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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Source Distribution
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