/GBRT-for-TSF

Primary LanguagePython

GBRT-for-TSF

This read me file describes the steps to run the code for "Do We Really Need Deep Learning Models for Time Series Forecasting?" paper.

Requirements*

  • 1- numpy
  • 2- pandas
  • 3- XGBoost python library
  • 4- scikit-learn

Datasets

Download the datasets and place them in the respective "Uni-" and/or "Multivariate" folders in the Data folder.

Runing files

To run any of the scripts it is required to check the "data_path" of the required file, then running command is

  • python file_name e.g. "python xgboostWB_electricity.py"