skforecast

Time series forecaster

A Python library for building machine learning models to forecast time series data

Time series forecasting with machine learning models

GitHub

1k stars
9 watching
140 forks
Language: Python
last commit: 2 months ago
arimaautoregressive-forecastingbacktesting-forecastersdata-sciencedirect-forecastingexogenous-predictorsforecastinglightgbmlstm-neural-networksmachine-learningmulti-series-forecastingmulti-step-forecastingmultiple-time-series-forecastingprobabilistic-forecastingpythonquantile-forecastingsarimaxscikit-learntime-seriesxgboost

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