mining with boost
Guan, Love My Team and Leader
Sunday, Augest 3, 2014
分折交叉验证
## 第 1 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 2.93160 13.55650 3.68192 0.02849 0.21579 0.38163
## 第 2 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 2.20533 5.79037 2.40632 0.02112 0.10538 0.30082
## 第 3 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 1.56340 3.29697 1.81576 0.01456 0.13464 0.33238
## 第 4 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 2.84799 13.31146 3.64849 0.02538 1.02660 0.93496
## 第 5 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 2.86674 11.22507 3.35038 0.02458 0.24594 0.42736
## 第 6 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 5.42909 33.92006 5.82409 0.04543 0.32686 0.535516折交叉验证
## 6折交叉验证
## 用训练集作为测试
## 估计值与真值
## 误差
## mae mse rmse mape nmse nmae
## 0.818661 1.078812 1.038659 0.007394 0.030000 0.147865预测
外推预测 
误差
mae mse rmse mape nmse nmae
4.34218 19.53098 4.41939 0.03571 0.16472 0.39879 外推预测
总体误差
mae mse rmse mape nmse nmae
第 1 折 2.9316 13.557 3.682 0.028492 0.2158 0.3816
第 2 折 2.2053 5.790 2.406 0.021123 0.1054 0.3008
第 3 折 1.5634 3.297 1.816 0.014561 0.1346 0.3324
第 4 折 2.8480 13.311 3.648 0.025376 1.0266 0.9350
第 5 折 2.8667 11.225 3.350 0.024584 0.2459 0.4274
第 6 折 5.4291 33.920 5.824 0.045425 0.3269 0.5355
测试集总体 2.9740 13.517 3.677 0.026593 0.3759 0.5372
训练集总体 0.8187 1.079 1.039 0.007394 0.0300 0.1479
外推预测 4.3422 19.531 4.419 0.035711 0.1647 0.3988拟合和预测结果
date 真值 拟合值 分折预测值 拟合误差 预测误差 拟合相对误差
1 2007-07-01 100.9 104.1 107.7 3.227550 3.227550 0.0319932
2 2007-08-01 102.4 104.0 107.7 1.584864 1.584864 0.0154708
3 2007-09-01 102.6 104.0 108.0 1.436872 1.436872 0.0140109
4 2007-10-01 103.1 104.4 108.1 1.283723 1.283723 0.0124475
5 2007-11-01 103.4 104.2 106.8 0.809388 0.809388 0.0078282
6 2007-12-01 103.9 103.6 106.3 0.284394 0.284394 0.0027374
7 2008-01-01 104.7 103.8 105.3 0.976345 0.976345 0.0093211
8 2008-04-01 106.8 105.8 106.1 0.921022 0.921022 0.0086271
9 2008-05-01 106.2 106.3 107.4 0.046205 0.046205 0.0004349
10 2008-06-01 106.4 106.3 107.2 0.108010 0.108010 0.0010151
11 2008-07-01 106.9 105.9 106.1 1.021392 1.021392 0.0095515
12 2008-08-01 106.4 105.1 103.7 1.309293 1.309293 0.0123011
13 2008-09-01 106.5 105.9 104.6 0.575940 0.575940 0.0054104
14 2008-10-01 105.8 105.4 105.0 0.383101 0.383101 0.0036206
15 2008-11-01 104.2 104.7 105.3 0.477520 0.477520 0.0045818
16 2008-12-01 103.5 104.6 106.2 1.166620 1.166620 0.0112743
17 2009-02-01 104.3 104.4 107.6 0.085355 0.085355 0.0008182
18 2009-04-01 104.2 103.9 106.2 0.278020 0.278020 0.0026682
19 2009-05-01 103.5 104.3 107.3 0.789251 0.789251 0.0076266
20 2009-06-01 103.4 103.9 105.7 0.481195 0.481195 0.0046528
21 2009-07-01 103.8 104.6 106.7 0.776176 0.776176 0.0074751
22 2009-08-01 104.9 105.0 105.7 0.058542 0.058542 0.0005578
23 2009-09-01 105.1 104.9 103.4 0.170029 0.170029 0.0016183
24 2009-10-01 104.9 104.7 104.6 0.174723 0.174723 0.0016662
25 2009-11-01 104.5 105.1 104.5 0.593497 0.593497 0.0056776
26 2009-12-01 105.4 105.5 104.6 0.083153 0.083153 0.0007886
27 2010-01-01 106.1 105.2 104.0 0.860783 0.860783 0.0081137
28 2010-04-01 108.1 106.8 105.6 1.217253 1.217253 0.0112654
29 2010-05-01 107.8 107.1 105.3 0.777424 0.777424 0.0072096
30 2010-06-01 107.4 107.6 106.2 0.224690 0.224690 0.0020930
