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Co-authored-by: teh_coderer <me@tehcoderer.com>
2022-11-22 16:47:03 +00:00

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title, description
title description
linregr OpenBB SDK Function

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

linregr

Perform Linear Regression Forecasting

Source Code: [link]

openbb.forecast.linregr(data: Union[pd.Series, pd.DataFrame], target_column: str = "close", n_predict: int = 5, past_covariates: str = None, train_split: float = 0.85, forecast_horizon: int = 5, output_chunk_length: int = 5, lags: Union[int, List[int]] = 14, random_state: Optional[int] = None)

Parameters

Name Type Description Default Optional
data Union[pd.Series, pd.DataFrame] Input Data None False
target_column str Target column to forecast. Defaults to "close". close True
n_predict int Days to predict. Defaults to 5. 5 True
train_split float Train/val split. Defaults to 0.85. 0.85 True
past_covariates str Multiple secondary columns to factor in when forecasting. Defaults to None. None True
forecast_horizon int Forecast horizon when performing historical forecasting. Defaults to 5. 5 True
output_chunk_length int The length of the forecast of the model. Defaults to 1. 5 True
lags Union[int, List[int]] lagged target values to predict the next time step 14 True
random_state Optional[int] The state for the model None True

Returns

Type Description
Tuple[List[TimeSeries], List[TimeSeries], List[TimeSeries], float, LinearRegressionModel] Adjusted Data series,
Historical forecast by best RNN model,
list of Predictions,
Mean average precision error,
Best Linear Regression Model.

Display Linear Regression Forecasting

Source Code: [link]

openbb.forecast.linregr_chart(data: Union[pd.Series, pd.DataFrame], target_column: str = "close", dataset_name: str = "", n_predict: int = 5, past_covariates: str = None, train_split: float = 0.85, forecast_horizon: int = 5, output_chunk_length: int = 1, lags: Union[int, List[int]] = 72, export: str = "", residuals: bool = False, forecast_only: bool = False, start_date: Optional[datetime.datetime] = None, end_date: Optional[datetime.datetime] = None, naive: bool = False, explainability_raw: bool = False, export_pred_raw: bool = False, external_axes: Optional[List[axes]] = None)

Parameters

Name Type Description Default Optional
data Union[pd.Series, pd.DataFrame] Input Data None False
dataset_name str The name of the ticker to be predicted True
n_predict int Days to predict. Defaults to 5. 5 True
target_col str Target column to forecast. Defaults to "close". None True
train_split (float, optional) Train/val split. Defaults to 0.85. None True
past_covariates str Multiple secondary columns to factor in when forecasting. Defaults to None. None True
forecast_horizon int Forecast horizon when performing historical forecasting. Defaults to 5. 5 True
output_chunk_length int The length of the forecast of the model. Defaults to 1. 1 True
lags Union[int, List[int]] lagged target values to predict the next time step 72 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