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A framework for running forecasting models within a sliding/expanding window out-of-sample forecast fit (train/test) and prediction (forecasts). The package includes support of classical forecasting models, SK Learn supervised learning ML models, and TensorFlow deep learning models.

Project description

sforecast

A framework for running forecasting models within a sliding (expanding) window out-of-sample fit (train/test) and prediction (forecasts). The package includes support of classical forecasting models, SK Learn ML models, and TensorFlow deep learning models.

Installation

$ pip install sforecast

License

sforecast was created by Alberto Gutierrez. It is licensed under the terms of the MIT license.

Credits

sforecast was created with cookiecutter and the py-pkgs-cookiecutter template.

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