31 2010-07-01 108.1 107.6 105.9 0.504614 0.504614 0.0046684
32 2010-08-01 108.5 107.7 105.6 0.848162 0.848162 0.0078161
33 2010-09-01 108.8 109.3 107.9 0.458269 0.458269 0.0042101
34 2010-10-01 109.3 109.3 108.6 0.003671 0.003671 0.0000336
35 2010-11-01 110.3 111.7 117.1 1.406242 1.406242 0.0127512
36 2010-12-01 110.6 111.7 117.3 1.112002 1.112002 0.0100535
37 2011-01-01 111.5 111.8 117.0 0.310819 0.310819 0.0027876
38 2011-04-01 113.7 113.1 112.2 0.570818 0.570818 0.0050217
39 2011-05-01 113.5 115.9 113.1 2.365836 2.365836 0.0208356
40 2011-06-01 114.2 116.1 113.6 1.834872 1.834872 0.0160642
41 2011-07-01 114.9 114.3 112.8 0.600608 0.600608 0.0052272
42 2011-08-01 115.2 114.5 112.8 0.693844 0.693844 0.0060207
43 2011-09-01 115.6 115.5 113.5 0.138079 0.138079 0.0011945
44 2011-10-01 115.3 116.4 112.8 1.090528 1.090528 0.0094603
45 2011-11-01 114.7 116.4 115.4 1.672460 1.672460 0.0145819
46 2011-12-01 114.9 116.3 115.1 1.340859 1.340859 0.0116675
47 2012-03-01 116.8 116.6 114.0 0.252062 0.252062 0.0021572
48 2012-04-01 117.0 115.3 112.1 1.682338 1.682338 0.0143829
49 2012-05-01 116.5 114.9 111.7 1.632542 1.632542 0.0140133
50 2012-06-01 115.7 115.5 112.5 0.248192 0.248192 0.0021450
51 2012-07-01 116.3 115.9 112.9 0.376420 0.376420 0.0032372
52 2012-08-01 117.0 116.0 111.5 0.942534 0.942534 0.0080578
53 2012-09-01 117.2 116.2 114.0 1.043455 1.043455 0.0089020
54 2012-10-01 116.7 116.4 114.3 0.272621 0.272621 0.0023369
55 2012-11-01 116.5 117.4 117.0 0.832608 0.832608 0.0071451
56 2012-12-01 117.1 118.2 116.7 1.122937 1.122937 0.0095891
57 2013-01-01 118.3 118.0 115.1 0.264854 0.264854 0.0022395
58 2013-04-01 119.0 118.3 114.5 0.705575 0.705575 0.0059314
59 2013-05-01 118.5 118.2 113.5 0.261062 0.261062 0.0022034
60 2013-06-01 118.6 118.2 113.2 0.437286 0.437286 0.0036871
61 2013-07-01 119.0 118.6 113.2 0.314429 0.314429 0.0026433
62 2013-08-01 119.3 119.7 114.0 0.340122 0.340122 0.0028507
63 2013-09-01 120.1 118.8 113.0 1.300113 1.300113 0.0108211
64 2013-10-01 120.5 118.2 113.4 2.261852 2.261852 0.0187695
65 2013-11-01 120.0 119.4 112.3 0.632713 0.632713 0.0052715
66 2013-12-01 120.4 118.4 112.3 1.973924 1.973924 0.0163967
67 2014-01-01 121.6 116.3 116.3 5.283105 5.283105 0.0434559
68 2014-04-01 121.7 116.9 116.9 4.781779 4.781779 0.0392941
69 2014-05-01 121.7 118.6 118.6 3.071302 3.071302 0.0252410
70 2014-06-01 121.4 117.2 117.2 4.232541 4.232541 0.0348515
预测相对误差
1 0.0319932
2 0.0154708
3 0.0140109
4 0.0124475
5 0.0078282
6 0.0027374
7 0.0093211
8 0.0086271
9 0.0004349
10 0.0010151
11 0.0095515
12 0.0123011
13 0.0054104
14 0.0036206
15 0.0045818
16 0.0112743
17 0.0008182
18 0.0026682
19 0.0076266
20 0.0046528
21 0.0074751
22 0.0005578
23 0.0016183
24 0.0016662
25 0.0056776
26 0.0007886
27 0.0081137
28 0.0112654
29 0.0072096
30 0.0020930
31 0.0046684
32 0.0078161
33 0.0042101
34 0.0000336
35 0.0127512
36 0.0100535
37 0.0027876
38 0.0050217
39 0.0208356
40 0.0160642
41 0.0052272
42 0.0060207
43 0.0011945
44 0.0094603
45 0.0145819
46 0.0116675
47 0.0021572
48 0.0143829
49 0.0140133
50 0.0021450
51 0.0032372
52 0.0080578
53 0.0089020
54 0.0023369
55 0.0071451
56 0.0095891
57 0.0022395
58 0.0059314
59 0.0022034
60 0.0036871
61 0.0026433
62 0.0028507
63 0.0108211
64 0.0187695
65 0.0052715
66 0.0163967
67 0.0434559
68 0.0392941
69 0.0252410
70 0.0348515