stock prediction model problem
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.
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.