Almost Always Linear Forecasting (AALF)

This code accompanies our journal submission entitled Almost Always Linear Forecasting (AALF).

Installation

All experiments were done using Python 3.10.13.

pip install -r requirements.txt

Additionally, LaTeX is necessary to recreate all figures from the paper.

Recreating the experiments

python code/train_models.py    # Train all models (this will take a while)
python code/evaluation.py      # Create prediction files etc.
python code/selection.py       # Fit all classifiers used for selection
python code/run_baselines.py   # Fit all model selection baselines
python code/aalf.py             # Run our AALF method
python code/viz.py             # Visualize results