Estimator Overview#

The table below gives an overview of all estimators in sktime.


Class Name

Estimator Type

Authors

ARDL

forecasting

kcc-lion

ARIMA

forecasting

mloning, hyang1996, fkiraly & ilkersigirci

AggrDist

dists_kernels

fkiraly

Aggregator

transformations::hierarchical

ciaran-g

AlignerDTW

alignment

fkiraly

AlignerDTWfromDist

alignment

fkiraly

AlignerDtwNumba

alignment

fkiraly

Arsenal

classification::kernel_based

MatthewMiddlehurst & kachayev

AutoARIMA

forecasting

mloning, hyang1996, fkiraly & ilkersigirci

AutoCorrelationTransformer

transformations::series

afzal442

AutoETS

forecasting

hyang1996

AutoEnsembleForecaster

forecasting::compose

mloning, GuzalBulatova, aiwalter, RNKuhns & AnH0ang

BATS

forecasting

aiwalter

BKFilter

transformations::series

klam-data, pyyim & mgorlin

BOSSEnsemble

classification::dictionary_based

MatthewMiddlehurst & patrickzib

BaggingClassifier

classification::ensemble

fkiraly

BaggingForecaster

forecasting::compose

ltsaprounis

BoxCoxTransformer

transformations::series

mloning, aiwalter & fkiraly

CFFilter

transformations::series

ken-maeda

CNNClassifier

classification::deep_learning

James-Large & TonyBagnall

CNNNetwork

networks

James-Large, Withington & TonyBagnall

CNNRegressor

regression::deep_learning

AurumnPegasus & achieveordie

CRPS

performance_metrics::forecasting::probabilistic

no author info

CanonicalIntervalForest

classification::interval_based

MatthewMiddlehurst

Catch22

transformations::panel

MatthewMiddlehurst

Catch22Classifier

classification::feature_based

MatthewMiddlehurst, RavenRudi & fkiraly

Catch22Wrapper

transformations::panel

MatthewMiddlehurst

ClaSPSegmentation

annotation

ermshaua & patrickzib

ClaSPTransformer

transformations::series

ermshaua & patrickzib

ClassifierPipeline

classification::compose

fkiraly

ClearSky

transformations::series

ciaran-g

ClustererPipeline

clustering::compose

fkiraly

ColumnConcatenator

transformations::panel

mloning, sajaysurya & fkiraly

ColumnEnsembleClassifier

classification::compose

abostrom

ColumnEnsembleForecaster

forecasting::compose

GuzalBulatova, mloning & fkiraly

ColumnSelect

transformations::series

fkiraly

ColumnTransformer

transformations::panel

mloning, sajaysurya & fkiraly

ColumnwiseTransformer

transformations::compose

fkiraly & mloning

CombinedDistance

dists_kernels

fkiraly

ComposableTimeSeriesForestClassifier

classification::ensemble

mloning & AyushmaanSeth

ComposableTimeSeriesForestRegressor

regression::compose

mloning & AyushmaanSeth

ConditionalDeseasonalizer

transformations::series::detrend

mloning, eyalshafran & aiwalter

ConformalIntervals

forecasting

fkiraly & bethrice44

ConstantPwTrafoPanel

dists_kernels

fkiraly

ConstraintViolation

performance_metrics::forecasting::probabilistic

no author info

ContractableBOSS

classification::dictionary_based

MatthewMiddlehurst & BINAYKUMAR943

CosineTransformer

transformations::series

afzal442

Croston

forecasting

no author info

CutoffSplitter

forecasting::model_selection

mloning, kkoralturk, khrapovs & chillerobscuro

DOBIN

transformations::series

KatieBuc

DWTTransformer

transformations::panel

