这是我的数据:(我重置索引。日期应该是索引）
Date A B C D
0 2013-10-07 -0.002169 0.000000 0.000880 -0.002331
1 2013-10-08 -0.019130 -0.000781 -0.000251 -0.007678
2 2013-10-09 -0.003103 0.000586 0.000251 0.002463
3 2013-10-10 0.000222 -0.000455 -0.002511 0.006278
4 2013-10-11 -0.000667 0.001172 0.001007 0.004524
5 2013-10-15 -0.004893 -0.000715 -0.002137 -0.012329
6 2013-10-16 0.004023 0.001627 0.003276 0.006837
7 2013-10-17 0.044969 0.002923 0.006153 0.022494
8 2013-10-18 0.001278 -0.000648 -0.000749 0.006896
9 2013-10-21 -0.005106 -0.000778 -0.001249 -0.003728
10 2013-10-22 0.016724 0.003114 0.006503 0.020869
11 2013-10-23 0.010054 0.000323 0.001367 0.006243
12 2013-10-24 0.004373 -0.001099 -0.002109 0.001872
13 2013-10-25 -0.002695 0.001230 0.001741 0.001919
14 2013-10-28 -0.007484 0.000065 -0.000372 -0.003351
15 2013-10-29 -0.083787 0.000646 0.001242 -0.038611
16 2013-10-30 -0.015318 -0.000775 -0.001860 -0.008933
17 2013-10-31 0.008173 0.000000 -0.001243 0.003270
18 2013-11-01 0.011239 -0.002198 -0.004728 0.000181
19 2013-11-04 -0.006377 0.000907 0.001750 -0.007510
20 2013-11-05 -0.003896 -0.001100 -0.003494 -0.010495
21 2013-11-06 0.003221 0.002073 0.002880 0.009557
22 2013-11-07 -0.007339 0.001035 0.001748 -0.016102
23 2013-11-08 -0.027264 -0.004134 -0.008725 -0.025816
24 2013-11-12 0.000950 -0.001622 -0.001635 -0.009427
25 2013-11-13 0.016849 0.002404 0.003652 0.015164
26 2013-11-14 0.011435 0.002593 0.003890 0.012978
27 2013-11-15 -0.011537 -0.000323 -0.000875 -0.004545
28 2013-11-18 -0.014006 0.001164 0.001877 -0.006758
29 2013-11-19 -0.009943 -0.001615 -0.002498 -0.009685
30 2013-11-20 -0.009087 -0.000065 -0.003130 -0.001487
31 2013-11-21 -0.009653 0.000259 0.000126 -0.000506
32 2013-11-22 -0.007797 0.000259 0.000000 -0.004374
33 2013-11-25 0.008841 0.000582 0.000879 0.002273
34 2013-11-26 -0.030185 0.001680 0.003262 -0.016692
35 2013-11-27 0.030120 -0.000903 -0.002501 0.015866
36 2013-11-29 -0.006823 -0.000452 -0.000878 -0.001567
37 2013-12-02 -0.019627 -0.002261 -0.004141 -0.016061
38 2013-12-03 -0.007007 0.001295 0.001890 0.001628
39 2013-12-04 -0.004536 -0.002263 -0.006916 -0.001931
40 2013-12-05 -0.014684 -0.001491 -0.002026 -0.014200
41 2013-12-06 -0.009250 -0.001168 -0.001142 -0.003146
42 2013-12-09 0.026971 0.000325 0.001016 0.018498
43 2013-12-10 0.020707 0.002014 0.004188 0.013916
44 2013-12-11 -0.019792 -0.001556 -0.003033 -0.013172
45 2013-12-12 0.004543 -0.001818 -0.002155 -0.004465
46 2013-12-13 0.006030 -0.000065 0.000000 -0.002234
47 2013-12-16 -0.026973 0.000130 -0.000254 -0.008754
