Showing 1 open source project for "lag"

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    mlforecast

    mlforecast

    Scalable machine learning for time series forecasting

    mlforecast is a time-series forecasting framework built around machine-learning models, designed to make forecasting both efficient and scalable. It lets you apply any regressor that follows the typical scikit-learn API, for example, gradient-boosted trees or linear models, to time-series data by automating much of the messy feature engineering and data preparation. Instead of writing custom code to build lagged features, rolling statistics, and date-based predictors, mlforecast generates...
    Downloads: 3 This Week
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