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Independent multi-time series forecasting
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Skforecast 0.14
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Welcome to skforecast
Intro to Forecasting
Skforecast 0.14
Quick start
Quick start
Quick start
Forecaster Parameters
Forecaster Attributes
How to install
User Guides
User Guides
Table of contents
Skforecast 0.14 Migration guide
Input data
Single series Forecasters
Single series Forecasters
Recursive multi-step forecasting
Direct multi-step forecasting
ARIMA and SARIMAX forecasting
Foreasting baseline
Global Forecasters (multiple series)
Global Forecasters (multiple series)
Independent multi-time series forecasting
Independent multi-time series forecasting
Table of contents
Libraries and data
ForecasterRecursiveMultiSeries
Backtesting multiple series
Hyperparameter search and lags selection
Exogenous variables in multi-series forecasting
Series transformations
Series with different lengths and different exogenous variables
Series Encoding in multi-series
Forecasting unknown series
Weights in multi-series
Differentiation
Feature selection in multi-series
Compare multiple metrics
Training and prediction matrices
Series with different lengths and different exogenous variables
Dependent multivariate series forecasting
Deep learning Recurrent Neural Networks
Feature Engineering
Feature Engineering
Exogenous variables
Window and custom features
Categorical features
Calendars features
Data transformation
Differentiation
Feature selection
Model Evaluation and Tuning
Model Evaluation and Tuning
Metrics
Backtesting forecaster
Hyperparameter tuning and lags selection
Feature selection
Probabilistic Forecasting
Model Explainability
Model deployment
Model deployment
Save and load forecaster
Forecaster in production
Plotting
Datasets
Additional Resources
Additional Resources
Extract training and prediction matrices
Weighted time series forecasting
Stacking multiple models
Forecasting with XGBoost and LightGBM
Skforecast in GPU
FAQ and forecasting tips
FAQ and forecasting tips
Avoid negative predictions when forecasting
Forecasting time series with missing values
Forecasting with delayed historical data
Backtesting vs One-step-ahead
Cyclical features in time series
Time series aggregation
Parallelization in skforecast
Profiling skforecast
Examples and tutorials
Examples and tutorials
English
Spanish
API Reference
API Reference
ForecasterRecursive
ForecasterDirect
ForecasterRecursiveMultiSeries
ForecasterDirectMultiVariate
ForecasterRnn
sarimax
ForecasterSarimax
ForecasterEquivalentDate
model_selection
feature_selection
preprocessing
metrics
plot
utils
datasets
exceptions
FAQ and Tips
FAQ and Tips
Table of contents
Avoid negative predictions when forecasting
Forecasting time series with missing values
Forecasting with delayed historical data
Backtesting vs One-step-ahead
Cyclical features in time series
Time series aggregation
Parallelization in skforecast
Profiling skforecast
Releases
Authors