ReducedForecaster¶
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class
sktime.forecasting.compose.
ReducedForecaster
(regressor, scitype, strategy='recursive', window_length=10, step_length=1)[source]¶ Forecasting based on reduction
When fitting, a rolling window approach is used to first transform the target series into panel data which is then used to train a regressor. During prediction, the last available data is used as input to the fitted regressors to make forecasts.
- Parameters
References
..[1] Bontempi, Gianluca & Ben Taieb, Souhaib & Le Borgne, Yann-Aël. ( 2013).
Machine Learning Strategies for Time Series Forecasting.