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