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[ENH] simple tabular prediction reduction for forecasting #4564

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merged 12 commits into from May 15, 2023
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@fkiraly fkiraly commented May 8, 2023

This adds a simple tabular prediction reduction forecaster to the reducers module.

The new YfromX forecaster uses tabular regression to forecast y from temporally concurrent X - it does not lag y and just uses X at the same time.

This is perhaps the simplest reduction strategy to supervised tabular regression, and so far it has not been easily obtainable afaik.

@fkiraly fkiraly added implementing algorithms Implementing algorithms, estimators, objects native to sktime module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting enhancement Adding new functionality labels May 8, 2023
@fkiraly fkiraly changed the title [ENH] simple tabular prediction reduction [ENH] simple tabular prediction reduction for forecasting May 8, 2023
@fkiraly fkiraly merged commit 30e5547 into main May 15, 2023
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@fkiraly fkiraly deleted the yfromx branch May 15, 2023 13:49
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enhancement Adding new functionality implementing algorithms Implementing algorithms, estimators, objects native to sktime module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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