mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-28 21:12:16 +00:00
79046608b6
* Update generate_terminal_markdown.py * updates * update workflows * Automated Change * tests * tests * Automated Change * Update test_generate_docs.py * Automated Change * updates * Automated Change * Update gen-docs.yml * Update test.yml * Automated Change * Update test.yml * Automated Change * Update generate_sdk_markdown.py * Automated Change * test * Automated Change * testtt23 * Automated Change * Update generate_sdk_markdown.py * Automated Change * Automated Change * added empting reference folders before autogen docs * updates * Automated Change * update tests gitactions * Automated Change * up * Automated Change * Automated Change * update pytest * Automated Change * tests * Automated Change * examples update * Automated Change * Update generate_sdk_markdown.py * Automated Change * Update test.yml * Update generate_sdk_markdown.py * strip * Automated Change * Workflow : check test update * Automated Change * Automated Change * Automated Change * Update test.yml * Automated Change * Update test.yml * Automated Change * Automated Change * up * Automated Change * Update generate_sdk_markdown.py * Automated Change * update workflows * fix guides * testing * Update gh-pages.yml * Update gh-pages.yml Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: Chavithra PARANA <chavithra@gmail.com> Co-authored-by: Chavithra <Chavithra@users.noreply.github.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
4.4 KiB
Vendored
4.4 KiB
Vendored
title, description
| title | description |
|---|---|
| autoselect | OpenBB Terminal Function |
autoselect
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]
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 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 │
└────────────┴────────────┘