Forecaster
DirRecTimeSeriesRegressionForecaster
Dir-rec reduction from forecasting to time-series regression.
For the hybrid dir-rec strategy, a separate forecaster is fitted for each step ahead of the forecasting horizon and then the previous forecasting horizon is added as an input for training the next forecaster, following the recursive strategy.
Schnellstart
python
from sktime.forecasting.compose import DirRecTimeSeriesRegressionForecaster
estimator = DirRecTimeSeriesRegressionForecaster(estimator, window_length=10, transformers=None, pooling='local')Parameter(2)
- estimatorsktime estimator object
- Time-series regressor.
- window_lengthint, optional (default=10)
- The length of the sliding window used to transform the series into a tabular matrix