Download repository with git clone https://github.com/mnonnenm/forecast_predictability.git
Move to folder
cd path_to_folder/forecast_predictability
and install via
python setup.py develop
('develop' mode is suggested for the moment).
Download the data (links given in manuscript) and place it in folder path_to_folder/data, or adjust the root_data paths manually (e.g. in notebooks/playground.ipynb).