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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
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skforecast
Atualizado 3/9/2026
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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.

Instalação
$ install --globalskills.sh
Uso

Depois de instalar, você pode usar esta skill executando o seguinte comando no terminal:

skills use feature-selection