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
Mis à jour 3/9/2026
Étoiles
1476
Forks
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
Utilisation
Après l'installation, vous pouvez utiliser ce skill en exécutant la commande suivante dans votre terminal :
skills use feature-selection