Vincent Nicholson

DateTimeFeatures

transformations::series

danbartl & KishManani

DerivativeSlopeTransformer

transformations::panel::summarize

mloning

Deseasonalizer

transformations::series::detrend

mloning, eyalshafran & aiwalter

Detrender

transformations::series::detrend

mloning, SveaMeyer13, KishManani & fkiraly

Differencer

transformations::series

RNKuhns & fkiraly

DirRecTabularRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

DirRecTimeSeriesRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

DirectTabularRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

DirectTimeSeriesRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

DistFromAligner

dists_kernels

fkiraly

DistFromKernel

dists_kernels

fkiraly

DistanceFeatures

transformations::panel

fkiraly

DontUpdate

forecasting::stream

fkiraly

DrCIF

classification::interval_based

MatthewMiddlehurst

DtwDist

dists_kernels

fkiraly

DummyClassifier

classification::dummy

ZiyaoWei

DummyRegressor

regression::dummy

Badr-Eddine Marani

DynamicFactor

forecasting

Ris-Bali & lbventura

EAgglo

annotation

KatieBuc

EditDist

dists_kernels

fkiraly

ElasticEnsemble

classification::distance_based

jasonlines & TonyBagnall

ElbowClassPairwise

transformations::panel

haskarb, a-pasos-ruiz, TonyBagnall & fkiraly

ElbowClassSum

transformations::panel

haskarb, a-pasos-ruiz, TonyBagnall & fkiraly

EmpiricalCoverage

performance_metrics::forecasting::probabilistic

no author info

EnsembleForecaster

forecasting::compose

mloning, GuzalBulatova, aiwalter, RNKuhns & AnH0ang

ExpandingWindowSplitter

forecasting::model_selection

mloning, kkoralturk, khrapovs & chillerobscuro

ExponentTransformer

transformations::series

RNKuhns

ExponentialSmoothing

forecasting

mloning & big-o

FCNClassifier

classification::deep_learning

James-Large & AurumnPegasus

FCNNetwork

networks

James-Large & AurumnPegasus

FeatureSelection

transformations::series

aiwalter

FeatureUnion

transformations::compose

fkiraly & mloning

Filter

transformations::series

sveameyer13

FitInTransform

transformations::compose

aiwalter & fkiraly

FittedParamExtractor

transformations::panel::summarize

mloning

FixedParams

param_est

fkiraly

FlatDist

dists_kernels

fkiraly

ForecastByLevel

forecasting::compose

fkiraly

ForecastKnownValues

forecasting

fkiraly

ForecastX

forecasting::compose

mloning & aiwalter

ForecastingGridSearchCV

forecasting::model_selection

mloning

ForecastingPipeline

forecasting::compose

mloning & aiwalter

ForecastingRandomizedSearchCV

forecasting::model_selection

mloning

FourierFeatures

transformations::series

ltsaprounis & blazingbhavneek

FourierTransform

transformations::series

ltsaprounis & blazingbhavneek

FreshPRINCE

classification::feature_based

MatthewMiddlehurst

FunctionTransformer

transformations::series

BoukePostma

GMMHMM

annotation::hmm_learn

miraep8

GaussianHMM

annotation::hmm_learn

miraep8

GeometricMeanAbsoluteError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

GeometricMeanRelativeAbsoluteError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

GeometricMeanRelativeSquaredError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

