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Scalable machine 🤖 learning for time series forecasting.

Results 25 mlforecast issues
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Hi, It would be nice if it was possible to configure the following pipeline : - Create from a target (or other data) a bunch of features (from domain knowledge...

enhancement
feature

## Description This PR allows training [Cycling Boostin Machines](CBM). Requested in #127. Checklist: - [ ] This PR has a meaningful title and a clear description. - [ ] The...

### What happened + What you expected to happen Didn't see a specific page for submitting issues about the tutorials. https://nixtlaverse.nixtla.io/mlforecast/docs/tutorials/electricity_load_forecasting.html In the Test Evaluation section, `df_train` is still being...

bug
awaiting response

### Description The current version of MLForecast does not support applying custom weights during cross-validation training. The custom training feature described in the documentation is only available for the final...

enhancement
feature

### What happened + What you expected to happen I am unable to get the basic script in the repo README to work. In JupyterLab running in VS Studio, the...

bug

### What happened + What you expected to happen Hello, I am using MLforecast, specifically xgboost for a forecasting task. Recently I have found that the same code and data...

bug
awaiting response

### Description We currently don't check that the dates in the dataframe provided to the update method are actually in the future, so users could append already seen values, we...

enhancement
feature

### Description Currently, the prediction intervals can only be generated using the two provided methods (conformal_distribution & conformal_error). Extending this functionality to custom prediction interval methods would greatly extend the...

enhancement
feature

### Description Currently when you use `MLForecast.forecast_fitted_values()` it only can produce one-step ahead predictions on the training set without the ability to customize the horizon. It would be great if...

enhancement
feature

### What happened + What you expected to happen Lag features are returning nulls when they should not be, the issue appears to only affect the distributed forecast module. Running...

bug
awaiting response