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decisionintelligence / TFB

[PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods
https://www.vldb.org/pvldb/vol17/p2363-hu.pdf
MIT License
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How to extract the features for machine learning methods? #15

Open isCopyman opened 3 months ago

isCopyman commented 3 months ago

The paper mentions using traditional machine learning methods, such as LR (Logistic Regression) and RF (Random Forest). How did you extract the features for these methods?

qiu69 commented 3 months ago

Hello, Thank you for your attention and questions. TFB is a flexible code library that is compatible with third-party time series prediction libraries. We support calling algorithms in darts, where LR and RF come from darts. You can access https://github.com/unit8co/darts . Go and read the user manual inside. There is a more detailed introduction there, hoping it can help you!

qiu69 commented 1 month ago

Hi, If you have any further questions, please feel free to report them to us. If the problem has been resolved, please close the issue.