Complete constructor signatures and method signatures for all skforecast forecasters, backtesting functions, search functions, cross-validation classes, preprocessing, feature selection, and drift detection. Use when the user needs exact parameter names, types, or defaults for any skforecast class or function.
Use this when you need exact parameter names, types, defaults, or method signatures for any skforecast class or function.
This skill contains the full constructor and method signatures for all public skforecast classes and functions. See references/method-signatures.md for the complete reference, including:
fit(), predict(), predict_interval(), predict_quantiles(), predict_dist() signaturesset_params(), set_lags(), set_out_sample_residuals() signaturesForecasterRecursive — single series, recursive strategyForecasterRecursiveMultiSeries — multiple series, global modelForecasterDirect — single series, one model per stepForecasterDirectMultiVariate — multiple input series, one targetForecasterRecursiveClassifier — classification-basedForecasterStats — statistical models (ARIMA, ETS, SARIMAX, ARAR)ForecasterEquivalentDate — baseline using past offsetsForecasterRnn — deep learning (RNN/LSTM/GRU)fit() — train the modelpredict() — generate point forecastspredict_interval() — generate prediction intervalsbacktesting_forecaster — backtest single-series forecastersbacktesting_forecaster_multiseries — backtest multi-series forecastersbacktesting_stats — backtest statistical modelsgrid_search_forecaster / grid_search_forecaster_multiseries / grid_search_statsrandom_search_forecaster / random_search_forecaster_multiseries / random_search_statsbayesian_search_forecaster / bayesian_search_forecaster_multiseriesTimeSeriesFold — multi-step cross-validationOneStepAheadFold — fast one-step cross-validationselect_features — single seriesselect_features_multiseries — multi-seriesRangeDriftDetector — lightweight range checkPopulationDriftDetector — statistical testsRollingFeatures — rolling window statisticsTimeSeriesDifferentiator — differencingDateTimeFeatureTransformer — calendar features