Files
drift/models/statsmodels.py
T
Mark Aron Szulyovszky fc5eba4e2d feat(Models): added lightGBM, moved other models to separate files (#128)
* feat(Models): added lightGBM, moved other models to separate files

* feat(Models): added non-working statsmodel wrapper

* fix(Models): added work-in-progress comment to StatsModels
2022-01-08 12:02:42 +01:00

35 lines
930 B
Python

from __future__ import annotations
from statsmodels.tsa.base.tsa_model import TimeSeriesModel
from models.base import Model
import numpy as np
from copy import deepcopy
class StatsModel(Model):
# This is work in progress
data_scaling = 'scaled'
only_column = None
feature_selection = 'on'
model_type = 'ml'
predict_window_size = 'single_timestamp'
def __init__(self, model: TimeSeriesModel):
self.model = model
def fit(self, X: np.ndarray, y: np.ndarray) -> None:
self.model.fit(X, y)
def predict(self, X) -> tuple[float, np.ndarray]:
pred = self.model.predict(X).item()
return (pred, np.array([0]))
def clone(self) -> StatsModel:
return StatsModel(deepcopy(self.model))
def get_name(self) -> str:
return self.model.__class__.__name__
def initialize_network(self, input_dim:int, output_dim:int):
pass