Universal forecasting startegy on energy data with AutoML.
- Smart meters in London
- Elia grid load
- More...
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Request local weather data from Darksky API(Optional)
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Feature construnction with lag/ahead
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Training process
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Evaluation and confidence interval construction
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Costomize your configuration of algorithm searching by modifying
tpot_multi.py. -
Train your model:
from tpot import TPOTRegressor
import tpot_multi
tpot_reg = TPOTRegressor(config_dict = tpot_multi)
tpot_reg.fit(train_X, train_y)
- Time and space complexity issue emerges for multioutput regression with large number of features. See Dask For more detail, see Customizing TPOT
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Support multioutput now,
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A confidence interval method for regression estimator...
- Not supporting multioutput regression
- Not so many experiments yet, support multioutput and confidence interval, but poor results.