[scikit-learn] Can y of datasets be increasing/decreasing ratio when train regression model?
Charles Zheng
charles.y.zheng at gmail.com
Wed Jan 30 12:09:45 EST 2019
Hi lampahome,
It is a common practice in financial modeling (
https://en.wikipedia.org/wiki/Capital_asset_pricing_model).
[image: image.png]
P_t is price at time t, R_t is "return", which is the variable they are
trying to predict.
Best,
Charles
On Wed, Jan 30, 2019 at 5:43 AM lampahome <pahome.chen at mirlab.org> wrote:
> I found many cases in kaggle to predict the quantity or trends. They all
> set the real quantity as y.
>
> But I have question is that does anyone set the changing ratio as y?
>
> Like:
>
> X y
> Day1 0.2
> Day2 0.1
> Day3 0.15
> Day4 -0.1
>
> y is the changing ratio compared with previous day.
>
> Why anybody set the real quantity(ex: sales, car numbers...etc) as y
> rather than changing ratio as y?
>
> I want to know it's based on experience or other reasons
>
> thx
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