theta
Perform Theta forecast: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.theta.html
Usage
theta [--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] [--metric {rmse,mse,mape,smape}]
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. | M | 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 |
| metric | --metric | Calculate precision based on a specific metric (rmse, mse, mape) | mape | True | rmse, mse, mape, smape |
Examples
2022 Jul 23, 10:36 (🦋) /forecast/ $ load GME_20220719_123734.csv -a GME
2022 Jul 23, 11:01 (🦋) /forecast/ $ theta GME
100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 115/115 [00:2300:00, 4.88it/s]
Theta Model obtains MAPE: 12.71%
Actual price: $ 146.64
┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┓
┃ Datetime ┃ Prediction ┃
┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━┩
│ 2022-07-19 00:00:00 │ $ 145.41 │
├─────────────────────┼────────────┤
│ 2022-07-20 00:00:00 │ $ 147.28 │
├─────────────────────┼────────────┤
│ 2022-07-21 00:00:00 │ $ 147.28 │
├─────────────────────┼────────────┤
│ 2022-07-22 00:00:00 │ $ 148.66 │
├─────────────────────┼────────────┤
│ 2022-07-25 00:00:00 │ $ 147.18 │
└─────────────────────┴────────────┘
