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According to the graph this seems to basically perfectly predict future stock price. I don't believe it's possible to be that accurate at all, what am I missing

• darkxanthos 9y ago
  Ditto. There’s no way this is projecting almost a year into the future and maintaining accuracy. It’s being trained on the test somehow or it’s doing something different from what I’m interpreting.
• claytonjy 9y ago
  for one, the author scaled their mean-OLHC values _prior_ to making their train-test split, meaning data from the test set has leaked into the training set. Time series prediction is a bit easier if you understand how the future values are distributed!
• scouser2 9y ago
  That's because it's a one-step behind prediction. (If you go to the linked notebook and look carefully at the graph its evident.) If you could shift the prediction one step forward, you'd be rich!
• bcheung 9y ago
  It's because the test dataset involves randomly choosing samples spread throughout the time series. Imagine dropping 10% of the pixels randomly spaced out in a historical graph and then try to fill them in. It's trivial because you can just average the previous and next sample and have an extremely high accuracy.
  • claytonjy 9y ago
    I don't think that's true, because of the `shuffle = False` argument to `train_test_split`; it's just chopping the tail off for the test set.