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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
์—…๋ฐ์ดํŠธ๋จ 2026. 3. 9.
์Šคํƒ€
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.

์„ค์น˜
$ install --globalskills.sh
์‚ฌ์šฉ๋ฒ•

์„ค์น˜ ํ›„ ํ„ฐ๋ฏธ๋„์—์„œ ๋‹ค์Œ ๋ช…๋ น์„ ์‹คํ–‰ํ•˜์—ฌ ์ด ์Šคํ‚ฌ์„ ์‚ฌ์šฉํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค:

skills use feature-selection