https://github.com/azulgarza/fforma

Python package for Feature-based Forecast Model Averaging (FFORMA).
https://github.com/azulgarza/fforma

ensambler forecasting hyndman montero python time-series

Last synced: 2 months ago
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Python package for Feature-based Forecast Model Averaging (FFORMA).

• Host: GitHub
• URL: https://github.com/azulgarza/fforma
• Owner: AzulGarza
• Created: 2020-02-02T05:54:14.000Z (almost 5 years ago)
• Default Branch: master
• Last Pushed: 2023-07-06T21:59:44.000Z (over 1 year ago)
• Last Synced: 2024-01-30T15:48:56.217Z (11 months ago)
• Topics: ensambler, forecasting, hyndman, montero, python, time-series
• Language: Python
• Homepage:
• Size: 132 MB
• Stars: 9
• Watchers: 3
• Forks: 1
• Open Issues: 5
• Metadata Files:
  • Readme: README.md

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README

        
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# Experiments

1. Create docker image and experiments directory.

```source

make init

```

1. Download datasets.

```source

make datasets

```

1. Create base data (models to ensemble).

```source

make base dataset=tourism

```

1. Compute ensemble benchmarks.

```source

make benchmarks dataset=tourism

```

1. Run experiments.

```source

make run dataset=tourism model=ffnn splits=3 trials=200

```