Random Forest for Time Series Forecasting

 By Machine Learning Mastery - 2020-11-01

Description

Random Forest is a popular and effective ensemble machine learning algorithm. It is widely used for classification and regression predictive modeling problems with structured (tabular) data sets, e.g. ...

Summary

  • Random Forest is a popular and effective ensemble machine learning algorithm.
  • Repeating this process for the entire test dataset will give a one-step prediction for the entire test dataset from which an error measure can be calculated to evaluate the skill of the model.
  • .3f'%mae) # plot expected vs predicted pyplot.plot(y,label='Expected') pyplot.plot(yhat,label='Predicted') pyplot.legend() pyplot.show() Running the example reports the expected and predicted values for each step in the test set, then the MAE for all predicted values.
  • 5.905 A line plot is created comparing the series of expected values and predicted values for the last 12 months of the dataset.

 

Topics

  1. Machine_Learning (0.31)
  2. Backend (0.15)
  3. NLP (0.09)

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