linregr
- Model
- Chart
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: Optional[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, metric: str = "mape")
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 |
metric | str | The metric to use for the model. Defaults to "mape". | mape | 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: Optional[str] = None, train_split: float = 0.85, forecast_horizon: int = 5, output_chunk_length: int = 5, lags: Union[int, List[int]] = 14, export: str = "", sheet_name: Optional[str] = None, 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, metric: str = "mape", external_axes: bool = False)
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. | 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 |
sheet_name | str | Optionally specify the name of the sheet the data is exported to. | None | 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 |
explainability_raw | bool | Whether to show the raw explainability data. Defaults to False. | False | True |
export_pred_raw | bool | Whether to export the raw prediction data. Defaults to False. | False | True |
metric | str | The metric to use for the model. Defaults to "mape". | mape | True |
external_axes | bool | Whether to return the figure object or not, by default False | False | True |
Returns
This function does not return anything