👍 Use an Azure AI endpoint To use an Azure AI endpoint, remember to set also thebase_url
argument:nixtla_client = NixtlaClient(base_url="you azure ai endpoint", api_key="your api_key")
freq
parameter to a
valid pandas frequency
string,
such as MS
for month-start frequency or min
for minutely frequency.
When working with Polars DataFrames, you must specify the frequency
explicitly by using a valid polars
offset,
such as 1d
for daily frequency or 1h
for hourly frequency.
Below is an example of how to specify the frequency for a Polars
DataFrame.
date | Open | High | Low | Close | Adj Close | Volume | Dividends | Stock Splits | |
---|---|---|---|---|---|---|---|---|---|
0 | 2020-09-30 | 10.00 | 11.41 | 9.11 | 9.50 | 9.50 | 338584400 | 0.0 | 0.0 |
1 | 2020-10-01 | 9.69 | 10.10 | 9.23 | 9.46 | 9.46 | 124297600 | 0.0 | 0.0 |
2 | 2020-10-02 | 9.06 | 9.28 | 8.94 | 9.20 | 9.20 | 55018300 | 0.0 | 0.0 |
3 | 2020-10-05 | 9.43 | 9.49 | 8.92 | 9.03 | 9.03 | 36316900 | 0.0 | 0.0 |
4 | 2020-10-06 | 9.04 | 10.18 | 8.90 | 9.90 | 9.90 | 90864000 | 0.0 | 0.0 |
pandas_market_calendars package
,
specifically the get_calendar
method, to obtain the New York Stock
Exchange (NYSE) calendar. Using this calendar, we can create a custom
frequency that includes only the days the stock market is open.
forecast
method,
specifying the custom_bday
frequency in the freq
argument. This will
make the forecast respect the trading schedule of the stock market.
📘 Available models in Azure AI If you are using an Azure AI endpoint, please be sure to setmodel="azureai"
:nixtla_client.forecast(..., model="azureai")
For the public API, we support two models:timegpt-1
andtimegpt-1-long-horizon
. By default,timegpt-1
is used. Please see this tutorial on how and when to usetimegpt-1-long-horizon
.
date | |
---|---|
0 | 2023-08-28 |
1 | 2023-08-29 |
2 | 2023-08-30 |
3 | 2023-08-31 |
4 | 2023-09-01 |
5 | 2023-09-05 |
6 | 2023-09-06 |
freq
parameter to the corresponding pandas
alias.