Joaquín Amat Rodrigo

Hi @Bennett561 thanks a lot for the suggestion. Yes, there are many potential optimizations. Could you give some more details about the benchmark you have done? Length of the serie,...

Fixed it in version 0.5.0.

Hi @spike8888, This error is probably due to a bug in the piece of code that stores the values of last window. We are trying to identify and solve it.

Fixed it in version 0.5.0.

Hi @andresliszt, You are right, the current version of skforecast (0.4.3) does not allow including ColumnTransformer in the pipeline used as regressor, so if the preprocessing transformations only apply to...

I just saw you find a solution. We will include it in the docs as soon as possible. thanks for figuring this out @andresliszt!

Feature added in version 0.5.0 https://joaquinamatrodrigo.github.io/skforecast/0.5.0/user_guides/sklearn-transformers-and-pipeline.html

Hi @oy321 If I do understood your explanation, you are trying to train a forecaster using multiple time series at once. This feature is not yet available, but will be...

This is something already demanded by several users so it will be one of the priorities for next release. @JavierEscobarOrtiz let's keep in mind.

The idea I have so fare is to generalizer the input `y` in a way that it allows using dataframes. Each column of the dataframe will be considered as independent...