48 2013-12-17 0.013912 0.001561 0.002541 0.016070
49 2013-12-18 0.000456 -0.000520 -0.002028 0.009451
50 2013-12-19 -0.014676 -0.003899 -0.005207 -0.015776
51 2013-12-20 0.020544 -0.001109 0.000638 0.016717
52 2013-12-23 0.007549 -0.000849 -0.007655 0.008830
53 2013-12-24 -0.004496 -0.002157 -0.003986 -0.010028
54 2013-12-26 0.000000 0.000000 -0.000516 -0.003166
55 2013-12-27 -0.036126 0.000066 -0.000129 -0.020434
56 2013-12-30 -0.004164 0.001179 0.001292 -0.004986
57 2013-12-31 0.008364 -0.000785 -0.001419 0.009153
58 2014-01-02 0.005702 -0.007858 0.001421 0.009639
59 2014-01-03 0.009794 -0.000990 -0.000258 0.006071
60 2014-01-06 0.008678 0.001321 0.002452 0.010942
61 2014-01-07 0.009615 0.000924 0.001545 0.008863
62 2014-01-08 -0.004010 -0.004087 -0.004884 -0.003096
63 2014-01-09 -0.004529 0.000728 0.001679 -0.005076
64 2014-01-10 0.018200 0.005291 0.007994 0.013189
65 2014-01-13 0.015392 0.001447 0.002302 0.006763
66 2014-01-14 -0.014181 -0.002431 -0.003446 -0.011149
67 2014-01-15 -0.000496 -0.001054 -0.001665 -0.001026
68 2014-01-16 0.006452 0.001318 0.002565 0.002206
69 2014-01-17 -0.001479 0.000658 0.001407 -0.000089
70 2014-01-21 0.015802 -0.000526 -0.000383 0.012028
71 2014-01-22 -0.000486 -0.002172 -0.003323 0.001867
72 2014-01-23 0.013619 0.004684 0.006797 0.009262
73 2014-01-24 -0.001440 0.001051 0.002165 -0.003307
74 2014-01-27 -0.006728 -0.000787 -0.002034 -0.010011
75 2014-01-28 0.000484 0.001444 0.002038 0.004646
76 2014-01-29 0.003385 0.002884 0.004448 -0.003861
77 2014-01-30 -0.001446 -0.000784 -0.001392 0.009083
78 2014-01-31 0.011100 0.001308 0.002408 0.011112
79 2014-02-03 0.005251 0.003005 0.005688 -0.001566
80 2014-02-04 0.012821 -0.000847 -0.002262 0.004361
81 2014-02-05 0.020628 -0.001108 -0.002142 0.006778
82 2014-02-06 -0.005512 -0.000979 -0.002146 -0.007698
83 2014-02-07 0.015242 0.002352 0.002783 0.009203
84 2014-02-10 0.006824 -0.000521 -0.000252 0.006613
85 2014-02-11 -0.007682 -0.002087 -0.002903 0.000172
86 2014-02-12 0.001821 -0.001634 -0.002658 0.001173
87 2014-02-13 0.005455 0.002749 0.004188 0.011299
88 2014-02-14 -0.003617 -0.000718 -0.000885 -0.003636
89 2014-02-18 0.019964 0.002025 0.002656 0.015714
90 2014-02-19 -0.007562 -0.001499 -0.001640 -0.009813
91 2014-02-20 -0.006723 -0.001306 -0.001895 -0.003139
92 2014-02-21 -0.006318 0.000588 0.001013 -0.004718
93 2014-02-24 0.001362 -0.000523 -0.001012 0.006311
94 2014-02-25 0.003628 0.001699 0.002912 0.003420
95 2014-02-26 0.008134 0.001175 0.001893 0.011737
96 2014-02-27 0.003138 0.000912 0.001890 0.000666
97 2014-02-28 -0.004021 -0.000977 -0.001761 0.003881
