Brian Head
09/22/2023, 2:47 PMvotingregressor
works within #mlforecast--in the sense it produces a result not a warning or failed run. Here are my questions:
• Is #mlforecast supposed to be able to use the votingregressor
?
• Even though I'm not specifying any weights, the votingregressor
does not produce true averages. Is there something I'm missing?
• How are the prediction intervals derived? I'm coming from the R
fable
world where you have to generate sample paths to derive prediction intervals for ensembles. Just wondering if what it is producing for PIs is accurate.
• The previous nixtla
package had a built-in ensemble forecaster. I have not been able to find such a function/method in the current statsforecast
or mlforecast
pacakges. If it exists can someone point me to documentation?
• If there is an ensembl forecaster, can you use it across SF and MLF?
Thanks!
#ensemble #combinationmodel