Code used to generate results for
Paper Real World Time Series Benchmark Datasets with Temporal Distribution Shifts: Global Crude Oil Asset Price and Volatility
Author Pranay Pasula
Affiliation UC Berkeley EECS
Email pasula AT berkeley.edu
- Install the packages listed in
requirements.txt - Run scripts/{wti, brent, dubai}.py to reproduce the results presented in the paper
- Add world event labels (commented out in script files) to certain plots
- Refactor code
- Add unit tests