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* 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>
3.7 KiB
Vendored
3.7 KiB
Vendored
title, description
| title | description |
|---|---|
| expo | OpenBB Terminal Function |
expo
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]
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 |
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 │
└─────────────────────┴────────────┘
