SVR – модель опорных векторов (Support Vector Regression). Реализована на Python на основе библиотек skforecast и scikit-learn. Помимо предыдущих значений используются несколько переменных для предсказания значений ряда
| № | Тикер | Текущая дата | Текщая цена | Чистая цена | Прогноз (дней) | Прогнозная дата | Прогноз цены | % изменение | Forecaster | metric_for_opt | row_number | S |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | RTSI | 12/06/2026 | 1,101.95 | 1,101.95 | 10 | 21/06/2026 | 1,151.30 | 4.50 | SVR | 3 | 0 | 58 |
| 1 | RTSI | 12/06/2026 | 1,101.95 | 1,101.95 | 15 | 26/06/2026 | 1,139.27 | 3.40 | SVR | 3 | 0 | 58 |
| 2 | RTSI | 12/06/2026 | 1,101.95 | 1,101.95 | 20 | 01/07/2026 | 1,127.75 | 2.30 | SVR | 3 | 0 | 58 |
| 3 | IMOEX | 12/06/2026 | 2,515.33 | 2,515.33 | 10 | 21/06/2026 | 2,636.82 | 4.80 | SVR | 3 | 0 | 59 |
| 4 | IMOEX | 12/06/2026 | 2,515.33 | 2,515.33 | 15 | 26/06/2026 | 2,611.73 | 3.80 | SVR | 3 | 0 | 59 |
| 5 | IMOEX | 12/06/2026 | 2,515.33 | 2,515.33 | 20 | 01/07/2026 | 2,588.81 | 2.90 | SVR | 3 | 0 | 59 |
| 6 | LKOH | 12/06/2026 | 8,251.50 | 4,723.50 | 10 | 21/06/2026 | 8,954.96 | 8.50 | SVR | 3 | 0 | 60 |
| 7 | LKOH | 12/06/2026 | 8,251.50 | 4,723.50 | 15 | 26/06/2026 | 8,858.56 | 7.40 | SVR | 3 | 0 | 60 |
| 8 | LKOH | 12/06/2026 | 8,251.50 | 4,723.50 | 20 | 01/07/2026 | 8,756.95 | 6.10 | SVR | 3 | 0 | 60 |
| 9 | SBER | 12/06/2026 | 433.04 | 321.20 | 10 | 21/06/2026 | 434.20 | 0.30 | SVR | 3 | 0 | 61 |
| 10 | SBER | 12/06/2026 | 433.04 | 321.20 | 15 | 26/06/2026 | 433.97 | 0.20 | SVR | 3 | 0 | 61 |
| 11 | SBER | 12/06/2026 | 433.04 | 321.20 | 20 | 01/07/2026 | 434.08 | 0.20 | SVR | 3 | 0 | 61 |
| 12 | AFKS | 12/06/2026 | 14.34 | 13.10 | 10 | 21/06/2026 | 13.59 | -5.20 | SVR | 3 | 0 | 67 |
| 13 | AFKS | 12/06/2026 | 14.34 | 13.10 | 15 | 26/06/2026 | 13.44 | -6.30 | SVR | 3 | 0 | 67 |
| 14 | AFKS | 12/06/2026 | 14.34 | 13.10 | 20 | 01/07/2026 | 13.29 | -7.30 | SVR | 3 | 0 | 67 |
| 15 | MAGN | 12/06/2026 | 35.95 | 21.18 | 10 | 21/06/2026 | 40.21 | 11.80 | SVR | 3 | 0 | 69 |
| 16 | MAGN | 12/06/2026 | 35.95 | 21.18 | 15 | 26/06/2026 | 39.61 | 10.20 | SVR | 3 | 0 | 69 |
| 17 | MAGN | 12/06/2026 | 35.95 | 21.18 | 20 | 01/07/2026 | 39.05 | 8.60 | SVR | 3 | 0 | 69 |
| 18 | MGNT | 12/06/2026 | 4,346.25 | 2,177.00 | 10 | 21/06/2026 | 4,623.72 | 6.40 | SVR | 3 | 0 | 70 |
| 19 | MGNT | 12/06/2026 | 4,346.25 | 2,177.00 | 15 | 26/06/2026 | 4,544.52 | 4.60 | SVR | 3 | 0 | 70 |
| 20 | MGNT | 12/06/2026 | 4,346.25 | 2,177.00 | 20 | 01/07/2026 | 4,487.38 | 3.20 | SVR | 3 | 0 | 70 |