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ensemble model updates#162

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mitokic wants to merge 2 commits intomainfrom
mitokic/06042024/ensemble-model-updates
Open

ensemble model updates#162
mitokic wants to merge 2 commits intomainfrom
mitokic/06042024/ensemble-model-updates

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@mitokic mitokic commented Jul 2, 2024

  • updated train test splits to not back test so far back into the future. Speeding up run time.
  • xgboost and glmnet are now the only models that are trained for ensembles. All other multivariate models are removed.
  • updated inputs in glmnet ensemble model to increase forecast accuracy

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