import streamlit as st import pandas as pd import numpy as np import urllib.request import json import plotly.express as px import matplotlib.pyplot as plt import yfinance as yf import pandas as pd import numpy as np import matplotlib.pyplot as plt import seaborn as sns from datetime import datetime import statsmodels.api as sm import pickle from sklearn.linear_model import LinearRegression from statsmodels.tsa.seasonal import seasonal_decompose from sklearn.model_selection import TimeSeriesSplit from sklearn.metrics import mean_squared_error from statsforecast.models import HistoricAverage from statsforecast.models import Naive from statsforecast.models import RandomWalkWithDrift from statsforecast.models import SeasonalNaive from statsforecast.models import SimpleExponentialSmoothing from statsforecast.models import HoltWinters from statsforecast.models import AutoARIMA from statsforecast.models import ARIMA from statsforecast.models import GARCH from statsforecast.models import ARCH from statsmodels.graphics.tsaplots import plot_pacf from statsmodels.graphics.tsaplots import plot_acf from scipy.stats import shapiro from datetime import datetime import matplotlib.pyplot as plt from meteostat import Point, Daily from statsmodels.graphics.tsaplots import plot_pacf from statsmodels.graphics.tsaplots import plot_acf from statsmodels.tsa.statespace.sarimax import SARIMAX from statsmodels.tsa.holtwinters import ExponentialSmoothing from statsmodels.tsa.stattools import adfuller import matplotlib.pyplot as plt from tqdm import tqdm_notebook from itertools import product from PIL import Image from funcoes_modelos import montar_dataframe_temp from funcoes_modelos import predict_ARIMA_GARCH from funcoes_modelos import return_exog import warnings warnings.filterwarnings('ignore') from tscv import TimeBasedCV ######################################################################### def read_data(): # Set time period start = datetime(2010, 1, 1) end = pd.to_datetime(datetime.now().strftime("%Y-%m-%d")) # Create Point for Vancouver, BC vancouver = Point(49.2497, -123.1193, 70) #campinas = Point(-22.9056, -47.0608, 686) #saopaulo = Point(-23.5475, -46.6361, 769) # Get daily data for 2018 data = Daily(vancouver, start, end) data = data.fetch() data = data[['tavg', 'prcp']] return data data = read_data() returns = data['tavg'] print(returns.tail(1)) model = sm.tsa.statespace.SARIMAX(returns , order=(1,1,3), seasonal_order=(0,1,1,7), enforce_stationarity=False, enforce_invertibility=False, freq='D') model = model.fit() pred = model.forecast(1) print(returns.tail(1)) print(pred) #model.save('./models/model_sarima.pickle') #print(model.test_normality('jarquebera')) #print(model.test_serial_correlation('ljungbox', 10))