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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

4.5 KiB
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title, description, keywords
title description keywords
theta This page provides detailed information on how to use the 'Theta' model and 'Theta' chart for financial forecasting with OpenBB. It explains various parameters for accurate prediction and chart display, alongside respective source code examples.
Theta model
Theta chart
Forecasting
Financial prediction
Source code
Model parameters
Chart display

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

Performs Theta forecasting

Source Code: [link]

openbb.forecast.theta(data: Union[pd.Series, pd.DataFrame], target_column: str = "close", seasonal: str = "M", seasonal_periods: int = 7, n_predict: int = 5, start_window: float = 0.85, forecast_horizon: int = 5)

Parameters

Name Type Description Default Optional
data Union[pd.Series, np.ndarray] Input data. None False
target_column Optional[str]: Target column to forecast. Defaults to "close". close True
seasonal str Seasonal component. One of [N, A, M]
Defaults to MULTIPLICATIVE.
M True
seasonal_periods int Number of seasonal periods in a year
If not set, inferred from frequency of the series.
7 True
n_predict int Number of days to forecast 5 True
start_window float Size of sliding window from start of timeseries and onwards 0.85 True
forecast_horizon int Number of days to forecast when backtesting and retraining historical 5 True

Returns

Type Description
Tuple[List[TimeSeries], List[TimeSeries], List[TimeSeries], float, float, type[Theta]] Adjusted Data series,
Historical forecast by best theta,
list of Predictions,
Mean average precision error,
Best Theta,
Theta Model.

Display Theta forecast

Source Code: [link]

openbb.forecast.theta_chart(data: Union[pd.DataFrame, pd.Series], target_column: str = "close", dataset_name: str = "", seasonal: str = "M", seasonal_periods: int = 7, 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)

Parameters

Name Type Description Default Optional
data Union[pd.Series, np.array] Data to forecast None False
target_column Optional[str]: Target column to forecast. Defaults to "close". close True
dataset_name str None The name of the ticker to be predicted None True
seasonal str Seasonal component. One of [N, A, M]
Defaults to MULTIPLICATIVE.
M True
seasonal_periods int Number of seasonal periods in a year
If not set, inferred from frequency of the series.
7 True
n_predict int Number of days to forecast 5 True
start_window float Size of sliding window from start of timeseries and onwards 0.85 True
forecast_horizon int Number of days to forecast when backtesting and retraining historical 5 True
export str Format to export data True
residuals bool Whether to show residuals for the model. Defaults to False. False True
forecast_only bool Whether to only show dates in the forecasting range. Defaults to False. False True
start_date Optional[datetime] The starting date to perform analysis, data before this is trimmed. Defaults to None. None True
end_date Optional[datetime] The ending date to perform analysis, data after this is trimmed. Defaults to None. None True
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.
False True
external_axes Optional[List[plt.axes]] External axes to plot on None True

Returns

This function does not return anything