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  • Core Package (openstef_core)
    • datasets
      • mixins
        • DatasetMixin
        • TimeSeriesMixin
      • timeseries_dataset
        • validate_horizons_present
        • TimeSeriesDataset
      • validated_datasets
        • EnergyComponentDataset
        • EnsembleForecastDataset
        • ForecastDataset
        • ForecastInputDataset
      • validation
        • validate_datetime_column
        • validate_disjoint_columns
        • validate_required_columns
        • validate_same_columns
        • validate_same_sample_intervals
      • versioned_timeseries_dataset
        • VersionedTimeSeriesDataset
      • validate_horizons_present
      • EnergyComponentDataset
      • EnsembleForecastDataset
      • ForecastDataset
      • ForecastInputDataset
      • TimeSeriesDataset
      • VersionedTimeSeriesDataset
    • utils
      • datetime
        • align_datetime
        • align_datetime_to_time
      • invariants
        • not_none
      • itertools
        • groupby
        • is_all_same
        • merge_iterators
      • multiprocessing
        • run_parallel
      • pandas
        • combine_timeseries_indexes
        • nan_aware_weighted_mean
        • normalize_to_unit_sum
        • unsafe_sorted_range_slice_idxs
      • pydantic
        • timedelta_from_isoformat
        • timedelta_to_isoformat
      • align_datetime
      • align_datetime_to_time
      • not_none
      • run_parallel
      • timedelta_from_isoformat
      • timedelta_to_isoformat
    • base_model
      • read_yaml_config
      • write_yaml_config
      • BaseConfig
      • BaseModel
      • PydanticStringPrimitive
    • exceptions
      • ConfigurationError
      • FlatlinerDetectedError
      • InsufficientlyCompleteError
      • InvalidColumnTypeError
      • MissingColumnsError
      • MissingExtraError
      • ModelLoadingError
      • ModelNotFoundError
      • NotFittedError
      • PredictError
      • TimeSeriesValidationError
      • UnreachableStateError
    • mixins
      • param_ranges
        • get_tuning_range
        • CategoricalRange
        • FloatRange
        • IntRange
        • ModelTuningInfo
      • predictor
        • BatchPredictor
        • HyperParams
        • Predictor
      • stateful
        • Stateful
        • VersionedState
      • transform
        • Transform
        • TransformPipeline
      • BatchPredictor
      • HyperParams
      • Predictor
      • Stateful
      • Transform
      • TransformPipeline
    • testing
      • assert_timeseries_equal
      • configure_notebook_display
      • create_synthetic_forecasting_dataset
      • create_timeseries_dataset
      • load_liander_dataset
      • prepare_tutorial_datasets
      • setup_notebook_logging
      • IsSamePandas
    • transforms
      • dataset_transforms
        • TimeSeriesTransform
        • VersionedTimeSeriesTransform
      • TimeSeriesTransform
      • VersionedTimeSeriesTransform
    • types
      • AvailableAt
      • EnergyComponentType
      • LeadTime
      • Q
      • Quantile
  • Models Package (openstef_models)
    • models
      • component_splitting
        • component_splitter
        • constant_component_splitter
        • linear_component_splitter
        • ComponentSplitter
        • ComponentSplitterConfig
      • component_splitting_model
        • ComponentSplittingModel
      • forecasting
        • base_case_forecaster
        • constant_quantile_forecaster
        • flatliner_forecaster
        • forecaster
        • gblinear_forecaster
        • lgbm_forecaster
        • lgbmlinear_forecaster
        • median_forecaster
        • xgboost_forecaster
      • forecasting_model
        • restore_target
        • BaseForecastingModel
        • ForecastingModel
        • ModelFitResult
      • BaseForecastingModel
      • ComponentSplittingModel
      • ForecastingModel
    • workflows
      • callbacks
        • data_save
        • model_performance_callback
        • DataSaveCallback
        • ModelPerformanceCallback
      • custom_component_split_workflow
        • ComponentSplitCallback
        • CustomComponentSplitWorkflow
      • custom_forecasting_workflow
        • CustomForecastingWorkflow
        • ForecastingCallback
      • CustomComponentSplitWorkflow
      • CustomForecastingWorkflow
    • presets
      • forecasting_workflow
        • create_forecasting_workflow
        • ForecastingWorkflowConfig
        • LocationConfig
      • create_forecasting_workflow
      • ForecastingWorkflowConfig
    • explainability
      • mixins
        • ContributionsMixin
        • ExplainableForecaster
      • plotters
