amiroft

that's good but ,when I tried ` forecaster = ForecasterAutoreg( regressor=NGBRegressor(**hyperparameters), lags=[1, 24], ) forecaster.fit(data_train['Target0'], exog=data_train[exog]) boot_predictions = forecaster.predict_bootstrapping(exog = data_val[exog],steps=steps, n_boot=n_boot) ` it returns back `/usr/local/lib/python3.10/dist-packages/skforecast/ForecasterAutoregDirect/ForecasterAutoregDirect.py in fit(self, y,...

yes, How can we have it in skforecast? should we change the API of that so that it would be compatible with skforecast? do you have any suggestions or guidance...

if you think it is possible to have ngboost in skforecast I can help since I need it

Thanks for the response actually I did this writing wrapper around ngboost so that it be similar to sklearn with this ` ` import pandas as pd from ngboost import...

could you solve the issue? i have nearly same problem