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Ensemble Forecasting Methods and AutoML for Time Series
This module provides advanced ensemble methods and automated machine learning capabilities for time series forecasting, including model selection, hyperparameter optimization, and ensemble combination strategies.
Structs§
- AutoML
Forecaster - AutoML for time series forecasting
- Base
Model Wrapper - Wrapper for base models with their state
- Cross
Validation Config - Cross-validation configuration
- Ensemble
Forecaster - Ensemble forecasting system
- Hyperparameter
Space - Hyperparameter search space
- Linear
Regression Meta - Linear regression meta-model
- Model
Performance - Model performance metrics
- Model
State - Generic model state
Enums§
- Base
Model - Base forecasting model type
- Ensemble
Strategy - Ensemble combination strategies
- Evaluation
Metric - Evaluation metrics for model selection
- Meta
Learner - Meta-learner for stacking ensemble
- Search
Algorithm - Search algorithms for hyperparameter optimization
Traits§
- Meta
Model - Trait for meta-models used in stacking