def tsa_aggressive_ensemble(y: Y_TYPE,
s: dict,
k: int = 1,
a: A_TYPE = None,
t: T_TYPE = None,
e: E_TYPE = None) -> ([float], Any, Any):
"""
Precision weight moving averages
"""
fs = TSA_CONSTANT_SKATERS
return precision_weighted_ensemble_factory(fs=fs,
y=y,
s=s,
k=k,
a=a,
t=t,
e=e,
r=0.75)
def aggressive_ema_ensemble(y: Y_TYPE,
s: dict,
k: int = 1,
a: A_TYPE = None,
t: T_TYPE = None,
e: E_TYPE = None) -> ([float], Any, Any):
"""
Heavily weight the best
"""
fs = EMA_BASIC_SKATERS
return precision_weighted_ensemble_factory(fs=fs,
y=y,
s=s,
k=k,
a=a,
t=t,
e=e,
r=0.9)
def balanced_ema_ensemble(y: Y_TYPE,
s: dict,
k: int = 1,
a: A_TYPE = None,
t: T_TYPE = None,
e: E_TYPE = None) -> ([float], Any, Any):
"""
More evenly weighted
"""
fs = EMA_BASIC_SKATERS
return precision_weighted_ensemble_factory(fs=fs,
y=y,
s=s,
k=k,
a=a,
t=t,
e=e,
r=0.25)
def precision_ema_ensemble(y: Y_TYPE,
s: dict,
k: int = 1,
a: A_TYPE = None,
t: T_TYPE = None,
e: E_TYPE = None) -> ([float], Any, Any):
"""
Precision weight several different moving averages
"""
fs = EMA_BASIC_SKATERS
return precision_weighted_ensemble_factory(fs=fs,
y=y,
s=s,
k=k,
a=a,
t=t,
e=e,
r=0.5)
def tsa_ma_precise_ensemble(y: Y_TYPE,
s: dict,
k: int = 1,
a: A_TYPE = None,
t: T_TYPE = None,
e: E_TYPE = None) -> ([float], Any, Any):
"""
Precision weight moving averages
"""
from timemachines.skaters.simple.movingaverage import EMA_SKATERS
fs = TSA_CONSTANT_SKATERS
return precision_weighted_ensemble_factory(fs=fs,
y=y,
s=s,
k=k,
a=a,
t=t,
e=e,
r=0.5)
def thinking_ensemble(y: Y_TYPE,
s: dict,
k: int = 1,
a: A_TYPE = None,
t: T_TYPE = None,
e: E_TYPE = None) -> ([float], Any, Any):
"""
Precision weight moving averages
"""
fs = [
slowly_moving_average, quickly_moving_average, thinking_fast_and_fast,
thinking_fast_and_slow, thinking_slow_and_fast, thinking_slow_and_slow
]
return precision_weighted_ensemble_factory(fs=fs,
y=y,
s=s,
k=k,
a=a,
t=t,
e=e,
r=0.5)