曾几何时，聚宽中很多大神们都在演示HMM(隐马尔科夫链)的使用方法，虽然实际用到回测后使用了未来数据，但是HMM作为在本科的概率统计论中都打*的章节（我那个年代），一直吸引着我。
今天本人发帖是因为在受到大神贴的启发，我发现具有神奇预测能力的不是HMM，而是动量！
过程：
一、使用 5日、1日涨幅指标进行预测后，效果出奇的好，因为在原贴的基础上，我做了归一化；
二、使用平日中人们最关注的三个指标：收盘价、成交量、5日涨幅，进行预测后，基本没有效果。
结论：
1、第二次选的三个指标不好！第一次的指标选的好！
2、第一次的指标为什么好？因为第一次的指标就是——动量！
欢迎批评指正！
补充说明：之前尝试发了一篇文章，但是研究无法添加，现在改版了，研究可以添加了，再次发文。
from hmmlearn.hmm import GaussianHMMfrom sklearn.preprocessing import MinMaxScalerimport datetimeimport numpy as npimport pandas as pdimport seaborn as snsfrom matplotlib import cmfrom matplotlib import pyplot#获取沪深300原始数据startdate = '2005-06-01'enddate = '2019-02-13'df = get_price(['000300.XSHG'], start_date=startdate, end_date=enddate, frequency='daily', fields=['open','close','volume','high','low'])close = df['close']['000300.XSHG']high = df['high']['000300.XSHG'][5:]low = df['low']['000300.XSHG'][5:]volume = df['volume']['000300.XSHG'][5:]money = df['volume']['000300.XSHG'][5:]#datelist = pd.to_datetime(close.index[5:])#数据处理：：#一日涨幅logreturn = (np.log(np.array(close[1:]))-np.log(np.array(close[:-1])))[4:]#5日涨幅logreturn5 = np.log(np.array(close[5:]))-np.log(np.array(close[:-5]))#同1日涨幅diffreturn = (np.log(np.array(high))-np.log(np.array(low)))#closeidx = close[5:]#X = np.column_stack([logreturn,diffreturn,logreturn5]);#X = np.column_stack([logreturn,diffreturn]);#构筑数据集X = np.column_stack([df['close']['000300.XSHG'],df['volume']['000300.XSHG']])#X = np.column_stack([df['volume']['000300.XSHG']])#构筑收盘价数据集，用于plot显示datelist = pd.to_datetime(close.index)[5:]#构筑日期数据索引，用于plot显示closeidx=close[5:]#在数据集中添加 5日涨幅数据X=np.column_stack([X[5:],logreturn5])print(logreturn5.shape,X.shape)
((3329,), (3329, 3))
#使用 1日涨幅、5日涨幅来做数据集X = np.column_stack([logreturn,diffreturn,logreturn5]);#数据归一化：#先建立实例mms，##然后归一化for i in range(X.shape[1]):mms = MinMaxScaler()tt=X[:,i]X[:,i] = mms.fit_transform(tt)#fit predicthmm = GaussianHMM(n_components = 5, covariance_type='diag',n_iter = 5000)hmm.fit(X)latent_states_sequence=hmm.predict(X)
/opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:321: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:356: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:321: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:356: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:321: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:356: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function distribute_covar_matrix_to_match_covariance_type is deprecated; The functon distribute_covar_matrix_to_match_covariance_typeis deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning)
sns.set_style('white')plt.figure(figsize = (15, 8))for i in range(hmm.n_components):state = (latent_states_sequence == i)plt.plot(datelist[state],closeidx[state],'.',label = 'latent state %d'%i,lw = 1)plt.legend()plt.grid(1)图形很好可以反映股价所出的阶段
data = pd.DataFrame({'datelist':datelist,'logreturn':logreturn,'state':latent_states_sequence}).set_index('datelist')plt.figure(figsize=(15,8))for i in range(hmm.n_components):state = (latent_states_sequence == i)idx = np.append(0,state[:-1])data['state %d_return'%i] = data.logreturn.multiply(idx,axis = 0) plt.plot(np.exp(data['state %d_return' %i].cumsum()),label = 'latent_state %d'%i)plt.legend()plt.grid(1)X = np.column_stack([df['close']['000300.XSHG'],df['volume']['000300.XSHG']])#构筑收盘价数据集，用于plot显示datelist = pd.to_datetime(close.index)[5:]#构筑日期数据索引，用于plot显示closeidx=close[5:]#在数据集中添加 5日涨幅数据X=np.column_stack([X[5:],logreturn5])
#数据归一化：#先建立实例mms，##然后归一化for i in range(X.shape[1]):mms = MinMaxScaler()tt=X[:,i]X[:,i] = mms.fit_transform(tt)
/opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:321: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:356: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:321: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:356: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:321: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/preprocessing/data.py:356: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and will raise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample. warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
#归一化后的数据直方图#close—— 收盘价 直方图plt.hist(X[:,0])
(array([ 258., 135., 437., 671., 771., 621., 230., 84., 78., 44.]), array([ 0. , 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1. ]), <a list of 10 Patch objects>)
#归一化后的数据直方图#volume—— 成交量 直方图plt.hist(X[:,1])
(array([ 1824., 1125., 183., 55., 39., 41., 37., 15., 5., 5.]), array([ 0. , 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1. ]), <a list of 10 Patch objects>)
#归一化后的数据直方图#logreturn5—— 5日涨幅 直方图plt.hist(X[:,2])
(array([ 3.00000000e+00, 1.00000000e+00, 1.90000000e+01, 6.70000000e+01, 2.41000000e+02, 9.95000000e+02, 1.47500000e+03, 4.38000000e+02, 7.90000000e+01, 1.10000000e+01]), array([ 0. , 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1. ]), <a list of 10 Patch objects>)
hmm = GaussianHMM(n_components = 5, covariance_type='diag',n_iter = 5000)hmm.fit(X)latent_states_sequence=hmm.predict(X)
/opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function distribute_covar_matrix_to_match_covariance_type is deprecated; The functon distribute_covar_matrix_to_match_covariance_typeis deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning) /opt/conda/envs/python2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. warnings.warn(msg, category=DeprecationWarning)
sns.set_style('white')plt.figure(figsize = (15, 8))for i in range(hmm.n_components):state = (latent_states_sequence == i)plt.plot(datelist[state],closeidx[state],'.',label = 'latent state %d'%i,lw = 1)plt.legend()plt.grid(1)data = pd.DataFrame({'datelist':datelist,'logreturn':logreturn,'state':latent_states_sequence}).set_index('datelist')plt.figure(figsize=(15,8))for i in range(hmm.n_components):state = (latent_states_sequence == i)idx = np.append(0,state[:-1])data['state %d_return'%i] = data.logreturn.multiply(idx,axis = 0) plt.plot(np.exp(data['state %d_return' %i].cumsum()),label = 'latent_state %d'%i)plt.legend()plt.grid(1)
