skforecast
https://github.com/joaquinamatrodrigo/skforecast
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Time series forecasting with scikit-learn models
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- Issues
- Sktime transformers in transformer_y and transformer_exog, optimisation of transformers using bayesian search
- Multivariate Forecasts using multi-output regressors and prediction intervals for RNNs
- Fractional Differencing support in TimeSeriesDifferentiator
- RNN - index issue
- AttributeError 'ForecasterRnn' object has no attribute 'predict_interval'
- Good First Issue [Deep Learning]: Add Support for Custom Loss Functions in `create_and_compile` Function
- Good First Issue: Allow `initial_train_size` in `backtesting_forecaster` to accept date values
- Mid/Long term forecasting
- Multiple-Step Forecasting - Predict one series using multiple series as predictors
- Forecasting Data Returns Zero
- Docs
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