skforecast
https://github.com/joaquinamatrodrigo/skforecast
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Time series forecasting with scikit-learn models
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- Issues
- 0.12.x
- ForecasterAutoReg Error On .fit()
- Time Series Differentiation not working as expected
- XGboost using GPU
- MissingValuesExogWarning despite no NaN
- Feature request: Allow the training set to be passed to custom error metrics
- add method to forecasters to return the input data that is passed to the model to make predictions
- allow extraction of features from y
- Feature request: Custom predictors for multivariate forecasting
- Custom predictors are inefficient for window features
- Docs
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