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Questions tagged [sktime]

sktime is a unified framework for machine learning with time series in Python. It provides simple and efficient tools for time series analysis and data mining, with a focus on machine learning. It is accessible to everybody and reusable in various contexts. It is built on NumPy, SciPy, pandas and scikit-learn, among others. The project is open source and commercially usable (BSD license).

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pycaret.time_series.TSForecastingExperiment ImportError: cannot import name '_check_param_grid' from 'sklearn.model_selection._search'

I am getting the below error, while importing Pycaret time-series(beta) module in the databricks (we were running successfully earlier). Request your help in solving the issues. pycaret version in use: import pycaret pycaret.__version__ # Out[1]:…
nikn8
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sktime ARIMA invalid frequency

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. from sktime.forecasting.base import ForecastingHorizon from…
student
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Using Sktime Regressor

I am trying to use any regressor model from sktime but but I couldn't figure out how to create the data type and format I need to use. Assume I want to use 2 columns as input and 1 column as target. from sktime.regression.interval_based import…
Mert Arda Asar
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multivariate forecasting using sktime

I am new to sktime and time series forecasting. I am using the following Kaggle dataset to forecast sales for different stores: I have created x_train and y_train datasets as follows: I want to train a model using date, store, and item features…
user1388142
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How to make a Pandas Period Index by week

I am working on a forecasting model in which I want to use various temporal aggregates of data such as daily, weekly, monthly, quarterly, and yearly. For creating the forecast models, I am using the library sktime. For loading the data sktime is…
Luca Guarro
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Feature importance or model summary in sktime

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…
Grzegorz Rut
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Can one use both future and past covariates in sktime?

Would like to make use of past (observed variables) and future covariates (forecasts that are available before a forecast is made for that horizon). Examples: past: observed temperature: can use lagged data as inputs to the model (i.e. temperature…
atsangarides
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Time Series Classification for each upcoming sample in Python

I am currently researching on Time Series Classification in Python and so far I have tried the sktime library. As I understand, most of the methods when doing prediction, would need a time series: prediction (a time series) = class_label My…
Sofiia Kosovan
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Dataframe row of JSON list for training ML with scikit

I'm trying to do multivariate classification with Sktime over a set of JSON files organized as experiments. The input is the following structure: [ { v: 431, t: 2, d1: 986000, d2: 434000, X: 0 }, { v: 77, t: 0, d1: 47000, d2: 613000, X: 0 }, {…
aug2uag
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How to group a multivariate time series dataframe into windows of 20 seconds

Goal I am trying to prepare data for time series classification using sktime and minirocket. The classification will work on time windows of 20 seconds. The data need to be given to minirocket as multi index pandas dataframes, like this one for…
Côme Vincent
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Using package to perform a rolling window function with a group by

Could you use a window function on groups, something in feature engine? I have been reading the docs and trying to find some clarity on how to do this but it seems like something that should exist but I can't seem to find how its implemented. import…
user4933
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How to correctly format a pd-multiindex for sktime?

I have a pd.multiindex which looks like this: However, when I use the run check_raise(df_train, mtype="pd-multiindex)" I get the following error: File…
Sean
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Call "WindowSummarizer" (from sktime) recursively to the forecasting target Y in future periods

I need help on how to use the WindowSummarizer function from the SKTIME library recursively in the future. Because in the training and test data it is easy to generate the variables of moving averages and moving standard deviations. But for future…
Mairon Chaves
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Cannot run TBATS algo on DataFrame in Python

I really struggle to run sktime.TBATS algo on a timeseries I have in a Py dataframe df_to_process_tbats = engineered_df_to_process[ engineered_df_to_process.Pack == product].reset_index( …
Andrei Tulbure
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Convert all rows into a Series object pandas

I have a dataframe like so: time 0 1 2 3 4 5 0 3.477110 3.475698 3.475874 3.478345 3.476757 3.478169 1 3.422223 3.419752 3.417987 3.421341 3.418693 …
Ayush Bishnoi
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