OpenBB/website/content/terminal/reference/forecast/autoselect.md

title, description, keywords

title	description	keywords
autoselect	The autoselect page provides information on how to utilize specific parameters for advanced statistical forecasting using models such as AutoARIMA, AutoETS, AutoCES, MSTL, and more. It also includes examples of how to use this forecasting tool.	autoselect statistical forecast AutoARIMA AutoETS AutoCES MSTL seasonality forecasting performance per model

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

Perform Automatic Statistical Forecast (select best statistical model from AutoARIMA, AutoETS, AutoCES, MSTL, ...)

Usage

autoselect [--naive] [-d {}] [-c TARGET_COLUMN] [-n N_DAYS] [-s {N,A,M}] [-p SEASONAL_PERIODS] [-w START_WINDOW] [--end S_END_DATE] [--start S_START_DATE] [--residuals] [--forecast-only] [--export-pred-raw]

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Parameters

Name	Description	Default	Optional	Choices
naive	Show the naive baseline for a model.	False	True	None
target_dataset	The name of the dataset you want to select	None	True	None
target_column	The name of the specific column you want to use	close	True	None
n_days	prediction days.	5	True	None
seasonal	Seasonality: N: None, A: Additive, M: Multiplicative.	A	True	N, A, M
seasonal_periods	Seasonal periods: 4: Quarterly, 7: Daily	7	True	None
start_window	Start point for rolling training and forecast window. 0.0-1.0	0.85	True	None
s_end_date	The end date (format YYYY-MM-DD) to select for testing	None	True	None
s_start_date	The start date (format YYYY-MM-DD) to select for testing	None	True	None
residuals	Show the residuals for the model.	False	True	None
forecast_only	Do not plot the historical data without forecasts.	False	True	None
export_pred_raw	Export predictions to a csv file.	False	True	None

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Examples

2022 Nov 09, 15:23 (🦋) /forecast/ $ load AAPL

2022 Nov 09, 15:24 (🦋) /forecast/ $ autoselect AAPL

Cross Validation Time Series 1: 100%|█████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 115/115 [00:4700:00,  2.40it/s]
Forecast: 100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 1/1 [00:0100:00,  1.80s/it]


  Performance per model.
   Best model: AutoETS
┏━━━━━━━━━━━━━━━┳━━━━━━━━┓
┃ Model         ┃ MAPE   ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━┩
│ AutoETS       │ 2.91%  │
├───────────────┼────────┤
│ AutoARIMA     │ 2.93%  │
├───────────────┼────────┤
│ RWD           │ 3.04%  │
├───────────────┼────────┤
│ AutoCES       │ 3.15%  │
├───────────────┼────────┤
│ MSTL          │ 3.40%  │
├───────────────┼────────┤
│ SeasonalNaive │ 4.32%  │
├───────────────┼────────┤
│ SeasWA        │ 8.06%  │
└───────────────┴────────┘

   Actual price: 139.50
┏━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime   ┃ Prediction ┃
┡━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-11-09 │ 139.47     │
├────────────┼────────────┤
│ 2022-11-10 │ 139.47     │
├────────────┼────────────┤
│ 2022-11-11 │ 139.47     │
├────────────┼────────────┤
│ 2022-11-14 │ 139.47     │
├────────────┼────────────┤
│ 2022-11-15 │ 139.47     │
└────────────┴────────────┘

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