mlforecast
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Nixtla
Scalable machine 🤖 learning for time series forecasting.
## Description Unable to import Forecast from mlforecast ## Reproducible example ```python # code goes here from mlforecast import Forecast ``` ImportError: cannot import name 'Forecast' from 'mlforecast' (/home//mambaforge/envs/dev/lib/python3.7/site-packages/mlforecast/__init__.py) ```python...
This nb doesn't work with latest pypi mlforecast version (installing via pip install mlforecast, version 0.2.0) https://github.com/Nixtla/mlforecast/blob/6ac01ec16e1da2d04ca8ea9e4d4a2ed173f7c534/nbs/forecast.ipynb To make it work, I had to specifically pass the same package as...
### Description Enable the ability to pass custom parameters (for instance with kwargs) for the fit function of the model ### Use case For instance, to use the Overfitting detector...
### What happened + What you expected to happen Test of the new target transformation available in 0.11.8 AutoDifferences, AutoSeasonalDifferences, AutoSeasonalityAndDifferences I am experimenting issue while fitting the model when...
### Description In my search through the documentation for the `dayofweek` parameter usage in `date_feature` inputs, I noticed that `dayofweek` is treated as an ordinal feature. However, for models such...
### Description Currently mlforecast support the recursive and direct multi steps forecasting strategies. A good trade off between the two strategies is add a column which indicates the forecasting horizon...
### Description `mlforecast` currently allows for recursive single-model forecasts, or direct multi-model forecasts where a single model is trained to predict a particular data point in the horizon. A third...
### Description To enhance the interpretability of models trained using `MLForecast`, we propose leveraging [SHAP (SHapley Additive exPlanations)](https://github.com/slundberg/shap). SHAP is compatible with XGBoost, LightGBM, and scikit-learn models. Currently, if we...
### Discussed in https://github.com/Nixtla/mlforecast/discussions/192 Originally posted by **elisevansartefact** August 30, 2023 If I want to use lags of y for each unique_id, and lag transformations such as rolling mean per...
### Description Is there any possibility of including a rectify forecasting strategy like the one described [here](https://robjhyndman.com/publications/rectify/) ?
