示例与教程

这里提供了实用案例与详细教程，帮助你快速上手并掌握 skforecast 在时间序列预测中的应用。你也可以在 Python 时间序列预测 免费获取全部学习资料。

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Skforecast 生态

• Agentic forecasting with skforecast-AI

  An AI assistant that profiles your series, picks and validates a model, and returns the runnable skforecast script behind the forecast.

  英文

• skforecast-AI MCP server for coding agents

  Let Claude Code, Cursor, VS Code or Codex call skforecast-AI as forecasting tools through the Model Context Protocol.

  英文

• Skforecast Studio: time series forecasting made simple

  Build forecasting models visually, no code required, and export production-ready skforecast Python code.

  英文

机器学习预测

• Skforecast：用机器学习做时间序列预测

  从滞后特征到回测，完整走通第一个机器学习预测模型。

  入门

• 基于梯度提升的预测：XGBoost、LightGBM 与 CatBoost

  在同一个预测问题上比较三大梯度提升库的表现。

  入门

• Forecasting with XGBoost

  A focused guide to using XGBoost as the estimator inside a forecaster.

  进阶英文

• Forecasting with LightGBM

  A focused guide to using LightGBM as the estimator inside a forecaster.

  进阶英文

• Modelling time series trend with tree based models

  Why trees cannot extrapolate a trend, and the differentiation and detrending that fix it.

  进阶英文

• Forecasting of categorical time series

  Predict the next category instead of the next value, using a classifier as the estimator.

  进阶英文

• Interpretable forecasting models

  Explain what drives a forecast using feature importance and SHAP values.

  进阶英文

• Stacking ensemble of machine learning models to improve forecasting

  Combine several forecasters into a meta-model that beats each one alone.

  高级英文

全局模型：多序列预测

• Global Forecasting Models I: Multi-series forecasting

  Train a single model on many series at once and predict them all.

  进阶英文

• Global Forecasting Models II: Comparative analysis of single and multi-series forecasting

  When does one global model beat one model per series? A side-by-side comparison.

  进阶英文

• Global Forecasting Models III: Modeling thousand time series with a single global model

  Scale to thousands of series while keeping training time and memory under control.

  高级英文

• Global Forecasting Models IV: A step by step guide using Kaggle sticker sales data

  A complete walkthrough of a Kaggle forecasting competition with a global model.

  进阶英文

• Global Forecasting Models V: The M5 accuracy competition

  What the winning M5 solutions teach us about global forecasting models.

  高级英文

• Clustering time series to improve forecasting

  Group similar series first, then fit one global model per cluster.

  高级英文

基础模型与深度学习

• Forecasting with foundation models

  Zero-shot forecasting with pre-trained models such as Chronos, TimesFM and Moirai.

  进阶英文

• Data leakage in pre-trained forecasting models

  How pre-training data can contaminate a zero-shot benchmark, and how to check for it.

  高级英文

• Forecasting with deep learning

  RNN and LSTM forecasters with ForecasterRnn, from architecture to predictions.

  进阶英文

• Forecasting at scale with deep learning

  Train a single neural network over many series without losing per-series accuracy.

  高级英文

统计模型

• Forecasting with statistical models

  Overview of the classical statistical models available through ForecasterStats.

  入门英文

• ARIMA 和 SARIMAX 模型

  拟合、调参并验证 ARIMA 与 SARIMAX 模型，包含阶数的自动选择。

  入门

• Exponential smoothing models

  ETS and Holt-Winters models for series with trend and seasonality.

  入门英文

• ARAR forecasting models in Python

  An automated alternative to ARIMA that shortens long memory before modelling the remaining signal.

  进阶英文

概率预测

• Probabilistic forecasting with machine learning

  Prediction intervals and quantiles via bootstrapping, conformal methods and quantile regression.

  高级英文

• Probabilistic forecasting: prediction intervals for multi-step forecasting

  Prediction intervals for multi-step horizons, balancing coverage against interval width.

  高级英文

• Continuous Ranked Probability Score (CRPS) in probabilistic forecasting

  Evaluate probabilistic forecasts with CRPS, the metric that scores the whole predicted distribution.

  高级英文

数据探索、数据质量与监控

• Visualizing time series data

  Plots that reveal trend, seasonality and autocorrelation before you model anything.

  入门英文

• Forecasting time series with missing values

  Strategies for gaps and NaNs, from imputation to NaN-tolerant estimators.

  进阶英文

• Intermittent demand forecasting

  Forecasting sparse series that are zero most of the time.

  高级英文

• Mitigating the impact of covid on forecasting models

  Down-weight or exclude anomalous periods with weighted time series forecasting.

  进阶英文

• Time series anomaly detection

  Use forecast errors and prediction intervals to flag anomalous observations.

  高级英文

• Data drift detection in time series forecasting

  Spot when production data has moved away from what the model was trained on.

  高级英文

真实案例研究

• 使用机器学习预测能源需求

  结合日历与天气外生变量，预测每小时的电力需求。

  进阶

• Forecasting web traffic with machine learning and Python

  Daily visits to a website, including weekly seasonality and special events.

  进阶英文

• Bitcoin price prediction with Python

  A cryptocurrency case study, and an honest look at how well it can work.

  入门英文

性能优化

• Accelerate forecasting models with GPU

  Move gradient boosting training onto a GPU and measure what you actually gain.

  高级英文

• Accelerate forecasting models with Intel scikit-learn-intelex

  Speed up scikit-learn estimators on Intel CPUs without changing your code.

  高级英文