Mitokic/07172024/best model scaling

microsoft / finnts

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.

https://microsoft.github.io/finnts

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Mitokic/07172024/best model scaling #163

Closed mitokic closed 4 months ago

mitokic commented 4 months ago

updates to allow for runs with 100k+ time series run effectively.

most accurate model avg is always saved, regardless if it was the best model
improved weighted mape calc
for +10k time series runs, condense all output files into less files to make it easier to read combined outputs

mitokic commented 4 months ago

🚢