GeometricMeanSquaredError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

GreedyGaussianSegmentation

annotation

no author info

HCrystalBallAdapter

forecasting::adapters

MichalChromcak

HIVECOTEV1

classification::hybrid

MatthewMiddlehurst

HIVECOTEV2

classification::hybrid

MatthewMiddlehurst

HMM

annotation

miraep8

HOG1DTransformer

transformations::panel

no author info

HPFilter

transformations::series

ken_maeda

HampelFilter

transformations::series

aiwalter

Hidalgo

transformations::series

KatieBuc

HierarchyEnsembleForecaster

forecasting::compose

VyomkeshVyas

Id

transformations::compose

fkiraly

Imputer

transformations::series

aiwalter

InceptionTimeClassifier

classification::deep_learning

james-large

InceptionTimeNetwork

networks

James Large, Withington

IndepDist

dists_kernels

fkiraly

IndexSubset

transformations::series

fkiraly

IndividualBOSS

classification::dictionary_based

MatthewMiddlehurst & patrickzib

IndividualTDE

classification::dictionary_based

MatthewMiddlehurst

InformationGainSegmentation

annotation

lmmentel

IntervalSegmenter

transformations::panel

no author info

InvertAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

InvertTransform

transformations::compose

fkiraly

IxToX

transformations::compose

fkiraly

KNeighborsTimeSeriesClassifier

classification::distance_based

jasonlines, TonyBagnall, chrisholder & fkiraly

KNeighborsTimeSeriesRegressor

regression::distance_based

fkiraly

KalmanFilterTransformerFP

transformations::series

NoaBenAmi & lielleravid

KalmanFilterTransformerPK

transformations::series

NoaBenAmi & lielleravid

KernelFromDist

dists_kernels

fkiraly

KinematicFeatures

transformations::series

fkiraly

LSTMFCNClassifier

classification::deep_learning

jnrusson1 & solen0id

LSTMFCNNetwork

networks

jnrusson1 & solen0id

Lag

transformations::series

fkiraly

LogLoss

performance_metrics::forecasting::probabilistic

no author info

LogTransformer

transformations::series

mloning, aiwalter & fkiraly

MACNNClassifier

classification::deep_learning

jnrusson1

MACNNNetwork

networks

jnrusson1

MLPClassifier

classification::deep_learning

James-Large & AurumnPegasus

MLPNetwork

networks

James-Large, Withington & AurumnPegasus

MUSE

classification::dictionary_based

patrickzib & BINAYKUMAR943

MatrixProfile

transformations::panel

Claudia Rincon Sanchez

MatrixProfileClassifier

classification::feature_based

MatthewMiddlehurst

MatrixProfileTransformer

transformations::series

mloning

MeanAbsoluteError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanAbsolutePercentageError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanAbsoluteScaledError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanAsymmetricError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanLinexError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanRelativeAbsoluteError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanSquaredError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanSquaredPercentageError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MeanSquaredScaledError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianAbsoluteError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianAbsolutePercentageError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianAbsoluteScaledError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianRelativeAbsoluteError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianSquaredError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianSquaredPercentageError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MedianSquaredScaledError

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

MiniRocket

transformations::panel::rocket

angus924

MiniRocketMultivariate

transformations::panel::rocket

angus924

MiniRocketMultivariateVariable

transformations::panel::rocket

angus924 & michaelfeil

MovingBlockBootstrapTransformer

transformations::bootstrap

ltsaprounis

MrSQM

classification::shapelet_based

no author info

MultiRocket

transformations::panel::rocket

no author info

MultiRocketMultivariate

transformations::panel::rocket

no author info

MultioutputTabularRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

MultioutputTimeSeriesRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

MultiplexForecaster

forecasting::compose

kkoralturk, aiwalter, fkiraly & miraep8

MultiplexTransformer

transformations::compose

miraep8 & fkiraly

NaiveForecaster

forecasting

mloning, piyush1729, sri1419, Flix6x, aiwalter, IlyasMoutawwakil, fkiraly & bethrice44

NaiveVariance

forecasting

mloning, piyush1729, sri1419, Flix6x, aiwalter, IlyasMoutawwakil, fkiraly & bethrice44

