seasonalnaive
Perform SeasonalNaive forecasting: https://nixtla.github.io/statsforecast/models.html#seasonalnaive
Usage
seasonalnaive [--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]
Parameters
| Name | Parameter | Description | Default | Optional | Choices |
|---|---|---|---|---|---|
| naive | --naive | Show the naive baseline for a model. | False | True | None |
| target_dataset | -d --dataset | The name of the dataset you want to select | None | True | AAPL |
| target_column | -c --target-column | The name of the specific column you want to use | close | True | None |
| n_days | -n --n-days | prediction days. | 5 | True | None |
| seasonal | -s --seasonal | Seasonality: N: None, A: Additive, M: Multiplicative. | A | True | N, A, M |
| seasonal_periods | -p --periods | Seasonal periods: 4: Quarterly, 7: Daily | 7 | True | None |
| start_window | -w --window | Start point for rolling training and forecast window. 0.0-1.0 | 0.85 | True | None |
| s_end_date | --end | The end date (format YYYY-MM-DD) to select for testing | None | True | None |
| s_start_date | --start | The start date (format YYYY-MM-DD) to select for testing | None | True | None |
| residuals | --residuals | Show the residuals for the model. | False | True | None |
| forecast_only | --forecast-only | Do not plot the historical data without forecasts. | False | True | None |
| export_pred_raw | --export-pred-raw | Export predictions to a csv file. | False | True | None |
Examples
2022 Nov 07, 19:24 (🦋) /stocks/ $ forecast
2022 Nov 07, 19:24 (🦋) /forecast/ $ seasonalnaive AAPL
Cross Validation Time Series 1: 100%|█████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 115/115 [00:0200:00, 47.75it/s]
Forecast: 100%|████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 1/1 [00:0000:00, 14873.42it/s]
SeasonalNaive obtains MAPE: 4.26%
Actual price: 138.38
┏━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime ┃ Prediction ┃
┡━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-11-07 │ 138.38 │
├────────────┼────────────┤
│ 2022-11-08 │ 144.80 │
├────────────┼────────────┤
│ 2022-11-09 │ 155.74 │
├────────────┼────────────┤
│ 2022-11-10 │ 153.34 │
├────────────┼────────────┤
│ 2022-11-11 │ 150.65 │
└────────────┴────────────┘