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trans

Perform Transformer Forecast: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.transformer_model.html

Usageโ€‹

trans [--d-model D_MODEL] [--nhead NHEAD] [--num_encoder_layers NUM_ENCODER_LAYERS] [--num_decoder_layers NUM_DECODER_LAYERS] [--dim_feedforward DIM_FEEDFORWARD] [--activation {relu,gelu}] [--past-covariates PAST_COVARIATES] [--all-past-covariates] [--naive] [-d {AAPL}] [-c TARGET_COLUMN] [-n N_DAYS] [-t TRAIN_SPLIT] [-i INPUT_CHUNK_LENGTH] [-o OUTPUT_CHUNK_LENGTH] [--force-reset FORCE_RESET] [--save-checkpoints SAVE_CHECKPOINTS] [--model-save-name MODEL_SAVE_NAME] [--n-epochs N_EPOCHS] [--dropout DROPOUT] [--batch-size BATCH_SIZE] [--end S_END_DATE] [--start S_START_DATE] [--residuals] [--forecast-only] [--export-pred-raw] [--metric {rmse,mse,mape,smape}]

Parametersโ€‹

NameParameterDescriptionDefaultOptionalChoices
d_model--d-modelNumber of expected features in inputs.64TrueNone
nhead--nheadNumber of head in the attention mechanism.4TrueNone
num_encoder_layers--num_encoder_layersThe number of encoder layers in the encoder.3TrueNone
num_decoder_layers--num_decoder_layersThe number of decoder layers in the encoder.3TrueNone
dim_feedforward--dim_feedforwardThe dimension of the feedforward model.512TrueNone
activation--activationNumber of LSTM layers.reluTruerelu, gelu
past_covariates--past-covariatesPast covariates(columns/features) in same dataset. Comma separated.NoneTrueNone
all_past_covariates--all-past-covariatesAdds all rows as past covariates except for date and the target column.FalseTrueNone
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
train_split-t --train-splitStart point for rolling training and forecast window. 0.0-1.00.85TrueNone
input_chunk_length-i --input-chunk-lengthNumber of past time steps for forecasting module at prediction time.14TrueNone
output_chunk_length-o --output-chunk-lengthThe length of the forecast of the model.5TrueNone
force_reset--force-resetIf set to True, any previously-existing model with the same name will be reset (all checkpoints will be discarded).TrueTrueNone
save_checkpoints--save-checkpointsWhether to automatically save the untrained model and checkpoints.TrueTrueNone
model_save_name--model-save-nameName of the model to save.trans_modelTrueNone
n_epochs--n-epochsNumber of epochs over which to train the model.300TrueNone
dropout--dropoutFraction of neurons affected by Dropout, from 0 to 1.0TrueNone
batch_size--batch-sizeNumber of time series (input and output) used in each training pass32TrueNone
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
metric--metricCalculate precision based on a specific metric (rmse, mse, mape)mapeTruermse, mse, mape, smape

Examplesโ€‹

2022 Jul 23, 10:36 (๐Ÿฆ‹) /forecast/ $ load GME_20220719_123734.csv -a GME

2022 Jul 23, 11:01 (๐Ÿฆ‹) /forecast/ $ trans GME
100%|โ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆโ–ˆ| 115/115 [00:2300:00, 4.88it/s]
Transformer model obtains MAPE: 13.11%



Actual price: $ 146.64
โ”โ”โ”โ”โ”โ”โ”โ”โ”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
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โ”‚ 2022-07-19 00:00:00 โ”‚ $ 145.63 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€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”‚ 2022-07-20 00:00:00 โ”‚ $ 142.28 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€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”‚ 2022-07-21 00:00:00 โ”‚ $ 137.67 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€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”‚ 2022-07-22 00:00:00 โ”‚ $ 137.33 โ”‚
โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€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”‚ 2022-07-25 00:00:00 โ”‚ $ 130.62 โ”‚
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