Normal

proba

fkiraly

OnlineEnsembleForecaster

forecasting::online_learning

magittan & mloning

OptionalPassthrough

transformations::compose

aiwalter & fkiraly

PAA

transformations::panel::dictionary_based

MatthewMiddlehurst

PCATransformer

transformations::panel

prockenschaub & fkiraly

PaddingTransformer

transformations::panel

abostrom

PandasTransformAdaptor

transformations::series

mloning & fkiraly

ParamFitterPipeline

param_est

fkiraly

PartialAutoCorrelationTransformer

transformations::series

afzal442

Permute

forecasting::compose

mloning & aiwalter

PinballLoss

performance_metrics::forecasting::probabilistic

no author info

PlateauFinder

transformations::panel::summarize

mloning

PluginParamsForecaster

param_est

fkiraly

PoissonHMM

annotation::hmm_learn

klam-data, pyyim & mgorlin

PolynomialTrendForecaster

forecasting

tensorflow-as-tf, mloning, aiwalter & fkiraly

ProbabilityThresholdEarlyClassifier

classification::early_classification

MatthewMiddlehurst

Prophet

forecasting

aiwalter

ProximityForest

classification::distance_based

goastler

ProximityStump

classification::distance_based

goastler

ProximityTree

classification::distance_based

goastler

PwTrafoPanelPipeline

dists_kernels

fkiraly

PyODAnnotator

annotation::adapters

mloning, satya-pattnaik & fkiraly

RNNNetwork

networks

no author info

RandomIntervalClassifier

classification::feature_based

MatthewMiddlehurst

RandomIntervalFeatureExtractor

transformations::panel::summarize

mloning

RandomIntervalSegmenter

transformations::panel

no author info

RandomIntervalSpectralEnsemble

classification::interval_based

TonyBagnall

RandomIntervals

transformations::panel

MatthewMiddlehurst

RandomSamplesAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

RandomShapeletTransform

transformations::panel

MatthewMiddlehurst, jasonlines & dguijo

Reconciler

transformations::hierarchical

ciaran-g, eenticott-shell & k1m190r

ReconcilerForecaster

forecasting

ciaran-g

RecursiveTabularRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

RecursiveTimeSeriesRegressionForecaster

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

ReducerTransform

transformations::series

fkiraly

RegressorPipeline

regression::compose

fkiraly

RelativeLoss

performance_metrics::forecasting

mloning, tch, RNKuhns & fkiraly

ResNetClassifier

classification::deep_learning

James-Large, AurumnPegasus & nilesh05apr

ResNetNetwork

networks

James Large, Withington & nilesh05apr

ReverseAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

Rocket

transformations::panel::rocket

angus924

RocketClassifier

classification::kernel_based

MatthewMiddlehurst, victordremov & fkiraly

RocketRegressor

regression::kernel_based

fkiraly

SARIMAX

forecasting

TNTran92 & yarnabrina

SAX

transformations::panel::dictionary_based

MatthewMiddlehurst

SFA

transformations::panel::dictionary_based

MatthewMiddlehurst & patrickzib

SFAFast

transformations::panel::dictionary_based

patrickzib

STLBootstrapTransformer

transformations::bootstrap

ltsaprounis

STLForecaster

forecasting

tensorflow-as-tf, mloning, aiwalter & fkiraly

STLTransformer

transformations::series::detrend

mloning, eyalshafran & aiwalter

STRAY

annotation

KatieBuc

ScaledLogitTransformer

transformations::series

ltsaprounis

ScipyDist

dists_kernels

fkiraly

SeasonalityACF

param_est

fkiraly & blazingbhavneek

SeasonalityACFqstat

param_est

fkiraly & blazingbhavneek

SeasonalityPeriodogram

param_est

fkiraly & blazingbhavneek

ShapeDTW

classification::distance_based

vincent-nich12

ShapeletTransform

transformations::panel

MatthewMiddlehurst, jasonlines & dguijo

ShapeletTransformClassifier

classification::shapelet_based

TonyBagnall & MatthewMiddlehurst

SignatureClassifier

classification::feature_based

no author info

SignatureKernel

dists_kernels

fkiraly

SignatureTransformer

transformations::panel::signature_based

no author info

SimpleRNNClassifier

classification::deep_learning

mloning

SimpleRNNRegressor

regression::deep_learning

mloning

