RecursiveTimeSeriesRegressionForecaster¶
-
class
sktime.forecasting.compose.
RecursiveTimeSeriesRegressionForecaster
(regressor, window_length=10, step_length=1)[source]¶ Forecasting based on reduction to time series regression with a recursive reduction strategy. For the recursive reduction strategy, a single estimator is fit for a one-step-ahead forecasting horizon and then called iteratively to predict multiple steps ahead.
- Parameters
regressor (sktime estimator object) – Define the type of time series regression model.
window_length (int, optional (default=10)) – The length of the sliding window used to transform the series into a tabular matrix
step_length (int, optional (default=1)) – The number of time steps taken at each step of the sliding window used to transform the series into a tabular matrix.