This repository contains the code to reproduce the results from the blog post A New Method for Multi-Horizon Forecasting with a Single Tree-based Model.

1. Download the data.
2. Add calendar.csv and sales_train_validation.csv to data/.
3. Make a virtual environment with Python 3.11.
4. Install the requirements with pip install -r requirements.txt.
5. Run feature-engineering.ipynb to generate data/features.parquet.
6. Run cross-validation.ipynb to run the cross validation.
7. Run make-plots.ipynb to make the plots.