darts_exponential_smoothing_forecast_with_train_val_split.py

1import pandas as pd
2import matplotlib.pyplot as plt
3from darts import TimeSeries
4from darts.models import ExponentialSmoothing
5from darts.datasets import AirPassengersDataset
6
7# Read data
8series = AirPassengersDataset().load()
9
10# Create training and validation sets
11train, val = series.split_before(pd.Timestamp("19580101"))
12
13# Train an Exponential Smoothing model
14model = ExponentialSmoothing()
15model.fit(train)
16
17# Make a prediction
18prediction = model.predict(len(val), num_samples=1000)
19
20# Plot the results
21series.plot()
22prediction.plot(label="forecast", low_quantile=0.05, high_quantile=0.95)
23plt.legend()
24plt.show()