Forecaster

DirectTimeSeriesRegressionForecaster

Categorical in X Pred int Missing values Exogenous

Direct reduction from forecasting to time-series regression.

For the direct reduction strategy, a separate forecaster is fitted for each step ahead of the forecasting horizon.

Schnellstart

python

from sktime.forecasting.compose import DirectTimeSeriesRegressionForecaster

estimator = DirectTimeSeriesRegressionForecaster(estimator, window_length=10, transformers=None, pooling='local', windows_identical=True)

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.