Опорные вектора
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
SVR - прогноз
| № | Тикер | Текущая дата | Текщая цена | Чистая цена | Прогноз (дней) | Прогнозная дата | Прогноз цены | % изменение | Forecaster | metric_for_opt | row_number | S |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | RTSI | 20/07/2025 | 1,120.15 | 1,120.15 | 10 | 28/07/2025 | 1,124.58 | 0.40 | SVR | 3 | 0 | 58 |
| 1 | RTSI | 20/07/2025 | 1,120.15 | 1,120.15 | 15 | 02/08/2025 | 1,108.17 | -1.10 | SVR | 3 | 0 | 58 |
| 2 | RTSI | 20/07/2025 | 1,120.15 | 1,120.15 | 20 | 07/08/2025 | 1,100.40 | -1.80 | SVR | 3 | 0 | 58 |
| 3 | IMOEX | 20/07/2025 | 2,784.63 | 2,784.63 | 10 | 28/07/2025 | 2,801.33 | 0.60 | SVR | 3 | 0 | 59 |
| 4 | IMOEX | 20/07/2025 | 2,784.63 | 2,784.63 | 15 | 02/08/2025 | 2,737.20 | -1.70 | SVR | 3 | 0 | 59 |
| 5 | IMOEX | 20/07/2025 | 2,784.63 | 2,784.63 | 20 | 07/08/2025 | 2,732.67 | -1.90 | SVR | 3 | 0 | 59 |
| 6 | LKOH | 20/07/2025 | 9,696.00 | 6,168.00 | 10 | 29/07/2025 | 9,609.69 | -0.90 | SVR | 3 | 0 | 60 |
| 7 | LKOH | 20/07/2025 | 9,696.00 | 6,168.00 | 15 | 03/08/2025 | 9,471.13 | -2.30 | SVR | 3 | 0 | 60 |
| 8 | LKOH | 20/07/2025 | 9,696.00 | 6,168.00 | 20 | 08/08/2025 | 9,486.23 | -2.20 | SVR | 3 | 0 | 60 |
| 9 | SBER | 20/07/2025 | 424.26 | 312.42 | 10 | 29/07/2025 | 390.57 | -7.90 | SVR | 3 | 0 | 61 |
| 10 | SBER | 20/07/2025 | 424.26 | 312.42 | 15 | 03/08/2025 | 390.71 | -7.90 | SVR | 3 | 0 | 61 |
| 11 | SBER | 20/07/2025 | 424.26 | 312.42 | 20 | 08/08/2025 | 393.34 | -7.30 | SVR | 3 | 0 | 61 |
| 12 | AFKS | 20/07/2025 | 17.90 | 16.66 | 10 | 29/07/2025 | 16.46 | -8.00 | SVR | 3 | 0 | 67 |
| 13 | AFKS | 20/07/2025 | 17.90 | 16.66 | 15 | 03/08/2025 | 16.15 | -9.80 | SVR | 3 | 0 | 67 |
| 14 | AFKS | 20/07/2025 | 17.90 | 16.66 | 20 | 08/08/2025 | 16.00 | -10.60 | SVR | 3 | 0 | 67 |
| 15 | MAGN | 20/07/2025 | 49.76 | 34.99 | 10 | 29/07/2025 | 47.00 | -5.50 | SVR | 3 | 0 | 69 |
| 16 | MAGN | 20/07/2025 | 49.76 | 34.99 | 15 | 03/08/2025 | 46.53 | -6.50 | SVR | 3 | 0 | 69 |
| 17 | MAGN | 20/07/2025 | 49.76 | 34.99 | 20 | 08/08/2025 | 46.59 | -6.40 | SVR | 3 | 0 | 69 |
| 18 | MGNT | 20/07/2025 | 5,823.25 | 3,654.00 | 10 | 29/07/2025 | 5,817.68 | -0.10 | SVR | 3 | 0 | 70 |
| 19 | MGNT | 20/07/2025 | 5,823.25 | 3,654.00 | 15 | 03/08/2025 | 5,747.12 | -1.30 | SVR | 3 | 0 | 70 |
| 20 | MGNT | 20/07/2025 | 5,823.25 | 3,654.00 | 20 | 08/08/2025 | 5,740.36 | -1.40 | SVR | 3 | 0 | 70 |