| @@ -1,5 +1,9 @@ | |||
| # wilshire_5000 | |||
| Classical Installations Required : numpy, pandas, tensorflow and matplotlib (and warnings) | |||
| Other Installation : statsmodels for ARIMA predictions (pip install statsmodels) | |||
| ## Données | |||
| [Données](https://fred.stlouisfed.org/series/WILL5000INDFC) | |||
| @@ -1,11 +0,0 @@ | |||
| import pandas | |||
| import numpy as np | |||
| csv = pandas.read_csv("WILL5000INDFC.csv") | |||
| extraction = csv["WILL5000INDFC"].tolist() | |||
| for i in range(len(extraction)) : | |||
| if extraction[i] == "." : | |||
| extraction[i] = extraction[i-1] | |||
| extraction = np.array(extraction).astype(float) | |||
| print(extraction) | |||
| np.save("dataset.npy", extraction) | |||
| @@ -3,7 +3,6 @@ import tensorflow as tf | |||
| import pandas as pd | |||
| import matplotlib.pyplot as plt | |||
| import wilshire | |||
| import tensorflow_addons as tfa | |||
| from statsmodels.tsa.arima.model import ARIMA | |||
| @@ -137,6 +137,7 @@ | |||
| ], | |||
| "source": [ | |||
| "## Plot all a with already saved models (the name of the folders should not be changed)\n", | |||
| "## the name of the models' folders should be \"Snake{a_value}a\"\n", | |||
| "nn.plot_all_a(a=[\"1\",\"10\",\"20\",\"30\",\"50\",\"100\"])" | |||
| ] | |||
| }, | |||
| @@ -1,8 +0,0 @@ | |||
| 100 epochs adam mse 2_runs 4_batch_size | |||
| [[0.5401026606559753, 0.0], [0.5401026606559753, 0.0], [0.18415303528308868, 0.009042516350746155], | |||
| [0.1577790528535843, 0.0004640519618988037], [0.007161237532272935, 0.0007062254007905722]] | |||
| [[0.0681375540792942, 0.11859790716458475], [0.0113261666148901, 0.002322317928070604], [nan, nan], | |||
| [0.008264125511050224, 0.0013573866481290681], [0.008175850845873356, 0.001503577316727166]] | |||