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Forecaster

IgnoreX

API referenceSource
Categorical in XInsamplePred int insampleExogenous

Compositor for ignoring exogenous variables.

Composing with IgnoreX instructs the wrapped forecaster to ignore exogenous data. This is useful for testing the impact of exogenous data on forecasts, or for use in tuning hyperparameters of the forecaster.

Quickstart

python
from sktime.forecasting.compose import IgnoreX

estimator = IgnoreX(forecaster, ignore_x=True)

Parameters(2)

forecastersktime forecaster, BaseForecaster descendant instance
The forecaster to wrap.
ignore_xbool, optional (default=True)

Whether to ignore exogenous data or not, this parameter is useful for tuning.

  • True: ignore exogenous data, X is not passed on to forecaster

  • False: use exogenous data, X is passed on to forecaster