bioinformaticsresearch
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.
maintainer
skforecast
Updated 3/9/2026
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1476
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187
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.
Installation
$ install --globalskills.sh
Usage
Once installed, you can use this skill by running the following command in your terminal:
skills use feature-selection