“进化支持向量机ary) only predicting true outcomes"

Eric005Eric005 MemberPosts:9Contributor I
edited June 2019 inHelp

Just curious why this is the case, using a SVM on a sliding window time series validation for a binary indication and the SVM is only providing a true estimate. Is this becuase the SVM estimates the 1 of 2 cases (true or not true) instead of postively true or postively false? Is there a workaround? Thanks!

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Answers

  • MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University ProfessorPosts:3,404RM Data Scientist

    Hey,

    are you sure that your windows are not sometimes completly one class or highly skewed?

    Best,

    Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
  • Eric005Eric005 MemberPosts:9Contributor I
    Thank you Martin. The data being analyzed is a set of fairly high-frequency market data over a number of periods so it's nearly impossible to conceive of a situation where it would be directionally skewed so uniformly. Any thoughts?
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