DirectTimeSeriesRegressionForecaster

class sktime.forecasting.compose.DirectTimeSeriesRegressionForecaster(regressor, window_length=10, step_length=1)[source]

Forecasting based on reduction to time series 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 (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.

__init__(regressor, window_length=10, step_length=1)[source]

Initialize self. See help(type(self)) for accurate signature.