import yfinance as yf
data = yf.download(["SPY","MSFT","AMZN","GOOG","PGR"], start="2020-01-01", end=..."2024-12-31")
data = data[[('Adj Close', 'AMZN'),('Adj Close', 'GOOG'),('Adj Close', 'MSFT'),('Adj Close...', 'PGR'),('Adj Close', 'SPY')]]
data.columns = ['AMZN','GOOG','MSFT','PGR','SPY']
img
绘制它们的曲线,观察它们的动向...# api: https://ts.gluon.ai/stable/api/gluonts/gluonts.mx.model.deepar.html
# paper: Salinas, David, Valentin...这个过程可以封装在“make_evaluation_prediction”函数中。该函数预测测试数据的最后一个窗口,并评估模型的性能。