好内容值得等待，马上呈现给你~
过拟合(Overfitting)是指模型过度学习训练数据的噪声和特定模式，导致在新数据上表现差。
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from sklearn.model_selection import TimeSeriesSplit
from sklearn.linear_model import Ridge
# 时间序列交叉验证
tscv = TimeSeriesSplit(n_splits=5)
# 正则化
model = Ridge(alpha=1.0)
# Walk-forward验证
for train_idx, test_idx in tscv.split(X):
X_train, X_test = X[train_idx], X[test_idx]
model.fit(X_train, y_train)
predictions = model.predict(X_test)