DirectRegressionForecaster¶
-
class
sktime.forecasting.compose.
DirectRegressionForecaster
(regressor, window_length=10, step_length=1)[source]¶ Forecasting based on reduction to tabular regression with a direct reduction strategy. For the direct reduction strategy, a separate forecaster is fitted for each step ahead of the forecasting horizon
- Parameters
regressor (sklearn estimator object) – Define the regression model type.
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.