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2022-07-16 16:51:27 +08:00

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To source the data first walk through the `make_wind_dataset` notebook.
To generate forecasts for a station then run
```{bash}
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
```
```sh
# 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
```