RecursiveTimeSeriesRegressionForecaster

Recursive reduction from forecasting to time series regression.

Quickstart

from sktime.forecasting.compose import RecursiveTimeSeriesRegressionForecaster

estimator = RecursiveTimeSeriesRegressionForecaster(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.