{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Autoregressive Modelling in Sklearn" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "In a lot of cases, traditional time series models work well, but there are many traditional machine learning algorithms that work very well on tabular datasets and it would be waste not to leverage their power for time-series forecast. To enable its use we developed SklearnWrapper" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## SklearnWrapper\n", "\n", "Allows you use Sklearn-API regressors as autoregressive models for time-series predictions. In terms of usage, there is one difference between the rest of the wrappers and SklearnWrapper. Since the model is provided by package user and we don't know parameters of the model ahead - usage of factory function get_sklearn_wrapper is needed. You can put any sklearn-compatible regressor to the function and it will return SklearnWrapper class" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "