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wget https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh | |
bash Miniconda3-latest-Linux-x86_64.sh | |
conda install mamba -n base -c conda-forge | |
# gluonts does not like python 3.12. | |
mamba create -n py311 python=3.11 | |
conda activate py311 | |
mamba install matplotlib | |
mamba install "gluonts[torch]" | |
# gluonts does not like pandas 2.2 deprecating capital letter frequency strings. fixed on gluonts dev branch, but not on conda yet. | |
mamba install pandas=2.1 | |
# for neuralforecast | |
mamba install -c conda-forge neuralforecast | |
# https://github.com/apache/arrow/issues/41058 | |
mamba install snappy=1.1.10 | |
python test_predictor_statsforecast.py | |
# do not use it with AutoARIMA(4*24), that's too slow. | |
# with EXTENDED_TEST = True, train_df before '2019-02-01', in 1.5 mins: | |
MSTL RMSE 30.83026 MAE 23.066748 | |
SeasonalNaive RMSE 48.91051 MAE 36.31397 | |
AutoARIMA RMSE 71.8839 MAE 55.241413 | |
AutoETS RMSE 71.732056 MAE 55.39218 | |
CES RMSE 80.47097 MAE 70.04802 | |
DynamicOptimizedTheta RMSE 55.568027 MAE 43.394047 | |