Time series prediction using support vector regression
I've been trying to implement time series prediction tool using support vector regression in python language. I use SVR module from scikit-learn for non-linear Support vector regression. But I have serious problem with prediction of future events. The regression line fits the original function great (from known data) but as soon as I want to predict future steps, it returns value from the last known step. My code looks like this: import numpy as np from matplotlib import pyplot as plt from sklearn.svm import SVR X = np.arange(0,100) Y = np.sin(X) svr_rbf = SVR(kernel='rbf', C=1e5, gamma=1e5) y