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
+2 -1
View File
@@ -56,7 +56,8 @@ def run_single_asset_trainig_pipeline(
)
column_name = ticker_to_predict + "_" + model_name
results[column_name] = result
predictions[column_name] = preds
# column names for model outputs should be different, so we can differentiate between original data and model predictions later, where necessary
predictions["model_" + column_name] = preds
if wandb_active:
run = wandb.init(project="price-forecasting", config={"model_type": model_name, "ticker": ticker_to_predict}, reinit=True)