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IRDM2016 - Information Retrieval and Data Mining

UCL group project on time-series forecasting

Team:

  • Animesh Mishra
  • Konstantinos Metallinos
  • Maximilian Hoefl

Dataset:

  • Global Energy Forecasting Competition 2014 (details)
  • Download link.

Software dependencies:

  • Python 2.7.x and libraries (numpy, pandas, scikit-learn, matplotlib, keras, theano)
    • Version compatibility: Keras 1.0.0 with Theano 0.8.0.dev0 as backend

Usage:

  1. Get the dataset
  2. Extract the GEFCom2014 Data/Load/Task 1/L1-train.csv file from archive
  3. Put it in the /data folder
  4. Go to /code folder. Run the python/R scripts in the following order:
  dataVisualisation.py -> for visualizing the data
  Baseline_model.R     -> implements a baseline model (ARIMA) in R
  getFeatures.py       -> extracts features for python script
  mlpPretraining.py    -> pretraining the MLPs. Includes station selection.
  mlpEnsemble.py       -> trains the ensemble of MLPs
  makePredictions.py   -> predictions and plots
  

Folder description:

  • code: has python/R scripts
  • data: has original data as well as data generated during feature processing
  • model: has parameters from model (e.g. during pretraining or final modeling)
  • output: has output figures

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Mini project on time-series forecasting

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