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autoets

Perform Automatic ETS (Error, Trend, Seasonality) forecast: https://nixtla.github.io/statsforecast/examples/getting_started_with_auto_arima_and_ets.html

Usageโ€‹

autoets [--naive] [-d {AAPL}] [-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]

Parametersโ€‹

NameParameterDescriptionDefaultOptionalChoices
naive--naiveShow the naive baseline for a model.FalseTrueNone
target_dataset-d --datasetThe name of the dataset you want to selectNoneTrueAAPL
target_column-c --target-columnThe name of the specific column you want to usecloseTrueNone
n_days-n --n-daysprediction days.5TrueNone
seasonal-s --seasonalSeasonality: N: None, A: Additive, M: Multiplicative.ATrueN, A, M
seasonal_periods-p --periodsSeasonal periods: 4: Quarterly, 7: Daily7TrueNone
start_window-w --windowStart point for rolling training and forecast window. 0.0-1.00.85TrueNone
s_end_date--endThe end date (format YYYY-MM-DD) to select for testingNoneTrueNone
s_start_date--startThe start date (format YYYY-MM-DD) to select for testingNoneTrueNone
residuals--residualsShow the residuals for the model.FalseTrueNone
forecast_only--forecast-onlyDo not plot the historical data without forecasts.FalseTrueNone
export_pred_raw--export-pred-rawExport predictions to a csv file.FalseTrueNone

Examplesโ€‹

2022 Oct 21, 18:20 (๐Ÿฆ‹) /forecast/ $ load AAPL

2022 Oct 21, 18:21 (๐Ÿฆ‹) /forecast/ $ autoets AAPL



Actual price: 143.39
โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”ณโ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”“
โ”ƒ Datetime โ”ƒ Prediction โ”ƒ
โ”กโ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ•‡โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”ฉ
โ”‚ 2022-10-21 โ”‚ 143.42 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 2022-10-24 โ”‚ 143.42 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 2022-10-25 โ”‚ 143.42 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 2022-10-26 โ”‚ 143.42 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ผโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค
โ”‚ 2022-10-27 โ”‚ 143.42 โ”‚
โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ดโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜

autoets