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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.

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skforecast
更新於 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.

安裝
$ install --globalskills.sh
使用

安裝後,您可以通過在終端運行以下命令來使用此技能:

skills use feature-selection