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.
- Download the data.
- Add
calendar.csv
andsales_train_validation.csv
todata/
. - Make a virtual environment with Python 3.11.
- Install the requirements with
pip install -r requirements.txt
. - Run
feature-engineering.ipynb
to generatedata/features.parquet
. - Run
cross-validation.ipynb
to run the cross validation. - Run
make-plots.ipynb
to make the plots.