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Table of Contents

About The Project

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.

Why use skforecast?

Skforecast simplifies time series forecasting with machine learning by providing:

Whether you're building quick prototypes or deploying models in production, skforecast ensures a fast, reliable, and scalable experience.

Get Involved

We value your input! Here are a few ways you can participate:

Together, we can make time series forecasting accessible to everyone.

Documentation

For detailed information on how to use and leverage the full potential of skforecast please refer to the comprehensive documentation available at:

https://skforecast.org :books:

Documentation
:book: Introduction to forecastingBasics of forecasting concepts and methodologies
:rocket: Quick startGet started quickly with skforecast
:hammer_and_wrench: User guidesDetailed guides on skforecast features and functionalities
:mortar_board: Examples and tutorialsLearn through practical examples and tutorials to master skforecast
:question: FAQ and tipsFind answers and tips about forecasting
:books: API ReferenceComprehensive reference for skforecast functions and classes
:black_nib: AuthorsMeet the authors and contributors of skforecast

Installation & Dependencies

To install the basic version of skforecast with core dependencies, run the following:

pip install skforecast

For more installation options, including dependencies and additional features, check out our Installation Guide.

What is new in skforecast 0.14?

All significant changes to this project are documented in the release file.

Forecasters

A Forecaster object in the skforecast library is a comprehensive container that provides essential functionality and methods for training a forecasting model and generating predictions for future points in time.

The skforecast library offers a variety of forecaster types, each tailored to specific requirements such as single or multiple time series, direct or recursive strategies, or custom predictors. Regardless of the specific forecaster type, all instances share the same API.

ForecasterSingle seriesMultiple seriesRecursive strategyDirect strategyProbabilistic predictionTime series differentiationExogenous featuresWindow features
ForecasterRecursive:heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark:
ForecasterDirect:heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark:
ForecasterRecursiveMultiSeries:heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark:
ForecasterDirectMultiVariate:heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark:
ForecasterRNN:heavy_check_mark::heavy_check_mark:
ForecasterSarimax:heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark::heavy_check_mark:

Examples and tutorials

Explore our extensive list of examples and tutorials (English and Spanish) to get you started with skforecast. You can find them here.

How to contribute

Primarily, skforecast development consists of adding and creating new Forecasters, new validation strategies, or improving the performance of the current code. However, there are many other ways to contribute:

For more information on how to contribute to skforecast, see our Contribution Guide.

Visit our authors section to meet all the contributors to skforecast.

Citation

If you use skforecast for a scientific publication, we would appreciate citations to the published software.

Zenodo

Amat Rodrigo, Joaquin, & Escobar Ortiz, Javier. (2024). skforecast (v0.13.0). Zenodo. https://doi.org/10.5281/zenodo.8382788

APA:

Amat Rodrigo, J., & Escobar Ortiz, J. (2024). skforecast (Version 0.13.0) [Computer software]. https://doi.org/10.5281/zenodo.8382788

BibTeX:

@software{skforecast,
author = {Amat Rodrigo, Joaquin and Escobar Ortiz, Javier},
title = {skforecast},
version = {0.13.0},
month = {8},
year = {2024},
license = {BSD-3-Clause},
url = {https://skforecast.org/},
doi = {10.5281/zenodo.8382788}
}

View the citation file.

Donating

If you found skforecast useful, you can support us with a donation. Your contribution will help to continue developing and improving this project. Many thanks!

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License

BSD-3-Clause License

<!-- Links to API Reference --> <!-- Forecasters -->