"""NBEATS View""" __docformat__ = "numpy" import logging from datetime import datetime from typing import Optional, Union import pandas as pd from openbb_terminal.decorators import log_start_end from openbb_terminal.forecast import helpers, nbeats_model logger = logging.getLogger(__name__) # pylint: disable=too-many-arguments @log_start_end(log=logger) def display_nbeats_forecast( data: Union[pd.DataFrame, pd.Series], target_column: str = "close", dataset_name: str = "", n_predict: int = 5, past_covariates: Optional[str] = None, train_split: float = 0.85, forecast_horizon: int = 5, input_chunk_length: int = 14, output_chunk_length: int = 5, num_stacks: int = 10, num_blocks: int = 3, num_layers: int = 4, layer_widths: int = 512, n_epochs: int = 300, learning_rate: float = 1e-3, batch_size: int = 800, model_save_name: str = "nbeats_model", force_reset: bool = True, save_checkpoints: bool = True, export: str = "", sheet_name: Optional[str] = None, residuals: bool = False, forecast_only: bool = False, start_date: Optional[datetime] = None, end_date: Optional[datetime] = None, naive: bool = False, export_pred_raw: bool = False, metric: str = "mape", external_axes: bool = False, ): """Display NBEATS forecast Parameters ---------- data: Union[pd.Series, pd.DataFrame] Input Data target_column: str Target column to forecast. Defaults to "close". dataset_name: str The name of the ticker to be predicted 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. input_chunk_length: int Number of past time steps that are fed to the forecasting module at prediction time. Defaults to 14. output_chunk_length: int The length of the forecast of the model. Defaults to 5. num_stacks: int The number of stacks that make up the whole model. Defaults to 10. num_blocks: int The number of blocks making up every stack. Defaults to 3. num_layers: int The number of fully connected layers preceding the final forking layers in each block of every stack. Defaults to 4. layer_widths: int Determines the number of neurons that make up each fully connected layer in each block of every stack. Defaults to 512. batch_size: int Number of time series (input and output sequences) used in each training pass. Defaults to 32. n_epochs: int Number of epochs over which to train the model. Defaults to 100. learning_rate: float Defaults to 1e-3. model_save_name: str Name for model. Defaults to "brnn_model". force_reset: bool If set to True, any previously-existing model with the same name will be reset (all checkpoints will be discarded). Defaults to True. save_checkpoints: bool Whether or not to automatically save the untrained model and checkpoints from training. Defaults to True. sheet_name: str Optionally specify the name of the sheet the data is exported to. export: str Format to export data residuals: bool Whether to show residuals for the model. Defaults to False. forecast_only: bool Whether to only show dates in the forecasting range. Defaults to False. start_date: Optional[datetime] The starting date to perform analysis, data before this is trimmed. Defaults to None. end_date: Optional[datetime] The ending date to perform analysis, data after this is trimmed. Defaults to None. naive: bool Whether to show the naive baseline. This just assumes the closing price will be the same as the previous day's closing price. Defaults to False. export_pred_raw: bool Whether to export the raw predicted values. Defaults to False. metric: str Metric to use for evaluation. Defaults to "mape". external_axes : bool, optional Whether to return the figure object or not, by default False """ data = helpers.clean_data( data, start_date, end_date, target_column, past_covariates ) if not helpers.check_data(data, target_column, past_covariates): return None output_chunk_length = helpers.check_output( output_chunk_length, n_predict, bool(past_covariates) ) ( ticker_series, historical_fcast, predicted_values, precision, _model, ) = nbeats_model.get_NBEATS_data( data=data, n_predict=n_predict, target_column=target_column, past_covariates=past_covariates, train_split=train_split, forecast_horizon=forecast_horizon, input_chunk_length=input_chunk_length, output_chunk_length=output_chunk_length, num_stacks=num_stacks, num_blocks=num_blocks, num_layers=num_layers, layer_widths=layer_widths, batch_size=batch_size, n_epochs=n_epochs, learning_rate=learning_rate, model_save_name=model_save_name, force_reset=force_reset, save_checkpoints=save_checkpoints, metric=metric, ) if ticker_series == []: return None probabilistic = False fig = helpers.plot_forecast( name="NBEATS", target_col=target_column, historical_fcast=historical_fcast, predicted_values=predicted_values, ticker_series=ticker_series, ticker_name=dataset_name, data=data, n_predict=n_predict, forecast_horizon=forecast_horizon, past_covariates=past_covariates, precision=precision, probabilistic=probabilistic, export=export, sheet_name=sheet_name, forecast_only=forecast_only, naive=naive, export_pred_raw=export_pred_raw, metric=metric, external_axes=external_axes, ) if residuals: helpers.plot_residuals( _model, past_covariates, ticker_series, forecast_horizon=forecast_horizon ) return fig