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mkdocs.yml
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site_name: Skforecast Docs
extra_css:
- stylesheets/extra.css
repo_url: https://github.com/skforecast/skforecast
site_url: https://skforecast.org
remote_branch: docs_dev
site_description: 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.
site_author: Joaquin Amat Rodrigo and Javier Escobar Ortiz
use_directory_urls: false
copyright: Copyright © 2021 - 2024 Joaquín Amat Rodrigo, Javier Escobar Ortiz
nav:
- Home:
- Welcome to skforecast: README.md
- Intro to Forecasting: introduction-forecasting/introduction-forecasting.md
- Skforecast 0.14: user_guides/migration-guide.ipynb
- Quick start:
- Quick start: quick-start/quick-start-skforecast.ipynb
- Forecaster Parameters: quick-start/forecaster-parameters.md
- Forecaster Attributes: quick-start/forecaster-attributes.ipynb
- How to install: quick-start/how-to-install.md
- User Guides:
- Table of contents: user_guides/table-of-contents.md
- Skforecast 0.14 Migration guide: ./user_guides/migration-guide.html
- Input data: user_guides/input-data.ipynb
- Single series Forecasters:
- Recursive multi-step forecasting: user_guides/autoregresive-forecaster.ipynb
- Direct multi-step forecasting: user_guides/direct-multi-step-forecasting.ipynb
- ARIMA and SARIMAX forecasting: user_guides/forecasting-sarimax-arima.ipynb
- Foreasting baseline: user_guides/forecasting-baseline.ipynb
- Global Forecasters (multiple series):
- Independent multi-time series forecasting: user_guides/independent-multi-time-series-forecasting.ipynb
- Series with different lengths and different exogenous variables: user_guides/multi-series-with-different-length-and-different_exog.ipynb
- Dependent multivariate series forecasting: user_guides/dependent-multi-series-multivariate-forecasting.ipynb
- Deep learning Recurrent Neural Networks: user_guides/forecasting-with-deep-learning-rnn-lstm.ipynb
- Feature Engineering:
- Exogenous variables: user_guides/exogenous-variables.ipynb
- Window and custom features: user_guides/window-features-and-custom-features.ipynb
- Categorical features: user_guides/categorical-features.ipynb
- Calendars features: user_guides/calendar-features.ipynb
- Data transformation: user_guides/sklearn-transformers-and-pipeline.ipynb
- Differentiation: user_guides/time-series-differentiation.ipynb
- Feature selection: user_guides/feature-selection.ipynb
- Model Evaluation and Tuning:
- Metrics: user_guides/metrics.ipynb
- Backtesting forecaster: user_guides/backtesting.ipynb
- Hyperparameter tuning and lags selection: user_guides/hyperparameter-tuning-and-lags-selection.ipynb
- Feature selection: user_guides/feature-selection.ipynb
- Probabilistic Forecasting: user_guides/probabilistic-forecasting.ipynb
- Model Explainability: user_guides/explainability.ipynb
- Model deployment:
- Save and load forecaster: user_guides/save-load-forecaster.ipynb
- Forecaster in production: user_guides/forecaster-in-production.ipynb
- Plotting: user_guides/plotting.ipynb
- Datasets: user_guides/datasets.ipynb
- Additional Resources:
- Extract training and prediction matrices: user_guides/training-and-prediction-matrices.ipynb
- Weighted time series forecasting: user_guides/weighted-time-series-forecasting.ipynb
- Stacking multiple models: user_guides/stacking-ensemble-models-forecasting.ipynb
- Forecasting with XGBoost and LightGBM: user_guides/forecasting-xgboost-lightgbm.ipynb
- Skforecast in GPU: user_guides/skforecast-in-GPU.ipynb
- FAQ and forecasting tips:
- Avoid negative predictions when forecasting: faq/non-negative-predictions.ipynb
- Forecasting time series with missing values: faq/forecasting-time-series-with-missing-values.ipynb
- Forecasting with delayed historical data: faq/forecasting-with-delayed-historical-data.ipynb
- Backtesting vs One-step-ahead: faq/parameters-search-backtesting-vs-one-step-ahead.ipynb
- Cyclical features in time series: faq/cyclical-features-time-series.ipynb
- Time series aggregation: faq/time-series-aggregation.ipynb
- Parallelization in skforecast: faq/parallelization-skforecast.ipynb
- Profiling skforecast: faq/profiling-skforecast.ipynb
- Examples and tutorials:
- English: examples/examples_english.md
- Spanish: examples/examples_spanish.md
- API Reference:
- ForecasterRecursive: api/ForecasterRecursive.md
- ForecasterDirect: api/ForecasterDirect.md
- ForecasterRecursiveMultiSeries: api/ForecasterRecursiveMultiSeries.md
