ForecastByLevel

Forecast by instance or panel.

Quickstart

from sktime.forecasting.compose import ForecastByLevel

estimator = ForecastByLevel(forecaster, groupby='local')

Parameters(2)

forecastersktime forecaster used in ForecastByLevel

A “blueprint” forecaster, state does not change when fit is called.

groupbystr, one of [“local”, “global”, “panel”], optional, default=”local”

level on which data are grouped to fit clones of forecaster “local” = unit/instance level, one reduced model per lowest hierarchy level “global” = top level, one reduced model overall, on pooled data ignoring levels “panel” = second lowest level, one reduced model per panel level (-2) if there are 2 or less levels, “global” and “panel” result in the same if there is only 1 level (single time series), all three settings agree

Examples

>>> from sktime.forecasting.naive import NaiveForecaster
>>> from sktime.forecasting.compose import ForecastByLevel
>>> from sktime.utils._testing.hierarchical import _make_hierarchical
>>> y = _make_hierarchical ()
>>> f = ForecastByLevel (NaiveForecaster (), groupby = "local")
>>> f. fit (y) ForecastByLevel(
... )
>>> fitted_forecasters = f. forecasters_
>>> fitted_forecasters_alt = f. get_fitted_params ()["forecasters" ]