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alex-hse-repository/base_backtest.py

Created June 1, 2022 06:01
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base_backtest.py
from etna.analysis import plot_backtest
HORIZON = 365
pipeline = Pipeline(model=ProphetModel(), transforms=[], horizon=HORIZON)
metrics, forecasts, _ = pipeline.backtest(ts, metrics=[SMAPE()], n_folds=1)
plot_backtest(forecast, ts)
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