skforecast
https://github.com/joaquinamatrodrigo/skforecast
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Time series forecasting with scikit-learn models
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- Issues
- Can't understand why often Coverage=1.0 of Prediction interval within various models!
- Multivariate Forecasts using multi-output regressors and prediction intervals for RNNs
- Fractional Differencing support in TimeSeriesDifferentiator
- Multiple-Step Forecasting - Predict one series using multiple series as predictors
- Forecasting Data Returns Zero
- grid_search_forecaster_multiseries - error
- allow extraction of features from y
- Feature request: Recursive multistep multivariate forecasting and direct multistep multi-series forecasting
- A single model multivariate forecaster
- Docs
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