98 2014-03-03 0.013908 0.001825 0.003653 0.004437
99 2014-03-04 -0.000442 -0.002602 -0.005272 0.000915
100 2014-03-05 0.002656 -0.000261 0.000000 0.004615
101 2014-03-06 -0.004415 -0.001305 -0.002524 -0.003209
102 2014-03-07 -0.024169 -0.003071 -0.003795 -0.021528
103 2014-03-10 0.004317 0.000721 0.000889 0.005172
104 2014-03-11 -0.003620 0.000655 0.001015 -0.002815
105 2014-03-12 0.019074 0.001243 0.002281 0.014510
106 2014-03-13 0.009804 0.000000 0.001897 0.007487
107 2014-03-14 -0.004413 0.000000 0.000000 0.000663
108 2014-03-17 -0.002660 -0.001961 -0.003029 -0.002037
109 2014-03-18 0.006222 0.001048 0.001519 0.006868
110 2014-03-19 -0.025177 -0.006542 -0.008090 -0.018319
111 2014-03-20 -0.005437 -0.002041 -0.000637 0.001723
112 2014-03-21 0.024146 -0.000264 0.000383 0.015379
113 2014-03-24 -0.011566 -0.002112 -0.000637 -0.008398
114 2014-03-25 -0.008551 0.000728 -0.000128 -0.012633
115 2014-03-26 -0.005901 0.001388 0.002679 -0.008931
116 2014-03-27 -0.029224 -0.000066 0.000509 -0.009455
117 2014-03-28 -0.000470 -0.001518 -0.002416 -0.006199
118 2014-03-31 0.011294 -0.000066 -0.000127 0.009387
119 2014-04-01 0.006980 -0.000992 -0.001020 0.001805
120 2014-04-02 -0.006470 -0.002316 -0.003573 -0.003653
121 2014-04-03 0.000465 0.000332 0.000128 -0.005155
122 2014-04-04 0.013947 0.003448 0.005635 0.004609
123 2014-04-07 0.006648 0.001256 0.001528 0.007191
124 2014-04-08 0.005238 0.000462 0.001780 0.005351
125 2014-04-09 0.010874 0.001781 0.001142 0.003315
126 2014-04-10 0.000896 0.002568 0.003930 0.000508
127 2014-04-11 0.002687 0.000394 0.001010 0.002042
128 2014-04-14 -0.007593 -0.001510 -0.001514 -0.002741
129 2014-04-15 0.000000 -0.000789 0.000126 0.002182
130 2014-04-16 -0.004950 -0.001514 -0.001769 -0.000682
131 2014-04-17 -0.010403 -0.003164 -0.005189 -0.004158
132 2014-04-21 0.011426 0.000529 -0.000254 0.003711
133 2014-04-22 0.010393 -0.000991 -0.000891 0.006582
134 2014-04-23 0.000894 0.001588 0.002802 0.000229
135 2014-04-24 0.008490 -0.000066 -0.000127 -0.001095
136 2014-04-25 0.008861 0.000528 0.001143 0.002024
137 2014-04-28 -0.007905 0.000330 0.000381 -0.004773
138 2014-04-29 -0.008411 -0.000660 -0.000888 -0.005804
139 2014-04-30 0.013839 0.002708 0.003554 0.015036
140 2014-05-01 0.006165 0.001251 0.001897 0.006215
141 2014-05-02 -0.014880 -0.000987 0.000126 -0.004709
142 2014-05-05 0.007774 0.000000 -0.000631 0.003170
143 2014-05-06 0.001102 0.000000 0.000505 -0.001438
144 2014-05-07 0.017173 0.001646 0.001894 0.015630
145 2014-05-08 -0.003463 0.001380 0.001890 -0.017465
