forecast_combiners

Forecast Combiners.

Submodules

openstef_meta.models.forecast_combiners.forecast_combiner	Forecast combiner base classes.
openstef_meta.models.forecast_combiners.learned_weights_combiner	Learned Weights Combiner.
openstef_meta.models.forecast_combiners.stacking_combiner	Stacking Forecast Combiner.

Classes

ForecastCombiner(**data)	Combines base Forecaster predictions for each quantile into final predictions.
LGBMCombinerHyperParams(**data)	Hyperparameters for the LGBM gradient-boosted classifier.
LogisticCombinerHyperParams(**data)	Hyperparameters for the logistic regression classifier.
RFCombinerHyperParams(**data)	Hyperparameters for the LGBM random-forest classifier.
StackingCombiner(**data)	Stacking combiner: one meta-regressor per quantile on top of base forecaster outputs.
WeightsCombiner(**data)	Combines base forecaster predictions with a classification approach.
XGBCombinerHyperParams(**data)	Hyperparameters for the XGBoost classifier.