Code for Forecasting Methods Thesis

For the Data Science and Machine Learning Master's of the National Technical University of Athens.

Install and run thesis -h for more info.

To plot the datasets, use

thesis plot electricity
thesis plot traffic

To run all models for all datasets, use

thesis prophet electricity
thesis prophet traffic

thesis run electricity tft
thesis run traffic tft

thesis run electricity deepar
thesis run traffic deepar

thesis run electricity deepvar
thesis run traffic deepvar

thesis run electricity nbeats
thesis run traffic nbeats

To find hyperparameters for the deep learning models, use

thesis find electricity tft --n-trials 30
thesis find traffic tft --n-trials 30

thesis find electricity deepar --n-trials 30
thesis find traffic deepar --n-trials 30

thesis find electricity nbeats --n-trials 30
thesis find traffic nbeats --n-trials 30