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Update part 1 of report #1

Merged
merged 35 commits into from
Mar 3, 2023
Merged

Update part 1 of report #1

merged 35 commits into from
Mar 3, 2023

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AhmetZamanis
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Update part 1 of report with fixed rolling features, past covariates

@AhmetZamanis
Clean category sales PyTorch code
eebaa3e
@AhmetZamanis
Linear time decomp on category sales
ecb41b0
@AhmetZamanis
Try linear decomp + global XGB
252b759
@AhmetZamanis
Try random forest hybrid for category sales
6b35749
@AhmetZamanis
STL decomp before RF/XGB
3321115
@AhmetZamanis
Try XGB gridsearch, remove AutoARIMA
a5e272f
@AhmetZamanis
Attempt to retrieve store static covariates
64252c9
@AhmetZamanis
Score baseline models on stores sales
bc07ecd
@AhmetZamanis
Score linear time model on store sales
7ab2f17
@AhmetZamanis
Try fitting RF on decomposed univariate store sales
c12cb6b
@AhmetZamanis
Come across nan loss error in store NN global models
2c3a0d6
@AhmetZamanis
Validate RNN and D-Linear on store sales
a684158
@AhmetZamanis
Start writing lr scheduler for RNN
79285b6
@AhmetZamanis
Train RNNStore2: STL detrend only
5f807b4
@AhmetZamanis
Use STL - linear - 2nd model scheme on category sales, add AutoARIMA
316842d
@AhmetZamanis
Implement store sales RNN code with new STL decomp scheme
95b195b
@AhmetZamanis
Validate store RNN with both STL settings
3059007
@AhmetZamanis
Scores plot 1.0
d7be761
@AhmetZamanis
Plot category and store sales model scores
a32b607
@AhmetZamanis
Add ETS to 2017 validation version
fddb689
@AhmetZamanis
Rewrite category sales for 15-day validation, STL 85
7aae565
@AhmetZamanis
Rewrite non-global models code for store sales with last 15 days vali…
d320a50 
…dation
@AhmetZamanis
Try Linear + RNN with h=15
7487730
@AhmetZamanis
Validate DLinearStore1.0 + RNNStore1.0
e40a462
@AhmetZamanis
Change STL to 731 trend 29 season, refit D-Linear and RNN on store sales
d3c1efa
@AhmetZamanis
Move helper funcs and darts imports to start of doc
80ab36b
@AhmetZamanis
Add Dlinear with all features on store sales
69d5b5e
@AhmetZamanis
Add Dlinear with all features on store sales
1357e5f
@AhmetZamanis
Merge branch 'ModelingPart2' of https://github.com/AhmetZamanis/Kaggl…
55b4f39 
…eStoreSales into ModelingPart2
@AhmetZamanis
Try global DLinear model on full category sales
7f5cf1b
@AhmetZamanis AhmetZamanis merged commit 37cab91 into main Mar 3, 2023
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@AhmetZamanis