sktime | A unified framework for machine learning with time series | Machine Learning library
kandi X-RAY | sktime Summary
kandi X-RAY | sktime Summary
A unified interface for machine learning with time series.
Support
Quality
Security
License
Reuse
Top functions reviewed by kandi - BETA
- Load a DataFrame from a TS file .
- Plot critical difference .
- Transform X into numpy array .
- Fit the biases for multiple timeseries .
- Fit the biases .
- Return all available estimators .
- Plot a critical difference diagram .
- Load a TSF file into a pandas DataFrame .
- Fit the estimator based on distance measures .
- Fit the spline curve .
sktime Key Features
sktime Examples and Code Snippets
Community Discussions
Trending Discussions on sktime
QUESTION
I noticed an inconsistency in specifying the prediction intervals for different kind of algorithms - AutoETS
and AutoARIMA
. I'm not sure if this is a bug or a feature.
ANSWER
Answered 2022-Mar-31 at 16:41Known bug in version 0.10.X (intervals should get wider as coverage gets larger), should be fixed in 0.11.0, see https://github.com/alan-turing-institute/sktime/discussions/2334
QUESTION
I'm going through the documentation of the sktime
package. One thing I just cannot find is the feature importance (that we'd get with sklearn
models) or model summary (like the one we can obtain from statsmodels
). Is it something that is just not implemented yet?
It seems that this functionality is implemented for models like AutoETS
or AutoARIMA
.
ANSWER
Answered 2022-Mar-21 at 09:35Ok, I was able to solve it myself. I'm really glad the functionality is there!
The source code for ForecastingPipeline
indicates that an instance of this class has an attribute steps_ - it holds the fitted instance of the model in a pipeline.
QUESTION
I tried importing
...ANSWER
Answered 2022-Feb-10 at 06:01I ran into a similar problem. They have moved the actual location of the module in the library. Trying this path should fix the issue you have:
from sktime.transformations.panel.rocket import Rocket
QUESTION
I used the sktime library's TimeSeriesForestClassifier class to perform multivariate time series classification.
The code is as follows
...ANSWER
Answered 2021-Dec-04 at 01:20You can get the intervals (start and end index) for each tree of the ensemble from:
QUESTION
How can I save the model which is returned from the function regarding the defined method class? I would like to make the same wrapper for many classes similar to (in my case) Rocket class.
The code below produces an error: Can't pickle local object 'sktime_wrapper..SKtimeWrapper'
...ANSWER
Answered 2021-Oct-01 at 07:10Following the answers section, I managed to make it work! I hope somebody finds this useful. The trick is to use __reduce__()
function.
Bellow is a working example. Beware that the object must be initialized before saving.
QUESTION
Very good morning to all. I am trying to make a prediction using ETS.
I have the following code:
...ANSWER
Answered 2021-Jul-10 at 23:14It is not an error as such ... I am not an expert on the subject, but the short answer is: "It is due to the data set you have".
The long answer is better with an example ... imagine for a moment that you have another set of data. If you agree they could be:
QUESTION
from sktime.forecasting.compose import ReducedRegressionForecaster
...ANSWER
Answered 2021-Mar-18 at 11:28Thats because that doesn't exist.
https://github.com/alan-turing-institute/sktime/blob/master/sktime/forecasting/compose/__init__.py
Thats not exported by the librray. Perhaps you wanted
RegressionForcaster
or RecursiveRegressionForecaster
QUESTION
I need to fit ARIMA model from sktime
package. I want to use SlidingWindowSplitter
from sktime.forecasting.model_selection
but I don really understand how it works.
If I wanted to fit a simple ARIMA I would do this
ANSWER
Answered 2021-Mar-04 at 18:56This should work:
QUESTION
I try to fit ARIMA model from sktime package. I import some dataset and convert it to pandas series. Then I fit the model on the train sample and when I try to predict the error occurs.
...ANSWER
Answered 2021-Feb-20 at 13:22I get a different error: ValueError: ``unit`` missing
, possibly due to version difference. Anyhow, I'd say it is better to have your dataframe's index as pd.PeriodIndex
instead of pd.DatetimeIndex
. The former is I think more explicit (e.g. monthly series has its time-steps as periods not exact dates) and works more smoothly. So after reading the csv,
QUESTION
I'm trying to install sktime
using pip
. The latest version in pypi is 0.5.1, however when I install 0.4.3 gets installed. I tried installing using pip3 install sktime==0.5.1, it throws error
ANSWER
Answered 2021-Jan-10 at 00:18For future users, relevant details from chat:
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install sktime
Operating system: macOS X · Linux · Windows 8.1 or higher
Python version: Python 3.7, 3.8 and 3.9 (only 64 bit)
Package managers: pip · conda (via conda-forge)
Support
Reuse Trending Solutions
Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items
Find more librariesStay Updated
Subscribe to our newsletter for trending solutions and developer bootcamps
Share this Page