- ForecasterDirectMultiVariate: api/ForecasterDirectMultiVariate.md
- ForecasterRnn: api/ForecasterRnn.md
- sarimax: api/Sarimax.md
- ForecasterSarimax: api/ForecasterSarimax.md
- ForecasterEquivalentDate: api/ForecasterEquivalentDate.md
- model_selection: api/model_selection.md
- feature_selection: api/feature_selection.md
- preprocessing: api/preprocessing.md
- metrics: api/metrics.md
- plot: api/plot.md
- utils: api/utils.md
- datasets: api/datasets.md
- exceptions: api/exceptions.md
- FAQ and Tips:
- Table of contents: faq/table-of-contents.md
- Avoid negative predictions when forecasting: faq/non-negative-predictions.ipynb
- Forecasting time series with missing values: faq/forecasting-time-series-with-missing-values.ipynb
- Forecasting with delayed historical data: faq/forecasting-with-delayed-historical-data.ipynb
- Backtesting vs One-step-ahead: faq/parameters-search-backtesting-vs-one-step-ahead.ipynb
- Cyclical features in time series: faq/cyclical-features-time-series.ipynb
- Time series aggregation: faq/time-series-aggregation.ipynb
- Parallelization in skforecast: faq/parallelization-skforecast.ipynb
- Profiling skforecast: faq/profiling-skforecast.ipynb
- Releases: releases/releases.md
- Authors: authors/authors.md
plugins:
- mkdocstrings:
handlers:
python:
import:
- https://docs.python.org/3/objects.inv
- https://mkdocstrings.github.io/autorefs/objects.inv
- https://www.mkdocs.org/objects.inv
- https://python-markdown.github.io/objects.inv
options:
docstring_style: numpy
docstring_section_style: table
show_root_heading: true
show_root_full_path: true
merge_init_into_class: true
show_symbol_type_heading: false
separate_signature: true
show_signature_annotations: false
summary: true
filters: ["!__"] # exclude all members starting with __
members_order: source
docstring_options:
ignore_init_summary: true
show_if_no_docstring: true
- mkdocs-jupyter:
ignore_h1_titles: True
include_source: True
execute: False
allow_errors: False
include_requirejs: True
- search
- mike:
alias_type: redirect
redirect_template: null
deploy_prefix: ''
canonical_version: null
version_selector: true
css_dir: css
javascript_dir: js
theme:
name: material
custom_dir: docs/overrides
favicon: img/favicon.png
features:
- navigation.tabs
- navigation.tabs.sticky
#- navigation.sections # To expand sections on the table of contents
#- navigation.expand # To expand sections on the table of contents
- navigation.top
- toc.integrate
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font:
text: Open Sans
code: Ubuntu Mono
highlightjs: true
logo: img/logo-skforecast.png
palette:
# # Palette toggle for automatic mode
# - media: "(prefers-color-scheme)"
# primary: custom
# accent: custom
# toggle:
# icon: material/brightness-auto
# name: Switch to light mode
# Palette toggle for light mode
- media: "(prefers-color-scheme: light)"
scheme: light
toggle:
icon: material/brightness-7
name: Switch to dark mode
# Palette toggle for dark mode
- media: "(prefers-color-scheme: dark)"
scheme: slate
toggle:
icon: material/brightness-4
name: Switch to light mode
markdown_extensions:
- abbr
- admonition
- attr_list
- codehilite
- footnotes
- pymdownx.details
- md_in_html
- toc:
permalink: true
- pymdownx.arithmatex:
generic: true
- pymdownx.betterem:
smart_enable: all
- pymdownx.caret
- pymdownx.details
- pymdownx.emoji:
emoji_index: !!python/name:material.extensions.emoji.twemoji
emoji_generator: !!python/name:material.extensions.emoji.to_svg
- pymdownx.highlight:
use_pygments: true
linenums: false
pygments_lang_class: true
- pymdownx.inlinehilite
- pymdownx.snippets
- pymdownx.keys
- pymdownx.mark
- pymdownx.smartsymbols
- pymdownx.superfences
- pymdownx.tabbed:
alternate_style: true
- pymdownx.tasklist:
custom_checkbox: true
- pymdownx.tilde
- pymdownx.magiclink
extra:
version:
provider: mike
analytics:
provider: google
property: G-GR8X9Z9LKL
consent:
title: Cookie consent
description: >-
We use cookies to recognize your repeated visits and preferences, as well
as to measure the effectiveness of our documentation and whether users
find what they're searching for. With your consent, you're helping us to
make our documentation better.
social:
- icon: fontawesome/brands/linkedin
link: https://www.linkedin.com/company/skforecast/
seo:
description: >-
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.
keywords: time series, forecasting, machine learning, python, data science, scikit-learn, lightgbm, xgboost, catboost, keras, probabilistic forecasting, multiple time series forecasting