ResidualBoostingForecaster

Residual boosting forecast fitting one forecaster on residuals of another.

Quickstart

from sktime.forecasting.residual_booster import ResidualBoostingForecaster

estimator = ResidualBoostingForecaster(base_forecaster, residual_forecaster)

Parameters(2)

base_forecastersktime forecaster

Point-forecast model that may ignore X.

residual_forecastersktime forecaster

Model trained on the base model’s in-sample residuals.