GBRT-for-TSF

This read me file describes the steps to run the code for "Do We Really Need Deep Learning Models for Time Series Forecasting?" paper.

Requirements*

• 1- numpy
• 2- pandas
• 3- XGBoost python library
• 4- scikit-learn

Datasets

Download the datasets and place them in the respective "Uni-" and/or "Multivariate" folders in the Data folder.

Runing files

To run any of the scripts it is required to check the "data_path" of the required file, then running command is

• python file_name e.g. "python xgboostWB_electricity.py"