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"