theta
Perform Theta forecast: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.theta.html
Usageโ
theta [--naive] [-d {}] [-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
Name | Description | Default | Optional | Choices |
---|---|---|---|---|
naive | Show the naive baseline for a model. | False | True | None |
target_dataset | The name of the dataset you want to select | None | True | None |
target_column | The name of the specific column you want to use | close | True | None |
n_days | prediction days. | 5 | True | None |
seasonal | Seasonality: N: None, A: Additive, M: Multiplicative. | M | True | N, A, M |
seasonal_periods | Seasonal periods: 4: Quarterly, 7: Daily | 7 | True | None |
start_window | Start point for rolling training and forecast window. 0.0-1.0 | 0.85 | True | None |
s_end_date | The end date (format YYYY-MM-DD) to select for testing | None | True | None |
s_start_date | The start date (format YYYY-MM-DD) to select for testing | None | True | None |
residuals | Show the residuals for the model. | False | True | None |
forecast_only | Do not plot the historical data without forecasts. | False | True | None |
export_pred_raw | Export predictions to a csv file. | False | True | None |
Examplesโ
2022 Jul 23, 10:36 (๐ฆ) /forecast/ $ load GME_20220719_123734.csv -a GME
2022 Jul 23, 11:01 (๐ฆ) /forecast/ $ theta GME
100%|โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ| 115/115 [00:2300:00, 4.88it/s]
Theta Model obtains MAPE: 12.71%
Actual price: $ 146.64
โโโโโโโโโโโโโโโโโโโโโโโณโโโโโโโโโโโโโ
โ Datetime โ Prediction โ
โกโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโฉ
โ 2022-07-19 00:00:00 โ $ 145.41 โ
โโโโโโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโค
โ 2022-07-20 00:00:00 โ $ 147.28 โ
โโโโโโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโค
โ 2022-07-21 00:00:00 โ $ 147.28 โ
โโโโโโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโค
โ 2022-07-22 00:00:00 โ $ 148.66 โ
โโโโโโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโค
โ 2022-07-25 00:00:00 โ $ 147.18 โ
โโโโโโโโโโโโโโโโโโโโโโโดโโโโโโโโโโโโโ