采用 facebook 的prophet 预测科大讯飞的股票开盘价

在运行代码前需要安装fbprophet和tushare,然后拷贝代码可直接运行,个人认为facebook的这个开源不怎么样,回测的效果不行.不如lstm甚至简单的多元回归.

#!/usr/bin/env python3 # -*- coding: utf-8 -*- """ Created on Sun Feb 18 09:26:40 2018 @author: 罗干 """ import pandas as pd import numpy as np from fbprophet import Prophet import matplotlib.pyplot as plt import tushare as ts de=ts.get_hist_data('002230',start='2016-01-25',end='2017-11-01') df=pd.DataFrame() df['y']=de['open'] df['ds']=list(de.index) # 定义模型 m = Prophet() # 训练模型 m.fit(df) # 构建预测集 future = m.make_future_dataframe(periods=60) print (future.tail()) # 进行预测 forecast = m.predict(future) m.plot(forecast) plt.show()