Technical requirements

You will need to set up the Anaconda environment following the instructions in the Preface of the book to get a working environment with all packages and datasets required for the code in this book.

The associated code for the chapter can be found at https://github.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-/tree/main/notebooks/Chapter13.

You need to run the following notebooks for this chapter:

• 02-Preprocessing London Smart Meter Dataset.ipynb in Chapter02
• 01-Setting up Experiment Harness.ipynb in Chapter04
• 01-Feature Engineering.ipynb in Chapter06
• 00-Single Step Backtesting Baselines.ipynb, 01-Forecasting with ML.ipynb, and 02-Forecasting with Target Transformation.ipynb in Chapter08
• 01-Global Forecasting Models-ML.ipynb in Chapter10