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 | 04/11/2025 | 1,001.30 | 1,001.30 | 10 | 13/11/2025 | 1,020.15 | 1.90 | SVR | 3 | 0 | 58 |
| 1 | RTSI | 04/11/2025 | 1,001.30 | 1,001.30 | 15 | 18/11/2025 | 1,000.55 | -0.10 | SVR | 3 | 0 | 58 |
| 2 | RTSI | 04/11/2025 | 1,001.30 | 1,001.30 | 20 | 23/11/2025 | 1,004.68 | 0.30 | SVR | 3 | 0 | 58 |
| 3 | IMOEX | 04/11/2025 | 2,570.96 | 2,570.96 | 10 | 13/11/2025 | 2,674.14 | 4.00 | SVR | 3 | 0 | 59 |
| 4 | IMOEX | 04/11/2025 | 2,570.96 | 2,570.96 | 15 | 18/11/2025 | 2,601.53 | 1.20 | SVR | 3 | 0 | 59 |
| 5 | IMOEX | 04/11/2025 | 2,570.96 | 2,570.96 | 20 | 23/11/2025 | 2,604.70 | 1.30 | SVR | 3 | 0 | 59 |
| 6 | LKOH | 04/11/2025 | 9,108.00 | 5,580.00 | 10 | 13/11/2025 | 9,736.67 | 6.90 | SVR | 3 | 0 | 60 |
| 7 | LKOH | 04/11/2025 | 9,108.00 | 5,580.00 | 15 | 18/11/2025 | 9,763.48 | 7.20 | SVR | 3 | 0 | 60 |
| 8 | LKOH | 04/11/2025 | 9,108.00 | 5,580.00 | 20 | 23/11/2025 | 9,607.87 | 5.50 | SVR | 3 | 0 | 60 |
| 9 | SBER | 04/11/2025 | 409.88 | 298.04 | 10 | 13/11/2025 | 405.71 | -1.00 | SVR | 3 | 0 | 61 |
| 10 | SBER | 04/11/2025 | 409.88 | 298.04 | 15 | 18/11/2025 | 400.76 | -2.20 | SVR | 3 | 0 | 61 |
| 11 | SBER | 04/11/2025 | 409.88 | 298.04 | 20 | 23/11/2025 | 403.03 | -1.70 | SVR | 3 | 0 | 61 |
| 12 | AFKS | 04/11/2025 | 13.77 | 12.53 | 10 | 13/11/2025 | 14.23 | 3.30 | SVR | 3 | 0 | 67 |
| 13 | AFKS | 04/11/2025 | 13.77 | 12.53 | 15 | 18/11/2025 | 15.05 | 9.30 | SVR | 3 | 0 | 67 |
| 14 | AFKS | 04/11/2025 | 13.77 | 12.53 | 20 | 23/11/2025 | 14.11 | 2.50 | SVR | 3 | 0 | 67 |
| 15 | MAGN | 04/11/2025 | 39.67 | 24.90 | 10 | 13/11/2025 | 43.04 | 8.50 | SVR | 3 | 0 | 69 |
| 16 | MAGN | 04/11/2025 | 39.67 | 24.90 | 15 | 18/11/2025 | 41.26 | 4.00 | SVR | 3 | 0 | 69 |
| 17 | MAGN | 04/11/2025 | 39.67 | 24.90 | 20 | 23/11/2025 | 41.19 | 3.80 | SVR | 3 | 0 | 69 |
| 18 | MGNT | 04/11/2025 | 5,077.75 | 2,908.50 | 10 | 13/11/2025 | 5,237.18 | 3.10 | SVR | 3 | 0 | 70 |
| 19 | MGNT | 04/11/2025 | 5,077.75 | 2,908.50 | 15 | 18/11/2025 | 5,145.76 | 1.30 | SVR | 3 | 0 | 70 |
| 20 | MGNT | 04/11/2025 | 5,077.75 | 2,908.50 | 20 | 23/11/2025 | 5,139.00 | 1.20 | SVR | 3 | 0 | 70 |