feat(Models): added StaticAverageModel for average ensembling & StaticNaiveModel (#64)

* feat(Models): added StaticAverageModel for average ensembling

* feat(Models): made sure we only pipe in predictions to StaticAverageModel, added StaticNaiveModel as potential baseline

* chore(Models): removed unnecessary commented out code
This commit is contained in:
Mark Aron Szulyovszky
2021-12-21 15:57:08 +01:00
committed by GitHub
parent 79d84cf0a3
commit d3d7184ea4
6 changed files with 64 additions and 9 deletions
+21
View File
@@ -0,0 +1,21 @@
from models.base import Model
import numpy as np
class StaticNaiveModel(Model):
'''
Model that carries the last observation (from returns) to the next one, naively.
'''
# data_format = 'dataframe'
data_scaling = 'unscaled'
only_column = None
def fit(self, X, y):
# This is a static model, it can' learn anything
pass
def predict(self, X):
return np.array([X[-1][0]])
def clone(self):
return self