make_reduction#
- make_reduction(estimator, strategy='recursive', window_length=10, scitype='infer', transformers=None)[source]#
Make forecaster based on reduction to tabular or time-series regression.
During fitting, a sliding-window approach is used to first transform the time series into tabular or panel data, which is then used to fit a tabular or time-series regression estimator. During prediction, the last available data is used as input to the fitted regression estimator to generate forecasts.
- Parameters
- estimatoran estimator instance
Either a tabular regressor from scikit-learn or a time series regressor from sktime.
- strategystr, optional (default=”recursive”)
The strategy to generate forecasts. Must be one of “direct”, “recursive” or “multioutput”.
- window_lengthint, optional (default=10)
Window length used in sliding window transformation.
- scitypestr, optional (default=”infer”)
Must be one of “infer”, “tabular-regressor” or “time-series-regressor”. If the scitype cannot be inferred, please specify it explicitly. See scitype.
- Returns
- estimatoran Estimator instance
A reduction forecaster
References
- ..[1] Bontempi, Gianluca & Ben Taieb, Souhaib & Le Borgne, Yann-Aël. (2013).
Machine Learning Strategies for Time Series Forecasting.