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multiple-time-series-forecasting

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skforecast

skforecast / skforecast

Time series forecasting with machine learning models

python data-science machine-learning time-series scikit-learn xgboost forecasting lightgbm arima lstm-neural-networks sarimax probabilistic-forecasting direct-forecasting exogenous-predictors multi-series-forecasting multi-step-forecasting backtesting-forecasters quantile-forecasting multiple-time-series-forecasting autoregressive-forecasting

Updated Nov 25, 2024
Python

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