# pylint: disable=too-many-arguments """Linear Regression Model""" __docformat__ = "numpy" import logging import warnings from typing import List, Optional, Tuple, Union import pandas as pd from darts import TimeSeries from darts.models import LinearRegressionModel from openbb_terminal.decorators import log_start_end from openbb_terminal.forecast import helpers logger = logging.getLogger(__name__) @log_start_end(log=logger) def get_linear_regression_data( data: Union[pd.Series, pd.DataFrame], target_column: str = "close", n_predict: int = 5, past_covariates: Optional[str] = None, train_split: float = 0.85, forecast_horizon: int = 5, output_chunk_length: int = 5, lags: Union[int, List[int]] = 14, random_state: Optional[int] = None, metric: str = "mape", ) -> Tuple[ List[TimeSeries], List[TimeSeries], List[TimeSeries], float, LinearRegressionModel, ]: """Perform Linear Regression Forecasting Parameters ---------- data: Union[pd.Series, pd.DataFrame] Input Data target_column: str Target column to forecast. Defaults to "close". n_predict: int Days to predict. Defaults to 5. train_split: float Train/val split. Defaults to 0.85. past_covariates: str Multiple secondary columns to factor in when forecasting. Defaults to None. forecast_horizon: int Forecast horizon when performing historical forecasting. Defaults to 5. output_chunk_length: int The length of the forecast of the model. Defaults to 1. lags: Union[int, List[int]] lagged target values to predict the next time step random_state: Optional[int] The state for the model metric: str The metric to use for the model. Defaults to "mape". Returns ------- Tuple[List[TimeSeries], List[TimeSeries], List[TimeSeries], float, LinearRegressionModel] Adjusted Data series, Historical forecast by best RNN model, list of Predictions, Mean average precision error, Best Linear Regression Model. """ use_scalers = False probabilistic = True scaler, ticker_series = helpers.get_series( data, target_column, is_scaler=use_scalers ) past_covariate_whole, _, _ = helpers.past_covs( past_covariates, data, train_split, use_scalers ) lags_past_covariates = lags if past_covariates is not None else None lin_reg_model = LinearRegressionModel( output_chunk_length=output_chunk_length, lags=lags, lags_past_covariates=lags_past_covariates, likelihood="quantile", quantiles=[0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95], random_state=random_state, ) with warnings.catch_warnings(): warnings.simplefilter(action="ignore", category=FutureWarning) if past_covariates is not None: lin_reg_model.fit( series=ticker_series, past_covariates=past_covariate_whole ) else: lin_reg_model.fit(series=ticker_series) return helpers.get_prediction( "Logistic Regression", probabilistic, use_scalers, scaler, past_covariates, lin_reg_model, ticker_series, past_covariate_whole, train_split, forecast_horizon, n_predict, metric, )