🎉Community Raffle - Win $25

An exclusive raffle opportunity for active members like you! Complete your profile, answer questions and get your first accepted badge to enter the raffle.
Join and Win

stock prediction model problem

User: "ahanazi"
New Altair Community Member
Updated by Jocelyn
gent;
i hope you are doing well.

i'm using SVM - LibSVMLearner

i gut this result:
class  precision : pred. Sell = 95%
                          : pred. buy= 90%
when i try to apply the model in another dataset it give me all rediction is :Buy!!!!!
how can i solve this??

***here is the XML *****
<operator name="XLU Prediction with a SVM" class="Process" expanded="yes">
   <parameter key="resultfile" value="C:\Documents and Settings\ahanazi\Desktop\Testinf Rapid\myFirstModel\Model2\result.res"/>
   <operator name="Load Data from Spreadsheet" class="ExcelExampleSource">
       <parameter key="excel_file" value="C:\Documents and Settings\ahanazi\Desktop\Testinf Rapid\myFirstModel\Model2\data\index-weekly-from-1-1-2003-T0-28-2-2009.xls"/>
       <parameter key="first_row_as_names" value="true"/>
       <parameter key="create_label" value="true"/>
       <parameter key="label_column" value="11"/>
       <parameter key="create_id" value="true"/>
       <parameter key="id_column" value="2"/>
   </operator>
   <operator name="Normalize the Data" class="Normalization">
       <parameter key="return_preprocessing_model" value="true"/>
       <parameter key="create_view" value="true"/>
       <parameter key="min" value="0.1"/>
       <parameter key="max" value="0.9"/>
   </operator>
   <operator name="DataStatistics" class="DataStatistics">
   </operator>
   <operator name="Cross Validate" class="XValidation" expanded="yes">
       <parameter key="keep_example_set" value="true"/>
       <parameter key="create_complete_model" value="true"/>
       <operator name="Train the SVM" class="LibSVMLearner">
           <parameter key="keep_example_set" value="true"/>
           <parameter key="degree" value="5"/>
           <parameter key="gamma" value="0.8976"/>
           <parameter key="C" value="19.0"/>
           <list key="class_weights">
           </list>
           <parameter key="calculate_confidences" value="true"/>
       </operator>
       <operator name="ModelWriter" class="ModelWriter">
           <parameter key="model_file" value="C:\Documents and Settings\ahanazi\Desktop\Testinf Rapid\myFirstModel\Model2\realModelFile\SVM ahmed model.mod"/>
           <parameter key="overwrite_existing_file" value="false"/>
           <parameter key="output_type" value="XML"/>
       </operator>
   </operator>
   <operator name="Test the SVM's Performance" class="OperatorChain" expanded="yes">
       <operator name="Apply the SVM to Test Data" class="ModelApplier">
           <parameter key="keep_model" value="true"/>
           <list key="application_parameters">
           </list>
           <parameter key="create_view" value="true"/>
       </operator>
       <operator name="Give Performance Stats" class="ClassificationPerformance">
           <parameter key="keep_example_set" value="true"/>
           <parameter key="accuracy" value="true"/>
           <parameter key="weighted_mean_recall" value="true"/>
           <parameter key="weighted_mean_precision" value="true"/>
           <parameter key="correlation" value="true"/>
           <parameter key="margin" value="true"/>
           <parameter key="logistic_loss" value="true"/>
           <list key="class_weights">
           </list>
       </operator>
   </operator>
</operator>
***************************************************end***************************************************
Best Regards for all.

Find more posts tagged with