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add some TODO's in notebook

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Tristan de Waard 2025-06-12 16:26:26 +02:00
parent 127ff6b237
commit 6629a163c6
1 changed files with 13 additions and 5 deletions
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18
tsforecast.ipynb
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@ -1425,6 +1425,9 @@
" method=\"nm\",\n", " method=\"nm\",\n",
" maxiter=100\n", " maxiter=100\n",
")\n", ")\n",
"#TODO : Try out different values for m (seasonality) -- can influence comp. cost\n",
"#TODO : Perform feature engineering, e.g. rolling means\n",
"#TODO : Try out different history sizes\n",
"\n", "\n",
"# Forecast\n", "# Forecast\n",
"y_pred = autoarima_model.predict(n_periods=len(y_test))\n", "y_pred = autoarima_model.predict(n_periods=len(y_test))\n",
@ -1470,7 +1473,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 38, "execution_count": null,
"id": "9796045c", "id": "9796045c",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
@ -1503,6 +1506,9 @@
" hist_size=hist_size\n", " hist_size=hist_size\n",
")\n", ")\n",
"\n", "\n",
"#TODO : Perform feature engineering, e.g. rolling means\n",
"#TODO : Perform feature selection and combine with e.g. PCA\n",
"#TODO : Try out different history sizes\n",
"\n", "\n",
"X_train_xgb = reshaping(X_train)\n", "X_train_xgb = reshaping(X_train)\n",
"X_test_xgb = reshaping(X_test)\n", "X_test_xgb = reshaping(X_test)\n",
@ -38817,7 +38823,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 41, "execution_count": null,
"id": "abeddbe8", "id": "abeddbe8",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
@ -39034,7 +39040,8 @@
"model.add(Dense(1))\n", "model.add(Dense(1))\n",
"model.compile(optimizer=\"adam\", loss=\"mse\")\n", "model.compile(optimizer=\"adam\", loss=\"mse\")\n",
"model.summary()\n", "model.summary()\n",
"\n", "#TODO : Try out different architectures, like Conv1D, Bidirectional LSTM, etc.\n",
"#TODO : Try out different history sizes\n",
"\n", "\n",
"# fit the model\n", "# fit the model\n",
"model.fit(X_train, y_train, epochs=50)\n", "model.fit(X_train, y_train, epochs=50)\n",
@ -40432,6 +40439,8 @@
"\n", "\n",
"# Initialize and fit the Prophet model\n", "# Initialize and fit the Prophet model\n",
"prophet_model = prophet.Prophet()\n", "prophet_model = prophet.Prophet()\n",
"#TODO : Add any additional Prophet parameters if needed\n",
"#TODO : Add extra regressors if needed\n",
"prophet_model.fit(df_train)\n", "prophet_model.fit(df_train)\n",
"\n", "\n",
"# Create future dataframe for prediction\n", "# Create future dataframe for prediction\n",
@ -40481,8 +40490,7 @@
"axes[1].legend()\n", "axes[1].legend()\n",
"\n", "\n",
"plt.tight_layout()\n", "plt.tight_layout()\n",
"plt.show()\n", "plt.show()\n"
"\n"
] ]
} }
], ],