Skforecast is a Python library for time series forecasting using machine learning models. It works with any regressor compatible with the scikit-learn API, including popular options like LightGBM, XGBoost, CatBoost, Keras, and many others.
- data-science
- machine-learning
- data-mining
- time-series
- scikit-learn
- forecasting
- time-series-analysis
- time-series-regression
- arima
- autoregressive-forecasting
- backtesting-forecasters
- direct-forecasting
- exogenous-predictors
- lightgbm
- lstm-neural-networks
- multi-series-forecasting
- multi-step-forecasting
- multiple-time-series-forecasting
- probabilistic-forecasting
- python
- quantile-forecasting
- sarimax
- xgboost
