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Forecaster

DirRecTabularRegressionForecaster

API referenceSource
Categorical in XPred intMissing values

Dir-rec reduction from forecasting to tabular 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.

Quickstart

python
from sktime.forecasting.compose import DirRecTabularRegressionForecaster

estimator = DirRecTabularRegressionForecaster(estimator, window_length=10, transformers=None, pooling='local')

Parameters(2)

estimatorsklearn estimator object
Tabular regressor.
window_lengthint, optional (default=10)
The length of the sliding window used to transform the series into a tabular matrix