chr6192/kdd2019deepTCN

Probabilistic Forecasting with Temporal Convolutional Neural Network

Source codes for the paper "probabilistic forecasting with temporal convolutional neural network"

Electricity

Data preprocessing

• Download the dataset from UCI Machine Learning Repository: https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014
• Run "R CMD BATCH electricity/basicPreprocess.R" to generate "modelData.csv" for model training.

Point forecasting

• python3 electricity/ecPointModel/ec_feature_preprocess.py
• python3 electricity/ecPointModel/ECPointHuber.py

Probabilistic forecasting

• python3 electricity/NewTCNQuantile/ec_feature_preprocess.py
• python3 electricity/NewTCNQuantile/ec_probabilistic_forecasting.py

Traffic

Data preprocessing

Point forecasting

Probabilistic forecasting

Parts

Data preprocessing

Probabilistic forecasting

Kind remind

You can achieve better results if you do better data preprocessing like scaling.