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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

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title, description, keywords
title description keywords
autoets The page provides information on how to use the autoets function for automatic Error, Trend, Seasonality (ETS) forecasting. It includes details on the usage of this function, its parameters, and an example to illustrate its application.
autoets
ETS forecasting
automatic ETS
Error Trend Seasonality
forecast
parameters
prediction
seasonality

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

Perform Automatic ETS (Error, Trend, Seasonality) forecast: https://nixtla.github.io/statsforecast/examples/getting_started_with_auto_arima_and_ets.html

Usage

autoets [--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]

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

Examples

2022 Oct 21, 18:20 (🦋) /forecast/ $ load AAPL

2022 Oct 21, 18:21 (🦋) /forecast/ $ autoets AAPL



   Actual price: 143.39
┏━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime   ┃ Prediction ┃
┡━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-10-21 │ 143.42     │
├────────────┼────────────┤
│ 2022-10-24 │ 143.42     │
├────────────┼────────────┤
│ 2022-10-25 │ 143.42     │
├────────────┼────────────┤
│ 2022-10-26 │ 143.42     │
├────────────┼────────────┤
│ 2022-10-27 │ 143.42     │
└────────────┴────────────┘

autoets