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wget https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh
bash Miniconda3-latest-Linux-x86_64.sh
conda install mamba -n base -c conda-forge
# gluonts does not like python 3.12.
mamba create -n py311 python=3.11
conda activate py311
mamba install matplotlib
mamba install "gluonts[torch]"
# gluonts does not like pandas 2.2 deprecating capital letter frequency strings. fixed on gluonts dev branch, but not on conda yet.
mamba install pandas=2.1
# for neuralforecast
mamba install -c conda-forge neuralforecast
# https://github.com/apache/arrow/issues/41058
mamba install snappy=1.1.10
python test_predictor_statsforecast.py
# do not use it with AutoARIMA(4*24), that's too slow.
# with EXTENDED_TEST = True, train_df before '2019-02-01', in 1.5 mins:
MSTL RMSE 30.83026 MAE 23.066748
SeasonalNaive RMSE 48.91051 MAE 36.31397
AutoARIMA RMSE 71.8839 MAE 55.241413
AutoETS RMSE 71.732056 MAE 55.39218
CES RMSE 80.47097 MAE 70.04802
DynamicOptimizedTheta RMSE 55.568027 MAE 43.394047
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