Machine Learning vs Statistical Methods for Time Series Forecasting: Size Matters

This repository contains the code to reproduce the experiments reported in the paper:

Cerqueira, V., Torgo, L., & Soares, C. (2022). A case study comparing machine learning with statistical methods for time series forecasting: size matters. Journal of Intelligent Information Systems, 59(2), 415-433.

Running the experiments

To run the experiments, you just need to run the source files in the following order:

1. 1-tsdl-build-db.r
2. 2-main.r
3. 3-result-analysis.r

The default is an online analysis, so the experiments may take a while to run.