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Home
Welcome to skforecast
Introduction to forecasting
Quick start
User Guides
Examples and tutorials
API Reference
FAQ and Tips
Releases
Introduction to forecasting
Introduction to forecasting
Introduction to forecasting
Quick start
Quick start
Quick start
Forecaster Parameters
Forecaster Attributes
How to install
User Guides
User Guides
Table of contents
Input data
Recursive multi-step forecasting
Direct multi-step forecasting
Global Models : Independent multi-time series forecasting
Global Models : Series with different lengths and different exogenous variables
Global Models : Dependent multivariate series forecasting
Deep learning Recurrent Neural Networks
ARIMA and SARIMAX forecasting
Foreasting baseline
Exogenous variables
Custom predictors
Weighted time series forecasting
Backtesting forecaster
Hyperparameter tuning and lags selection
Hyperparameter tuning and lags selection
Table of contents
Libraries
Data
Grid search
Random search
Bayesian search
Optuna
Scikit-optimize
Hyperparameter tuning with custom metric
Compare multiple metrics
Compare multiple regressors
Saving results to file
Scikit-learn Transformers and Pipelines
Probabilistic forecasting
Categorical features
Calendars features
Feature selection
Forecasting with XGBoost and LightGBM
Forecaster in production
Save and load forecaster
Explainability
Skforecast in GPU
Plot forecaster residuals
Datasets
Examples and tutorials
Examples and tutorials
Examples and tutorials
API Reference
API Reference
ForecasterAutoreg
ForecasterAutoregCustom
ForecasterAutoregDirect
ForecasterMultiSeries
ForecasterMultiSeriesCustom
ForecasterMultiVariate
ForecasterRnn
ForecasterSarimax
Sarimax
ForecasterBaseline
model_selection
model_selection_multiseries
model_selection_sarimax
preprocessing
plot
utils
datasets
exceptions
FAQ and Tips
FAQ and Tips
Table of contents
Time series differentiation
Avoid negative predictions when forecasting
Forecasting time series with missing values
Cyclical features in time series
Stacking (ensemble) machine learning models
Forecasting with delayed historical data
Time series aggregation
Parallelization in skforecast
Profiling skforecast
Releases
Authors
Table of contents
Libraries
Data
Grid search
Random search
Bayesian search
Optuna
Scikit-optimize
Hyperparameter tuning with custom metric
Compare multiple metrics
Compare multiple regressors
Saving results to file