├── CODEOWNERS ├── LICENSE ├── R ├── bin │ ├── fred_mfbvar.sh │ ├── fred_midas.sh │ ├── sim_mfbvar2.sh │ └── sim_midas.sh ├── configs │ ├── FRED │ │ ├── almon.R │ │ └── mfbvar2.R │ ├── regr01 │ │ ├── almon.R │ │ ├── mfbvar2.R │ │ ├── nbeta.R │ │ └── unres.R │ ├── regr02 │ │ ├── almon.R │ │ ├── mfbvar2.R │ │ ├── nbeta.R │ │ └── unres.R │ ├── ss00 │ │ ├── almon.R │ │ ├── mfbvar2.R │ │ ├── nbeta.R │ │ └── unres.R │ ├── ss01 │ │ ├── almon.R │ │ ├── mfbvar2.R │ │ ├── nbeta.R │ │ └── unres.R │ └── ss02 │ │ ├── almon.R │ │ ├── mfbvar2.R │ │ ├── nbeta.R │ │ └── unres.R ├── mfbvar_on_fred.R ├── mfbvar_on_sim.R ├── midasr_on_fred.R └── midasr_on_sim.R ├── README.md ├── bin ├── 00-sim-data.sh ├── 01-runsim.sh ├── 02-runsim-darts.sh ├── 03-runsim-uni.sh ├── 10-fred-data-wget.sh ├── 11-fred-data-clean.sh ├── 12-runfred.sh └── 20-runelec.sh ├── configs ├── FRED │ ├── data_preproc │ │ ├── 202207.yaml │ │ └── 202207x.yaml │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── rnn.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ └── transformer.yaml ├── electricity │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ └── transformer.yaml ├── regr01 │ ├── arima.yaml │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── naive.yaml │ ├── rnn.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ ├── ses.yaml │ └── transformer.yaml ├── regr02 │ ├── arima.yaml │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── naive.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ ├── ses.yaml │ └── transformer.yaml ├── ss00 │ ├── arima.yaml │ ├── deepar.yaml │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── naive.yaml │ ├── nhits.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ ├── ses.yaml │ └── transformer.yaml ├── ss01 │ ├── arima.yaml │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── naive.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ ├── ses.yaml │ └── transformer.yaml └── ss02 │ ├── arima.yaml │ ├── defaults.yaml │ ├── gbm.yaml │ ├── mlp.yaml │ ├── naive.yaml │ ├── seq2one.yaml │ ├── seq2seq.yaml │ ├── ses.yaml │ └── transformer.yaml ├── data_FRED ├── clean_fred.py └── data_dictionary.xlsx ├── data_electricity └── clean_electricity.ipynb ├── generate_data.py ├── helpers ├── __init__.py ├── configurator.py ├── constructor.py ├── dm_test.py ├── evaluator.py ├── mfdp.py ├── simulator.py ├── trainers │ ├── __init__.py │ ├── _base_simtrainer.py │ ├── darts_simtrainers.py │ ├── dnn_simtrainer.py │ ├── dnn_trainer.py │ ├── gbm_simtrainer.py │ ├── gbm_trainer.py │ ├── naive_simtrainer.py │ ├── ses_simtrainer.py │ └── utils_train.py └── utils_data.py ├── models ├── __init__.py ├── _baseSeqPred.py ├── benchmarks │ ├── gbm.py │ ├── mlp.py │ ├── naive.py │ └── ses.py ├── seq2one.py ├── seq2seq.py └── transformer.py ├── run_real.py ├── run_sim.py ├── run_simDarts.py └── run_simUni.py /CODEOWNERS: -------------------------------------------------------------------------------- 1 | * @jhlinplus 2 | 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