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MultioutputTimeSeriesRegressionForecaster

API referenceSource
Categorical in XPred intMissing valuesExogenous

Multioutput reduction from forecasting to time series regression.

For the multioutput strategy, a single estimator capable of handling multioutput targets is fitted to all the future steps in the forecasting horizon.

Quickstart

python
from sktime.forecasting.compose import MultioutputTimeSeriesRegressionForecaster

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

Parameters(2)

estimatorEstimator
A time-series regression estimator as provided by sktime.
window_lengthint, optional (default=10)
The length of the sliding window used to transform the series into a tabular matrix.