SingleWindowSplitter

forecasting::model_selection

mloning, kkoralturk, khrapovs & chillerobscuro

SklearnClassifierPipeline

classification::compose

fkiraly

SklearnClustererPipeline

clustering::compose

fkiraly

SklearnRegressorPipeline

regression::compose

fkiraly

SlidingWindowSegmenter

transformations::panel

no author info

SlidingWindowSplitter

forecasting::model_selection

mloning, kkoralturk, khrapovs & chillerobscuro

SlopeTransformer

transformations::panel

mloning

SplitterBootstrapTransformer

transformations::bootstrap

fkiraly

SqrtTransformer

transformations::series

RNKuhns

SquaringResiduals

forecasting

kcc-lion

StackingForecaster

forecasting::compose

mloning, fkiraly & indinewton

StationarityADF

param_est

fkiraly

StationarityKPSS

param_est

fkiraly

StatsForecastAutoARIMA

forecasting

FedericoGarza

StatsForecastAutoTheta

forecasting

FedericoGarza

SummaryClassifier

classification::feature_based

MatthewMiddlehurst

SummaryTransformer

transformations::series

mloning, RNKuhns, danbartl & grzegorzrut

SupervisedIntervals

transformations::panel

MatthewMiddlehurst

SupervisedTimeSeriesForest

classification::interval_based

matthewmiddlehurst

TBATS

forecasting

aiwalter

TEASER

classification::early_classification

MatthewMiddlehurst & patrickzib

TFNormal

proba

fkiraly

TSFreshClassifier

classification::feature_based

MatthewMiddlehurst

TSFreshFeatureExtractor

transformations::panel

AyushmaanSeth, mloning, alwinw & MatthewMiddlehurst

TSFreshRelevantFeatureExtractor

transformations::panel

AyushmaanSeth, mloning, alwinw & MatthewMiddlehurst

TSInterpolator

transformations::panel

mloning

TabularToSeriesAdaptor

transformations::series

mloning & fkiraly

Tabularizer

transformations::panel

mloning, fkiraly & kcc-lion

TapNetClassifier

classification::deep_learning

Jack Russon, TonyBagnall & achieveordie

TapNetNetwork

networks

jnrusson1

TapNetRegressor

regression::deep_learning

Jack Russon

TemporalDictionaryEnsemble

classification::dictionary_based

MatthewMiddlehurst

ThetaForecaster

forecasting

big-o, mloning, kejsitake, fkiraly & GuzalBulatova

ThetaLinesTransformer

transformations::series

GuzalBulatova & mloning

ThetaModularForecaster

forecasting

big-o, mloning, kejsitake, fkiraly & GuzalBulatova

TimeBinAggregate

transformations::series

fkiraly

TimeBinner

transformations::panel

mloning, fkiraly & kcc-lion

TimeSeriesDBSCAN

clustering

fkiraly

TimeSeriesForestClassifier

classification::interval_based

kkoziara, luiszugasti & kanand77

TimeSeriesForestRegressor

regression::interval_based

TonyBagnall, kkoziara, luiszugasti, kanand77 & mloning

TimeSeriesKMeans

clustering

chrisholder & TonyBagnall

TimeSeriesKMedoids

clustering

chrisholder & TonyBagnall

TimeSeriesKShapes

clustering

no author info

TimeSeriesKernelKMeans

clustering

no author info

TimeSeriesLloyds

clustering::partitioning

chrisholder & TonyBagnall

TimeSeriesSVC

classification::kernel_based

fkiraly

TimeSince

transformations::series

KishManani

TransformByLevel

transformations::compose

fkiraly

TransformIf

transformations::compose

fkiraly

TransformedTargetForecaster

forecasting::compose

mloning & aiwalter

TransformerPipeline

transformations::compose

fkiraly

TrendForecaster

forecasting

tensorflow-as-tf, mloning, aiwalter & fkiraly

TruncationTransformer

transformations::panel

abostrom

UnobservedComponents

forecasting

juanitorduz

UpdateEvery

forecasting::stream

fkiraly

UpdateRefitsEvery

forecasting::stream

fkiraly

VAR

forecasting

thayeylolu, aiwalter & lbventura

VARMAX

forecasting

KatieBuc

VECM

forecasting

thayeylolu & AurumnPegasus

WEASEL

classification::dictionary_based

patrickzib & Arik Ermshaus

WeightedEnsembleClassifier

classification::ensemble

fkiraly

WhiteNoiseAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

WindowSummarizer

transformations::series

mloning, RNKuhns, danbartl & grzegorzrut

YfromX

forecasting::compose

mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly

YtoX

transformations::compose

fkiraly