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Merge pull request #678 from JoaquinAmatRodrigo/0.12.x
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0.12.x
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JoaquinAmatRodrigo authored May 5, 2024
2 parents af6daf8 + 9f0790e commit a15dcbe
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"cell_type": "markdown",
"metadata": {},
"source": [
"## Global Forecasting Models: Feature Selection\n",
"## Global Forecasting Models: Feature Selection"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"`select_features_multiseries` function from the `skforecast.model_selection_multiseries` module is used to select the best subset of features (autoregressive and exogenous variables). This function is compatible with the feature selection methods implemented in the scikit-learn library. The following parameters are available:\n",
"\n",
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6 changes: 3 additions & 3 deletions mkdocs.yml
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Expand Up @@ -31,9 +31,9 @@ nav:
- Input data: user_guides/input-data.ipynb
- Recursive multi-step forecasting: user_guides/autoregresive-forecaster.ipynb
- Direct multi-step forecasting: user_guides/direct-multi-step-forecasting.ipynb
- Independent multi-time series forecasting: user_guides/independent-multi-time-series-forecasting.ipynb
- Series with different lengths and different exogenous variables: user_guides/multi-series-with-different-length-and-different_exog.ipynb
- Dependent multivariate series forecasting: user_guides/dependent-multi-series-multivariate-forecasting.ipynb
- "Global Models : Independent multi-time series forecasting": user_guides/independent-multi-time-series-forecasting.ipynb
- "Global Models : Series with different lengths and different exogenous variables": user_guides/multi-series-with-different-length-and-different_exog.ipynb
- "Global Models : Dependent multivariate series forecasting": user_guides/dependent-multi-series-multivariate-forecasting.ipynb
- Deep learning Recurrent Neural Networks: user_guides/forecasting-with-deep-learning-rnn-lstm.ipynb
- ARIMA and SARIMAX forecasting: user_guides/forecasting-sarimax-arima.ipynb
- Foreasting baseline: user_guides/forecasting-baseline.ipynb
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12 changes: 12 additions & 0 deletions skforecast/ForecasterAutoreg/ForecasterAutoreg.py
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Expand Up @@ -889,6 +889,9 @@ def predict_bootstrapping(
If `True`, residuals used in each bootstrapping iteration are selected
conditioning on the predicted values. If `False`, residuals are selected
randomly without conditioning on the predicted values.
**WARNING: This argument is newly introduced and requires special attention.
It is still experimental and may undergo changes.**
**New in version 0.12.0**
Returns
-------
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If `True`, residuals used in each bootstrapping iteration are selected
conditioning on the predicted values. If `False`, residuals are selected
randomly without conditioning on the predicted values.
**WARNING: This argument is newly introduced and requires special attention.
It is still experimental and may undergo changes.**
**New in version 0.12.0**
Returns
-------
Expand Down Expand Up @@ -1192,6 +1198,9 @@ def predict_quantiles(
If `True`, residuals used in each bootstrapping iteration are selected
conditioning on the predicted values. If `False`, residuals are selected
randomly without conditioning on the predicted values.
**WARNING: This argument is newly introduced and requires special attention.
It is still experimental and may undergo changes.**
**New in version 0.12.0**
Returns
-------
Expand Down Expand Up @@ -1270,6 +1279,9 @@ def predict_dist(
If `True`, residuals used in each bootstrapping iteration are selected
conditioning on the predicted values. If `False`, residuals are selected
randomly without conditioning on the predicted values.
**WARNING: This argument is newly introduced and requires special attention.
It is still experimental and may undergo changes.**
**New in version 0.12.0**
Returns
-------
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