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@hrzn
Created August 9, 2021 15:42
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from darts.metrics import rmse
# We first set aside the first 80% as training series:
flow_train, _ = flow.split_before(0.8)
def eval_model(model, past_covariates=None, future_covariates=None):
# Past and future covariates are optional because they won't always be used in our tests
# We backtest the model on the last 20% of the flow series, with a horizon of 10 steps:
backtest = model.historical_forecasts(series=flow,
past_covariates=past_covariates,
future_covariates=future_covariates,
start=0.8,
retrain=False,
verbose=True,
forecast_horizon=10)
flow[-len(backtest)-100:].plot()
backtest.plot(label='backtest (n=10)')
print('Backtest RMSE = {}'.format(rmse(flow, backtest)))
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