by_feature_set.xlsx new file mode 100644 index 0000000..3ceda2a Binary files /dev/null and b/outputs/time_split_experiment/gbdt_future_predictions_by_feature_set.xlsx differ diff --git a/outputs/time_split_experiment/time_split_feature_model_comparison.csv b/outputs/time_split_experiment/time_split_feature_model_comparison.csv new file mode 100644 index 0000000..105e6d9 --- /dev/null +++ b/outputs/time_split_experiment/time_split_feature_model_comparison.csv @@ -0,0 +1,17 @@ +特征方案,模型,特征数,训练集样本数,测试集样本数,训练日期起,训练日期止,测试日期起,测试日期止,RMSE,MAE,R2,测试预测最小值,测试预测最大值,未来预测最小值,未来预测最大值,未来预测均值 +13特征_日期sin_cos,梯度提升树,13,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1035.393806499406,869.0366952335274,0.6949404951600915,1193.005865875163,7448.828701180003,1862,6350,3848.46 +12特征_仅日期sin,梯度提升树,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1037.9787565353552,864.907988042832,0.6934153789548839,1570.2284280500735,7557.904184096963,1752,6174,3687.28 +11特征_无日期,梯度提升树,11,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1065.8819685946905,903.8377254645945,0.6767104504461063,1526.0106661213501,7445.060381049142,1927,6896,4029.71 +12特征_日期数值,线性回归,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1100.6960028141114,802.9604968933488,0.6552468729685021,1667.5505098104527,7202.426019549715,1341,5571,3322.7 +11特征_无日期,线性回归,11,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1102.6619968627012,803.6253768758826,0.6540142203549053,1677.5487160817047,7191.784877243726,1775,6001,3756.0 +12特征_仅日期sin,线性回归,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1109.0855745651786,812.0301896212464,0.6499713857316858,1680.4361958712066,7184.255023908034,1772,6010,3754.92 +13特征_日期sin_cos,线性回归,13,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1111.9746531184803,816.5536163460256,0.6481454179049195,1691.5799618779006,7248.332307970662,1775,5909,3690.63 +12特征_日期数值,梯度提升树,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1115.505147894367,754.6104141829828,0.6459076101057781,2210.8052037892908,7886.894463218566,3884,8023,6177.22 +12特征_日期数值,随机森林,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1211.6404640631436,857.2259950393145,0.5822456578217434,3362.6023664502195,7437.1805507936515,3778,7634,5700.92 +11特征_无日期,随机森林,11,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1243.2258138091481,1038.575310261998,0.5601815197920028,2508.394888672439,7396.9488500000025,1991,6107,3698.12 +11特征_无日期,SVR,11,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1256.1142258603181,1110.5200812033272,0.5510151326775178,2435.653600556283,6728.154381038747,1857,5138,3785.22 +12特征_仅日期sin,随机森林,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1300.1505289996633,1061.3027606571065,0.5189826853858082,2349.546295021645,7412.202957142856,1966,5800,3536.75 +12特征_日期数值,SVR,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1302.8065606379432,1122.631254189851,0.517015371360585,3038.4325167245174,6793.0357932052375,3203,5408,4553.72 +13特征_日期sin_cos,随机森林,13,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1362.4036579408184,1162.7424853677699,0.47181624787772836,2337.0508269841275,7378.615926190471,1981,5446,3498.99 +13特征_日期sin_cos,SVR,13,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1500.6745922933299,1355.960815132986,0.35916459954458013,2458.0732583146823,6405.637428945096,1864,4975,3596.58 +12特征_仅日期sin,SVR,12,584,147,2011-01-01,2012-08-06,2012-08-07,2012-12-31,1514.2320642644604,1364.971543352133,0.3475333594320331,2414.919176938589,6342.6982615190545,1813,4998,3673.18 diff --git a/time_split_experiment.py b/time_split_experiment.py new file mode 100644 index 0000000..426df01 --- /dev/null +++ b/time_split_experiment.py @@ -0,0 +1,140 @@ +from pathlib import Path + +import numpy as np +import pandas as pd +from sklearn.compose import ColumnTransformer +from sklearn.ensemble import GradientBoostingRegressor, RandomForestRegressor +from sklearn.linear_model import LinearRegression +from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score +from sklearn.pipeline import Pipeline +from sklearn.preprocessing import OneHotEncoder, StandardScaler +from sklearn.svm import SVR + +BASE_DIR = Path(__file__).resolve().parent +DATA_PATH = Path('/root/.hermes-web-ui/upload/default/28752a235eb6ef9d.xlsx') +OUT_DIR = BASE_DIR / 'outputs' / 'time_split_experiment' +OUT_DIR.mkdir(parents=True, exist_ok=True) + +TARGET = '总骑行量' +BASE_FEATURES = ['年', '季节', '月', '节假日', '星期', '工作日', '天气', '气温', '体感温度', '湿度', '风速'] +CATEGORICAL_BASE = ['年', '季节', '月', '节假日', '星期', '工作日', '天气'] + + +def rmse(y_true, y_pred): + return float(np.sqrt(mean_squared_error(y_true, y_pred))) + + +def make_pipeline(name, estimator, features, categorical): + numeric = [col for col in features if col not in categorical] + need_scale = name in {'线性回归', 'SVR'} + preprocessor = ColumnTransformer( + transformers=[ + ('cat', OneHotEncoder(handle_unknown='ignore'), categorical), + ('num', StandardScaler() if need_scale else 'passthrough', numeric), + ], + verbose_feature_names_out=False, + ) + return Pipeline([('preprocess', preprocessor), ('model', estimator)]) + + +def add_date_features(frame, min_date): + frame = frame.copy() + frame['日期数值'] = (frame['日期'] - min_date).dt.days + day_of_year = frame['日期'].dt.dayofyear + frame['日期_sin'] = np.sin(2 * np.pi * day_of_year / 365.25) + frame['日期_cos'] = np.cos(2 * np.pi * day_of_year / 365.25) + return frame + + +def main(): + daily = pd.read_excel(DATA_PATH, sheet_name='每天数据') + future = pd.read_excel(DATA_PATH, sheet_name='预测集') + daily['日期'] = pd.to_datetime(daily['日期']) + future['日期'] = pd.to_datetime(future['日期']) + daily = daily.sort_values('日期').reset_index(drop=True) + future = future.sort_values('日期').reset_index(drop=True) + + min_date = daily['日期'].min() + daily = add_date_features(daily, min_date) + future = add_date_features(future, min_date) + + split_idx = int(len(daily) * 0.8) + train = daily.iloc[:split_idx].copy() + test = daily.iloc[split_idx:].copy() + + feature_sets = { + '11特征_无日期': { + 'features': BASE_FEATURES, + 'categorical': CATEGORICAL_BASE, + }, + '12特征_日期数值': { + 'features': ['日期数值'] + BASE_FEATURES, + 'categorical': CATEGORICAL_BASE, + }, + '13特征_日期sin_cos': { + 'features': ['日期_sin', '日期_cos'] + BASE_FEATURES, + 'categorical': CATEGORICAL_BASE, + }, + '12特征_仅日期sin': { + 'features': ['日期_sin'] + BASE_FEATURES, + 'categorical': CATEGORICAL_BASE, + }, + } + + model_factories = { + '线性回归': lambda: LinearRegression(), + '随机森林': lambda: RandomForestRegressor(n_estimators=500, random_state=42, min_samples_leaf=2, n_jobs=-1), + '梯度提升树': lambda: GradientBoostingRegressor(random_state=42, n_estimators=300, learning_rate=0.05, max_depth=3), + 'SVR': lambda: SVR(C=200, gamma='scale', epsilon=50), + } + + rows = [] + future_rows = [] + for fs_name, spec in feature_sets.items(): + features = spec['features'] + categorical = spec['categorical'] + for model_name, factory in model_factories.items(): + pipe = make_pipeline(model_name, factory(), features, categorical) + pipe.fit(train[features], train[TARGET]) + pred = pipe.predict(test[features]) + future_pred = np.maximum(np.round(pipe.predict(future[features])), 0).astype(int) + rows.append({ + '特征方案': fs_name, + '模型': model_name, + '特征数': len(features), + '训练集样本数': len(train), + '测试集样本数': len(test), + '训练日期起': train['日期'].min().date().isoformat(), + '训练日期止': train['日期'].max().date().isoformat(), + '测试日期起': test['日期'].min().date().isoformat(), + '测试日期止': test['日期'].max().date().isoformat(), + 'RMSE': rmse(test[TARGET], pred), + 'MAE': float(mean_absolute_error(test[TARGET], pred)), + 'R2': float(r2_score(test[TARGET], pred)), + '测试预测最小值': float(pred.min()), + '测试预测最大值': float(pred.max()), + '未来预测最小值': int(future_pred.min()), + '未来预测最大值': int(future_pred.max()), + '未来预测均值': float(future_pred.mean()), + }) + if model_name == '梯度提升树': + temp = future[['日期'] + BASE_FEATURES].copy() + temp['特征方案'] = fs_name + temp['模型'] = model_name + temp['预测总骑行量'] = future_pred + future_rows.append(temp) + + result = pd.DataFrame(rows).sort_values(['RMSE', 'R2'], ascending=[True, False]) + result.to_csv(OUT_DIR / 'time_split_feature_model_comparison.csv', index=False, encoding='utf-8-sig') + pd.concat(future_rows, ignore_index=True).to_excel(OUT_DIR / 'gbdt_future_predictions_by_feature_set.xlsx', index=False) + + print('时间顺序划分:') + print(f"训练集 {len(train)} 条:{train['日期'].min().date()} 至 {train['日期'].max().date()}") + print(f"测试集 {len(test)} 条:{test['日期'].min().date()} 至 {test['日期'].max().date()}") + print('\n按 RMSE 排序:') + print(result[['特征方案', '模型', 'RMSE', 'MAE', 'R2', '未来预测最小值', '未来预测最大值', '未来预测均值']].to_string(index=False, float_format=lambda x: f'{x:.3f}')) + print(f"\n结果已保存:{OUT_DIR}") + + +if __name__ == '__main__': + main()