146 2014-05-09 0.003475 -0.000197 -0.000880 0.006848
147 2014-05-12 -0.006926 -0.001247 -0.002140 -0.003252
148 2014-05-13 0.001744 0.001709 0.002523 -0.000885
149 2014-05-14 0.008703 0.002559 0.004782 0.006951
150 2014-05-15 0.002157 0.001178 0.002505 -0.001368
151 2014-05-16 -0.001507 -0.000392 -0.001124 0.002052
152 2014-05-19 0.006251 0.000458 -0.000375 0.008072
153 2014-05-20 -0.003856 0.001504 0.002252 -0.004290
154 2014-05-21 0.003871 -0.000849 -0.001498 0.004114
155 2014-05-22 0.003856 -0.000980 -0.001500 0.002858
156 2014-05-23 0.006402 0.001112 0.001502 0.008235
157 2014-05-27 0.008906 0.000000 0.001000 0.003922
158 2014-05-28 -0.005885 0.002613 0.004746 -0.004339
159 2014-05-29 -0.003805 -0.000782 -0.000622 -0.003026
160 2014-05-30 0.007216 -0.000456 -0.000871 0.006175
161 2014-06-02 -0.000843 -0.003066 -0.004979 -0.004187
162 2014-06-03 -0.010966 -0.001570 -0.003753 -0.007997
163 2014-06-04 -0.003838 -0.000197 -0.000879 -0.001945
164 2014-06-05 0.011558 0.000787 0.001634 0.006846
165 2014-06-06 0.005501 -0.001179 -0.001255 0.006560
166 2014-06-09 0.002525 -0.001443 -0.001382 0.001106
167 2014-06-10 -0.011335 -0.000985 -0.001384 -0.003785
168 2014-06-11 0.001699 0.000592 0.000504 -0.000878
169 2014-06-12 0.003815 0.001708 0.003778 0.000634
170 2014-06-13 0.000000 -0.001574 -0.002007 0.003792
171 2014-06-16 -0.001267 -0.000328 0.000126 -0.000455
172 2014-06-17 -0.010571 -0.002234 -0.003645 -0.007918
173 2014-06-18 0.002564 0.001449 0.002901 0.001309
174 2014-06-19 0.011509 0.001315 0.001006 -0.000049
175 2014-06-20 0.000000 -0.000460 -0.000628 -0.002273
176 2014-06-23 0.008007 -0.000329 0.000000 0.005504
177 2014-06-24 -0.002090 0.001117 0.002389 -0.002682
178 2014-06-25 -0.004608 0.001379 0.001882 -0.004878
179 2014-06-26 -0.017677 0.001639 0.002254 0.000269
180 2014-06-27 -0.000857 0.000327 0.000125 -0.007244
181 2014-06-30 0.003859 0.000589 0.000625 -0.000522
这是我的代码：
ar = regr_data
y= ar.iloc[:80,0]
x=ar.iloc[:80,1:]
svmf = svm.SVR()
svmf.fit(training_x, training_y)
pred = pd.Series(svmf.predict(ar.iloc[80:,1:]))
result = pd.DataFrame({"Prediction":pred,"actual":np.array(ar.iloc[80:,0])})
SVM预测的常数为-0.002539。难道我做错了什么？我对SVM的工作原理知之甚少。我正在使用具有相同代码的LinearRegression，并且预测看起来合理。我很好奇，想要试用SVM。 SVM不能使用这种数据吗？但是一个常数只是看起来很奇怪。我应该尝试分类而不是精确预测吗？谢谢
答案 0 :(得分：1)
您的目标值非常小。可能你必须调整epsilon的值。 我有同样的问题，看到这个问题： Scaling of target causes Scikit-learn SVM regression to break down
答案 1 :(得分：0)
正如@larsmans在评论中所说，在使用RBF SVM时，你应该总是网格搜索C和gamma。
SVR也不适用于datetime64[ns] dtype。请使用dtype np.float64显式转换为numpy数组。自纪元以来的纳秒数将按1e18的顺序排列，因此您可能希望将浮动日期除以1e18。