Forecaster
RecursiveTimeSeriesRegressionForecaster
Recursive reduction from forecasting to time series regression.
For the recursive strategy, a single estimator is fit for a one-step-ahead forecasting horizon and then called iteratively to predict multiple steps ahead.
Schnellstart
python
from sktime.forecasting.compose import RecursiveTimeSeriesRegressionForecaster
estimator = RecursiveTimeSeriesRegressionForecaster(estimator, window_length=10, transformers=None, pooling='local')Tags
Fähigkeiten
- Kategoriale Merkmale
- Prognoseintervalle
- Fehlende Werte
- Exogene Variablen
- In-Sample-Vorhersagen: Nicht unterstützt
- In-Sample-Prognoseintervalle: Nicht unterstützt
- Multivariat: Nicht unterstützt
Eigenschaften
- Prognosehorizont beim Fit nötigrequires-fh-in-fit
- Nein
- X und y brauchen denselben IndexX-y-must-have-same-index
- Ja
Parameter(2)
- estimatorEstimator
- A time-series regression estimator as provided by sktime.
- window_lengthint, optional (default=10)
- The length of the sliding window used to transform the series into a tabular matrix.