Forecaster

RecursiveTimeSeriesRegressionForecaster

Categorical in X Pred int Missing values Exogenous

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')

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.