Files
drift/models/average.py
T
Mark Aron Szulyovszky 1856fcad22 feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161)
* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference()

* fix(WalkForward): use Dataframes to call Transformation.fit_transform()

* feat(WalkForward): restored option for models to recieve unscaled data

* fix(Transformations): output DataFrame as expected

* fix(Tests): missing new property
2022-01-12 23:22:55 +01:00

33 lines
870 B
Python

from __future__ import annotations
from models.base import Model
import numpy as np
class StaticAverageModel(Model):
'''
Model that averages .
'''
data_transformation = 'original'
only_column = 'model_'
feature_selection = 'off'
model_type = 'static'
predict_window_size = 'single_timestamp'
def fit(self, X: np.ndarray, y: np.ndarray) -> None:
# This is a static model, it can' learn anything
pass
def predict(self, X) -> tuple[float, np.ndarray]:
# Make sure there's data to average
assert X.shape[1] > 0
prediction = np.average(X[-1])
return (prediction, np.array([]))
def clone(self) -> StaticAverageModel:
return self
def get_name(self) -> str:
return 'static_average'
def initialize_network(self, input_dim:int, output_dim:int):
pass