Main parts of 12th place solution of kaggle Corporación Favorita Grocery Sales Forecasting competition.
Description of solution is here https://www.kaggle.com/c/favorita-grocery-sales-forecasting/discussion/47667.
feature_engineering.py - calculating and saving engineered features
lgb_general.py - general LightGBM model, trained on data for all lags simultaneously
lgb_lags.py - LightGBM model, trained for each lag separately
nn_lags.py - neural network model, trained for each lag separately