/Learning-curves-TSA

Learning curves for time series models that allow to see the variation of the forecasting performance with respect to the historic length used to fit the models.

Primary LanguagePython

Learning-curves-TSA

Learning curves for time series models that allow to see the variation of the forecasting performance with respect to the historic length used to fit the models.

Data used : https://www.kaggle.com/datasets/shenba/time-series-datasets?resource=download
Commands used to get the examples plot :

python learning_curves.py --read_path "datas/elec_prod.csv" --forecast_horizon 36 --n_chunks 15 --plot_name "elec_prod.svg" --seasonal_period 12

python learning_curves.py --read_path "datas/daily_temp.csv" --forecast_horizon 40 --n_chunks 20 --plot_name "daily_temp.svg" --seasonal_period 30 --index_name "Date"