ensemble_forecasting_model#

Ensemble forecasting model combining multiple base forecasters.

Orchestrates parallel base forecasters whose predictions are aggregated by a ForecastCombiner. Extends BaseForecastingModel as a sibling of ForecastingModel.

Classes#

EnsembleForecastingModel(**data)

Ensemble forecasting pipeline: common preprocessing -> N forecasters -> combiner.

EnsembleModelFitResult(**data)

Fit result for EnsembleForecastingModel.

ModelFitResult(**data)

Result of fitting a forecasting model.