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
AlignerEditNumba	alignment	fkiraly
AlignerNaive	alignment	no author info
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
AutoREG	forecasting	jonathanbechtel, mgazian000 & CTFallon
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
ColumnEnsembleTransformer	transformations::compose	fkiraly & mloning
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
CountryHolidaysTransformer	transformations::series::holiday	yarnabrina
Croston	forecasting	no author info
CutoffSplitter	forecasting::model_selection	mloning, kkoralturk, khrapovs, chillerobscuro, fkiraly & davidgilbertson
DOBIN	transformations::series	KatieBuc
DWTTransformer	transformations::panel	Vincent Nicholson
DateTimeFeatures	transformations::series	danbartl, KishManani & VyomkeshVyas
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
DropNA	transformations::series	hliebert
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
ExpandingGreedySplitter	forecasting::model_selection	mloning, kkoralturk, khrapovs, chillerobscuro, fkiraly & davidgilbertson
ExpandingWindowSplitter	forecasting::model_selection	mloning, kkoralturk, khrapovs, chillerobscuro, fkiraly & davidgilbertson
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
FhPlexForecaster	forecasting::compose	fkiraly
Filter	transformations::series	sveameyer13
FinancialHolidaysTransformer	transformations::series::holiday	yarnabrina
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
ForecastingSkoptSearchCV	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
HolidayFeatures	transformations::series::holiday	mloning & VyomkeshVyas
Id	transformations::compose	fkiraly
Imputer	transformations::series	aiwalter
InceptionTimeClassifier	classification::deep_learning	james-large
InceptionTimeNetwork	networks	JamesLarge & 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
MCDCNNClassifier	classification::deep_learning	JamesLarge
MCDCNNNetwork	networks	James Large & Withington
MCDCNNRegressor	regression::deep_learning	JamesLarge
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 & moradabaz
ProximityStump	classification::distance_based	goastler & moradabaz
ProximityTree	classification::distance_based	goastler & moradabaz
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
ResNetRegressor	regression::deep_learning	James-Large & Withington
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
SameLocSplitter	forecasting::model_selection	mloning, kkoralturk, khrapovs, chillerobscuro, fkiraly & davidgilbertson
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, fkiraly & davidgilbertson
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, fkiraly & davidgilbertson
SlopeTransformer	transformations::panel	mloning
SplitterBootstrapTransformer	transformations::bootstrap	fkiraly
SplitterSummarizer	transformations::series	mloning, RNKuhns, danbartl, grzegorzrut & BensHamza
SqrtTransformer	transformations::series	RNKuhns
SquaredDistrLoss	performance_metrics::forecasting::probabilistic	no author info
SquaringResiduals	forecasting	kcc-lion
StackingForecaster	forecasting::compose	mloning, fkiraly & indinewton
StationarityADF	param_est	fkiraly
StationarityKPSS	param_est	fkiraly
StatsForecastARCH	forecasting	eyjo
StatsForecastAutoARIMA	forecasting	FedericoGarza & yarnabrina
StatsForecastAutoCES	forecasting	FedericoGarza & yarnabrina
StatsForecastAutoETS	forecasting	FedericoGarza & yarnabrina
StatsForecastAutoTheta	forecasting	FedericoGarza & yarnabrina
StatsForecastGARCH	forecasting	eyjo
StatsForecastMSTL	forecasting	FedericoGarza & yarnabrina
SummaryClassifier	classification::feature_based	MatthewMiddlehurst
SummaryTransformer	transformations::series	mloning, RNKuhns, danbartl, grzegorzrut & BensHamza
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
TestPlusTrainSplitter	forecasting::model_selection	mloning, kkoralturk, khrapovs, chillerobscuro, fkiraly & davidgilbertson
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::k_means	chrisholder & TonyBagnall
TimeSeriesKMeansTslearn	clustering::k_means	no author info
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 & BensHamza
YfromX	forecasting::compose	mloning, AyushmaanSeth, kAnand77, LuisZugasti, Lovkush-A & fkiraly
YtoX	transformations::compose	fkiraly