Forecaster
IgnoreX
Compositor for ignoring exogenous variables.
Composing with IgnoreX instructs the wrapped forecaster to ignore exogenous data. This is useful for testing the impact of exogenous data on forecasts, or for use in tuning hyperparameters of the forecaster.
Schnellstart
python
from sktime.forecasting.compose import IgnoreX
estimator = IgnoreX(forecaster, ignore_x=True)Tags
Fähigkeiten
- Kategoriale Merkmale
- In-Sample-Vorhersagen: Unterstützt
- In-Sample-Prognoseintervalle: Unterstützt
- Exogene Variablen
- Prognoseintervalle: Nicht unterstützt
- Fehlende Werte: Nicht unterstützt
- Multivariat: Nicht unterstützt
Eigenschaften
- Prognosehorizont beim Fit nötigrequires-fh-in-fit
- Ja
- X und y brauchen denselben IndexX-y-must-have-same-index
- Ja
Parameter(2)
- forecastersktime forecaster, BaseForecaster descendant instance
- The forecaster to wrap.
- ignore_xbool, optional (default=True)
Whether to ignore exogenous data or not, this parameter is useful for tuning.
True: ignore exogenous data, X is not passed on to
forecasterFalse: use exogenous data, X is passed on to
forecaster
Beispiele
>>> from sktime.forecasting.compose import IgnoreX
>>> from sktime.forecasting.sarimax import SARIMAX
>>> from sktime.datasets import load_longley
>>> y, X = load_longley ()
>>> forecaster = IgnoreX (SARIMAX ())
>>> forecaster. fit (y, X = X, fh = [1, 2, 3 ]) IgnoreX(forecaster=SARIMAX())
>>> y_pred = forecaster. predict (X = X)