Weekly数据集LDA分类

import pandas as pd
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
from sklearn.metrics import accuracy_score, confusion_matrix
weekly = pd.read_csv('https://liangdaima.com/static/data/statistics/Weekly.csv')
weekly['Direction'] = (weekly['Direction'] == 'Up').astype(int)
train = weekly[weekly['Year'] <= 2008]
test = weekly[weekly['Year'] >= 2009]
X_train = train[['Lag2']]
y_train = train['Direction']
X_test = test[['Lag2']]
y_test = test['Direction']
lda = LinearDiscriminantAnalysis()
lda.fit(X_train, y_train)
pred = lda.predict(X_test)
print('LDA混淆矩阵:')
print(confusion_matrix(y_test, pred))
print('LDA准确率:', accuracy_score(y_test, pred))