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Performs Block RNN forecasting

Source Code: [link]

openbb.forecast.brnn(data: Union[pd.Series, pd.DataFrame], target_column: str = "close", n_predict: int = 5, train_split: float = 0.85, past_covariates: Optional[str] = None, forecast_horizon: int = 5, input_chunk_length: int = 14, output_chunk_length: int = 5, model_type: str = "LSTM", n_rnn_layers: int = 1, dropout: float = 0.0, batch_size: int = 32, n_epochs: int = 100, learning_rate: float = 0.001, model_save_name: str = "brnn_model", force_reset: bool = True, save_checkpoints: bool = True, metric: str = "mape")


dataUnion[pd.Series, pd.DataFrame]Input DataNoneFalse
target_columnstrTarget column to forecast. Defaults to "close".closeTrue
n_predictintDays to predict. Defaults to 5.5True
train_splitfloatTrain/val split. Defaults to
past_covariatesstrMultiple secondary columns to factor in when forecasting. Defaults to None.NoneTrue
forecast_horizonintForecast horizon when performing historical forecasting. Defaults to 5.5True
input_chunk_lengthintNumber of past time steps that are fed to the forecasting module at prediction time. Defaults to 14.14True
output_chunk_lengthintThe length of the forecast of the model. Defaults to 5.5True
model_typestrEither a string specifying the RNN module type ("RNN", "LSTM" or "GRU"). Defaults to "LSTM".LSTMTrue
n_rnn_layersintNumber of layers in the RNN module. Defaults to 1.1True
dropoutfloatFraction of neurons affected by Dropout. Defaults to
batch_sizeintNumber of time series (input and output sequences) used in each training pass. Defaults to 32.32True
n_epochsintNumber of epochs over which to train the model. Defaults to 100.100True
learning_ratefloatDefaults to 1e-3.0.001True
model_save_namestrName for model. Defaults to "brnn_model".brnn_modelTrue
force_resetboolIf set to True, any previously-existing model with the same name will be reset (all checkpoints will be
discarded). Defaults to True.
save_checkpointsboolWhether or not to automatically save the untrained model and checkpoints from training. Defaults to True.TrueTrue
metricstrMetric to use for model selection. Defaults to "mape".mapeTrue


Optional[Union[float, ndarray]],