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feature-selection

Selects the most relevant lags, window features, and exogenous variables using sklearn feature selectors (RFECV, SelectFromModel). Covers single-series and multi-series selection with force inclusion and subsampling. Use when the user has many features and wants to identify the most important ones.

skforecast
maintainer
skforecast
আপডেট হয়েছে 3/9/2026
স্টার
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ফর্ক
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quick start

Installation and usage

Selects the most relevant lags, window features, and exogenous variables using sklearn feature selectors (RFECV, SelectFromModel). Covers single-series and multi-series selection with force inclusion and subsampling. Use when the user has many features and wants to identify the most important ones.

ইনস্টলেশন
$ install --globalskills.sh
ব্যবহার

ইনস্টল করার পর, টার্মিনালে নিচের কমান্ড চালিয়ে আপনি এই স্কিল ব্যবহার করতে পারবেন:

skills use feature-selection