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108 lines
4.1 KiB
Markdown
Vendored
108 lines
4.1 KiB
Markdown
Vendored
---
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title: rwd
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description: This page represents the functions for Random Walk with Drift (RWD) forecasting
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including the model and chart view. It provides parameters, their types, descriptions,
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and default settings, and explains the purpose and results of each function.
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keywords:
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- rwd
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- Random Walk with Drift forecasting
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- forecasting model
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- parameter description
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- OpenBB-finance
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- model object
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- rwd view
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- chart display
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- data series
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- fcast values
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- predict
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- start window
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- forecast horizon
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- export
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- residuals
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- forecast only
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- naive
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="forecast.rwd - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Performs Random Walk with Drift forecasting
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/forecast/rwd_model.py#L27)]
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```python
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openbb.forecast.rwd(data: Union[pd.Series, pd.DataFrame], target_column: str = "close", n_predict: int = 5, start_window: float = 0.85, forecast_horizon: int = 5)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | Union[pd.Series, np.ndarray] | Input data. | None | False |
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| target_column | Optional[str]: | Target column to forecast. Defaults to "close". | close | True |
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| n_predict | int | Number of days to forecast | 5 | True |
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| start_window | float | Size of sliding window from start of timeseries and onwards | 0.85 | True |
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| forecast_horizon | int | Number of days to forecast when backtesting and retraining historical | 5 | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| | Adjusted Data series,<br/>List of historical fcast values,<br/>List of predicted fcast values,<br/>Optional[float] precision,<br/>Fit RWD model object. |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Display Random Walk with Drift Model
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/forecast/rwd_view.py#L20)]
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```python
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openbb.forecast.rwd_chart(data: Union[pd.DataFrame, pd.Series], target_column: str = "close", dataset_name: str = "", n_predict: int = 5, start_window: float = 0.85, forecast_horizon: int = 5, export: str = "", residuals: bool = False, forecast_only: bool = False, start_date: Optional[datetime.datetime] = None, end_date: Optional[datetime.datetime] = None, naive: bool = False, export_pred_raw: bool = False, external_axes: Optional[List[axes]] = None)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | Union[pd.Series, np.array] | Data to forecast | None | False |
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| dataset_name str | None | The name of the ticker to be predicted | None | True |
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| target_column | Optional[str]: | Target column to forecast. Defaults to "close". | close | True |
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| n_predict | int | Number of days to forecast | 5 | True |
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| start_window | float | Size of sliding window from start of timeseries and onwards | 0.85 | True |
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| forecast_horizon | int | Number of days to forecast when backtesting and retraining historical | 5 | True |
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| export | str | Format to export data | | True |
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| residuals | bool | Whether to show residuals for the model. Defaults to False. | False | True |
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| forecast_only | bool | Whether to only show dates in the forecasting range. Defaults to False. | False | True |
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| start_date | Optional[datetime] | The starting date to perform analysis, data before this is trimmed. Defaults to None. | None | True |
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| end_date | Optional[datetime] | The ending date to perform analysis, data after this is trimmed. Defaults to None. | None | True |
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| naive | bool | Whether to show the naive baseline. This just assumes the closing price will be the same<br/>as the previous day's closing price. Defaults to False. | False | True |
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| external_axes | Optional[List[plt.axes]] | External axes to plot on | None | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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