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test: 对比时间顺序划分特征方案

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outputs/time_split_experiment/gbdt_future_predictions_by_feature_set.xlsx Normal file
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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
1 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
2 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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 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
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
13 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
14 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
15 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
16 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
17 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