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univariate ridge2+plot Pt.2
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examples/ridge2regressor_univariate.py

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# Forecasting horizon
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h = 20
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# Data frame containing the time series
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df = pd.read_csv("https://raw.githubusercontent.com/Techtonique/datasets/refs/heads/main/time_series/univariate/AirPassengers.csv").set_index('date')
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df.index = pd.DatetimeIndex(df.index)
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print(d3.averages_[1])
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print(np.asarray(d3.fcast_.rx2['mean']))
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print(d3.fcast_.rx2['sims'][0])
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print(d3.fcast_.rx2['sims'][1])
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d3.plot()
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# Data frame containing the time series
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df = pd.read_csv("https://raw.githubusercontent.com/Techtonique/datasets/refs/heads/main/time_series/univariate/a10.csv").set_index('date')
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df.index = pd.DatetimeIndex(df.index)
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print(df)
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# univariate ts forecasting
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print("Example 1 -----")
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d1 = Ridge2Regressor(h = h, date_formatting = "original")
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start = time()
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d1.forecast(df)
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print(f"Elapsed: {time()-start} \n")
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print("averages: \n")
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print(d1.averages_)
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print("\n")
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print("ranges: \n")
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print(d1.ranges_)
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print("\n")
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d1.plot()
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print("Example 2 -----")
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d3 = Ridge2Regressor(h = h, date_formatting = "original",
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type_pi="bootstrap", B=5)
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start = time()
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d3.forecast(df)
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print(f"Elapsed: {time()-start} \n")
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print(d3.fcast_.rx2['mean'])
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print(d3.averages_[1])
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print(np.asarray(d3.fcast_.rx2['mean']))
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print(d3.fcast_.rx2['sims'][0])
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print(d3.fcast_.rx2['sims'][1])
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d3.plot()

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