MBTR experiments

This repo contains the experiments performed in Lorenzo Nespoli and Vasco Medici (2020). Multivariate Boosted Trees and Applications to Forecasting and Control arXiv

@article{nespoli2020multivariate,
  title={Multivariate Boosted Trees and Applications to Forecasting and Control},
  author={Nespoli, Lorenzo and Medici, Vasco},
  journal={arXiv preprint arXiv:2003.03835},
  year={2020}
}

The datasets are directly downloaded from Zenodo. The code includes the figures presented in the paper, including the statistical tests.