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

title, description, keywords

title	description	keywords
expo	This page provides a comprehensive guide to the expo usage for executing a Probabilistic Exponential Smoothing forecast. Parameters and their usage are laid out, along with examples for reference.	Probabilistic Exponential Smoothing forecast expo trend dampen naive target_column n_days seasonal_periods start_window s_end_date s_start_date residuals forecast_only export_pred_raw parameters usage examples

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Perform Probabilistic Exponential Smoothing forecast: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.exponential_smoothing.html

Usage

expo [--trend {N,A,M}] [--dampen DAMPEN] [--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
trend	Trend: N: None, A: Additive, M: Multiplicative.	A	True	N, A, M
dampen	Dampening	F	True	None
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 Jul 23, 10:36 (🦋) /forecast/ $ load GME_20220719_123734.csv -a GME

2022 Jul 23, 10:52 (🦋) /forecast/ $ expo GME
100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 115/115 [00:1600:00,  6.80it/s]
Exponential smoothing obtains MAPE: 12.88%



       Actual price: $ 146.64
┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime            ┃ Prediction ┃
┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-07-19 00:00:00 │ $ 146.35   │
├─────────────────────┼────────────┤
│ 2022-07-20 00:00:00 │ $ 148.63   │
├─────────────────────┼────────────┤
│ 2022-07-21 00:00:00 │ $ 148.86   │
├─────────────────────┼────────────┤
│ 2022-07-22 00:00:00 │ $ 151.76   │
├─────────────────────┼────────────┤
│ 2022-07-25 00:00:00 │ $ 149.74   │
└─────────────────────┴────────────┘

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