Forecasting with machine learning

This tutorial introduces how to use machine learning to forecast time series data.

Table of contents

Slides

Notebooks

Forecasting with Machine Learning

• Historical weather data download from open-meteo.com
• Feature engineering for electricity load forecasting
• Next horizon predictive modeling
• Multiple horizons predictive modeling
• Out-of-sample check:
• Hyperparameter Tuning
• Computing prediction intervals using quantile regression
• Direct vs Recursive Forecasting

Running the notebooks locally

Install pixi

You can refer to the official website for installation.

Launching Jupyter Lab

To launch Jupyter Lab, run the following command:

pixi run jupyter lab

The Python environment and necessary packages will be automatically installed for you.

Opening lecture notes

The lecture notes are available in the python_files directory. To open the Python file as notebook, you need to right click on the file and select Open with -> Notebook.