OpenBB/website/content/terminal/reference/forecast/rnn.md

title, description

title	description
rnn	OpenBB Terminal Function

rnn

Perform RNN forecast (Vanilla RNN, LSTM, GRU): https://unit8co.github.io/darts/generated_api/darts.models.forecasting.rnn_model.html

Usage

rnn [--hidden-dim HIDDEN_DIM] [--training_length TRAINING_LENGTH] [--naive] [-d {}] [-c TARGET_COLUMN] [-n N_DAYS] [-t TRAIN_SPLIT] [-i INPUT_CHUNK_LENGTH] [--force-reset FORCE_RESET] [--save-checkpoints SAVE_CHECKPOINTS] [--model-save-name MODEL_SAVE_NAME] [--n-epochs N_EPOCHS] [--model-type MODEL_TYPE] [--dropout DROPOUT] [--batch-size BATCH_SIZE] [--end S_END_DATE] [--start S_START_DATE] [--learning-rate LEARNING_RATE] [--residuals] [--forecast-only] [--export-pred-raw]

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Parameters

Name	Description	Default	Optional	Choices
hidden_dim	Size for feature maps for each hidden RNN layer (h_n)	20	True	None
training_length	The length of both input (target and covariates) and output (target) time series used during training. Generally speaking, training_length should have a higher value than input_chunk_length because otherwise during training the RNN is never run for as many iterations as it will during training.	20	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
input_chunk_length	Number of past time steps for forecasting module at prediction time.	14	True	None
force_reset	If set to True, any previously-existing model with the same name will be reset (all checkpoints will be discarded).	True	True	None
save_checkpoints	Whether to automatically save the untrained model and checkpoints.	True	True	None
model_save_name	Name of the model to save.	rnn_model	True	None
n_epochs	Number of epochs over which to train the model.	300	True	None
model_type	Either a string specifying the RNN module type ("RNN", "LSTM" or "GRU")	LSTM	True	None
dropout	Fraction of neurons affected by Dropout, from 0 to 1.	0	True	None
batch_size	Number of time series (input and output) used in each training pass	32	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
learning_rate	Learning rate during training.	0.001	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

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Examples

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

2022 Jul 23, 11:03 (🦋) /forecast/ $ rnn GME
100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 115/115 [00:0700:00, 15.10it/s]
RNN model obtains MAPE: 14.67%



       Actual price: $ 146.64
┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime            ┃ Prediction ┃
┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-07-19 00:00:00 │ $ 146.89   │
├─────────────────────┼────────────┤
│ 2022-07-20 00:00:00 │ $ 148.58   │
├─────────────────────┼────────────┤
│ 2022-07-21 00:00:00 │ $ 150.00   │
├─────────────────────┼────────────┤
│ 2022-07-22 00:00:00 │ $ 151.23   │
├─────────────────────┼────────────┤
│ 2022-07-25 00:00:00 │ $ 152.29   │
└─────────────────────┴────────────┘

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