Volt/experiments/stocks

To source the data first walk through the make_wind_dataset notebook.

To generate forecasts for a station then run

python GPGenerator.py 
    --kernel={volt, sm, matern} ## kernel choice
    --stn_idx=0 ## station index in the dataset
    --mean={ewma, constant} ## mean choice
    --ntrain=400 ## training window
    --n_test_times=100 ## number of test time points

# note test_tickers0, resolves to `data/test_tickers0.txt`
python ForecastGenerator.py \
    --ticker_fname test_tickers0 --end_date 
python LSTMGenerator.py \
    --ticker_fname test_tickers0