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alex-hse-repository/binseg_trend.py

Created July 4, 2022 14:05
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binseg_trend.py
HORIZON = 62
pipeline = Pipeline(
model=CatBoostModelPerSegment(),
transforms=[
BinsegTrendTransform(in_column="target", n_bkps=2, min_size=150),
DateFlagsTransform(day_number_in_week=True, day_number_in_month=False, is_weekend=False),
],
horizon=HORIZON,
)
metrics, forecast, _ = pipeline.backtest(ts, metrics=[SMAPE()], n_folds=3)
plot_backtest(forecast, ts, history_len="all")
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