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"""Window-based regression forecaster.
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General purpose forecaster to use with any scikit learn or aeon compatible
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- regressor. Simply forms a collection of windows from the time series and trains to
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- predict the next
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+ regressor. Simply forms a collection of series using windowing from the time series
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+ to form ``X`` and trains to predict the next ``horizon`` points ahead.
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"""
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import numpy as np
@@ -16,9 +16,9 @@ class RegressionForecaster(BaseForecaster):
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Regression based forecasting.
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Container for forecaster that reduces forecasting to regression through a
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- window. Form a collection of sub series of length `window` through a sliding
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- winodw to form X , take `horizon` points ahead to form `y`, then apply an aeon or
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- sklearn regressor.
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+ window. Form a collection of sub- series of length `` window` ` through a sliding
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+ window to form training collection ``X`` , take `` horizon`` points ahead to form
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+ ``y``, then apply an aeon or sklearn regressor.
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Parameters
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The window prior to the current time point to use in forecasting. So if
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horizon is one, forecaster will train using points $i$ to $window+i-1$ to
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predict value $window+i$. If horizon is 4, forecaster will used points $i$
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- to $window+i-1$ to predict value $window+i+3$. If None, the algorithm will
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- internally determine what data to use to predict `horizon` steps ahead.
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+ to $window+i-1$ to predict value $window+i+3$.
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horizon : int, default =1
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The number of time steps ahead to forecast. If horizon is one, the forecaster
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will learn to predict one point ahead
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