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---------

Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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regr OpenBB Terminal Function

regr

Perform a regression forecast: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.regression_model.html

Usage

regr [--past-covariates PAST_COVARIATES] [--all-past-covariates] [--naive] [-d {}] [-c TARGET_COLUMN] [-n N_DAYS] [-t TRAIN_SPLIT] [-o OUTPUT_CHUNK_LENGTH] [--end S_END_DATE] [--start S_START_DATE] [--lags LAGS] [--residuals] [--forecast-only] [--explainability-raw] [--export-pred-raw]

Parameters

Name Description Default Optional Choices
past_covariates Past covariates(columns/features) in same dataset. Comma separated. None True None
all_past_covariates Adds all rows as past covariates except for date and the target column. False 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
train_split Start point for rolling training and forecast window. 0.0-1.0 0.85 True None
output_chunk_length The length of the forecast of the model. 5 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
lags Lagged target values used to predict the next time step. 14 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
explainability_raw Prints out a raw dataframe showing explainability results. False True None
export_pred_raw Export predictions to a csv file. False True None

Examples

2022 Jul 23, 10:36 (🦋) /forecast/ $ load GME_20220719_123734.csv -a GME

2022 Jul 23, 11:08 (🦋) /forecast/ $ regr GME
100%|██████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 115/115 [00:0100:00, 111.85it/s]
Regression model obtains MAPE: 12.34%



       Actual price: $ 146.64
┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime            ┃ Prediction ┃
┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-07-19 00:00:00 │ $ 143.74   │
├─────────────────────┼────────────┤
│ 2022-07-20 00:00:00 │ $ 144.90   │
├─────────────────────┼────────────┤
│ 2022-07-21 00:00:00 │ $ 142.41   │
├─────────────────────┼────────────┤
│ 2022-07-22 00:00:00 │ $ 133.50   │
├─────────────────────┼────────────┤
│ 2022-07-25 00:00:00 │ $ 134.24   │
└─────────────────────┴────────────┘

regr