As title says when running the following code i get a trouble Found input variables with inconsistent numbers of samples: [219, 247], i have read that the problem should be on the np.array set for X and y, but i cannot address the problem because there is a price for every date so i dont get why it is happening, any help will be appreciated thanks!
import pandas as pd
import quandl, math, datetime
import numpy as np
from sklearn import preprocessing, svm, model_selection
from sklearn.linear_model import LinearRegression
import matplotlib as plt
from matplotlib import style
style.use('ggplot')
df = quandl.get("NASDAQOMX/XNDXT25NNR", authtoken='myapikey')
df = df[['Index Value','High','Low','Total Market Value']]
df['HL_PCT'] = (df['High'] - df['Low']) / df['Index Value'] * 100.0
df = df[['Low','High','HL_PCT']]
forecast_col = 'High'
df.fillna(-99999, inplace=True)
forecast_out = int(math.ceil(0.1*len(df)))
df['label'] = df[forecast_col].shift(-forecast_out)
df.dropna(inplace= True)
X = np.array(df.drop(['label'],1))
X = preprocessing.scale(X)
X_lately = X[-forecast_out:]
X = X[:-forecast_out]
y=np.array(df['label'])
#X= X[:-forecast_out+1]
df.dropna(inplace=True)
y= np.array(df['label'])
X_train, X_test, y_train, y_test= model_selection.train_test_split(X,
y,test_size=0.2)
clf= LinearRegression(n_jobs=-1)
clf.fit(X_train, y_train)
accuracy = clf.score(X_test, y_test)
forecast_set= clf.predict(X_lately)
print(forecast_set, accuracy, forecast_out)
df['Forecast'] = np.nan
last_data= df.iloc[-1].name
last_unix= last_date.timestamp()
one_day=86400
next_unix= last_unix + one_day
for i in forecast_set:
next_date= datetime.datetime.fromtimestamp(next_unix)
next_unix += one_day
df.loc[next_date]= [np.nan for _ in range(len(df.columns) -1)] +
[i]
df['High'].plot()
df['Forecast'].plot()
plt.legend(loc=4)
plt.xlabel('Date')
plt.ylabel('Price')
plt.show()
the expected result should be a plot of future price prediction for that ticker but besides that it is throwing that error 'Found input variables with inconsistent numbers of samples: [219, 247]'.
Your problem lies in these two lines extracted from your code:
X = X[:-forecast_out]
y= np.array(df['label'])
You're subsetting X
, but leaving y
"as it is".
You may check that shapes differ indeed by:
X.shape, y.shape
Change the last line to:
y= np.array(df[:-forecast_out]['label'])
and you're fine.
Note as well, instead of these repetitive lines:
y=np.array(df['label'])
#X= X[:-forecast_out+1]
df.dropna(inplace=True) # there is no na at this point
y= np.array(df['label'])
the following line (solution to your problem) is just enough:
y= np.array(df[:-forecast_out]['label'])