        • contributions_plotter
        • feature_importance_plotter
        • ContributionsPlotter
        • FeatureImportancePlotter
      • ContributionsMixin
      • ContributionsPlotter
      • ExplainableForecaster
      • FeatureImportancePlotter
    • mixins
      • callbacks
        • PredictorCallback
        • WorkflowContext
      • model_serializer
        • ModelSerializer
      • ModelSerializer
      • PredictorCallback
    • integrations
      • joblib
        • joblib_model_serializer
        • JoblibModelSerializer
      • mlflow
        • mlflow_storage
        • mlflow_storage_callback
        • MLFlowStorage
        • MLFlowStorageCallback
      • optuna
        • tuner
        • HyperparameterTuner
        • TuningResult
    • transforms
      • postprocessing
        • confidence_interval_applicator
        • isotonic_quantile_calibrator
        • quantile_sorter
        • ConfidenceIntervalApplicator
        • IsotonicQuantileCalibrator
        • QuantileSorter
      • energy_domain
        • wind_power_feature_adder
        • WindPowerFeatureAdder
      • general
        • dimensionality_reducer
        • empty_feature_remover
        • flagger
        • imputer
        • nan_dropper
        • outlier_handler
        • sample_weighter
        • scaler
        • selector
        • shifter
        • DimensionalityReducer
        • EmptyFeatureRemover
        • Flagger
        • Imputer
        • NaNDropper
        • OutlierHandler
        • SampleWeightConfig
        • SampleWeighter
        • Scaler
        • Selector
        • Shifter
      • time_domain
        • cyclic_features_adder
        • datetime_features_adder
        • holiday_features_adder
        • lags_adder
        • rolling_aggregates_adder
        • versioned_lags_adder
        • CyclicFeaturesAdder
        • DatetimeFeaturesAdder
        • HolidayFeatureAdder
        • LagsAdder
        • RollingAggregatesAdder
        • VersionedLagsAdder
      • validation
        • completeness_checker
        • flatline_checker
        • input_consistency_checker
        • CompletenessChecker
        • FlatlineChecker
        • InputConsistencyChecker
      • weather_domain
        • atmosphere_derived_features_adder
        • daylight_feature_adder
        • radiation_derived_features_adder
        • AtmosphereDerivedFeaturesAdder
        • DaylightFeatureAdder
        • RadiationDerivedFeaturesAdder
    • utils
      • data_split
        • chronological_train_test_split
        • split_by_date
        • split_by_dates
        • stratified_train_test_split
        • train_val_test_split
        • DataSplitter
      • evaluation_functions
      • feature_selection
        • Exclude
        • ExcludeRegex
        • Include
        • IncludeRegex
        • FeatureSelection
      • loss_functions
        • arctan_loss_multi_objective
        • pinball_loss_multi_objective
      • multi_quantile_regressor
        • MultiQuantileRegressor
      • xgboost
        • get_median_shap_contribs
  • BEAM Package (openstef_beam)
    • metrics
      • metrics_deterministic
        • completeness
        • confusion_matrix
        • fbeta
        • mae
        • mape
        • precision_recall
        • r2
        • relative_pinball_loss
        • riqd
        • rmae
        • ConfusionMatrix
        • PrecisionRecall
      • metrics_probabilistic
        • crps
        • mean_absolute_calibration_error
        • mean_pinball_loss
        • observed_probability
        • rcrps
      • completeness
      • confusion_matrix
      • crps
      • fbeta
      • mae
      • mape
      • mean_absolute_calibration_error
      • observed_probability
      • precision_recall
      • r2
      • rcrps
      • relative_pinball_loss
      • riqd
      • rmae
      • ConfusionMatrix
      • PrecisionRecall
    • backtesting
      • backtest_callback
      • backtest_event
        • BacktestEvent
        • BacktestEventBatch
      • backtest_event_generator
        • BacktestEventGenerator
      • backtest_pipeline
        • BacktestConfig
        • BacktestPipeline
      • restricted_horizon_timeseries
        • RestrictedHorizonVersionedTimeSeries
      • backtest_forecaster
        • dummy_forecaster
        • mixins
        • BacktestBatchForecasterMixin
        • BacktestForecasterConfig
        • BacktestForecasterMixin
        • DummyForecaster
      • BacktestConfig
      • BacktestPipeline
    • analysis
      • analysis_pipeline
        • AnalysisConfig
        • AnalysisPipeline
      • models
        • target_metadata
        • visualization_aggregation
        • visualization_output
        • AnalysisAggregation
        • AnalysisOutput
        • AnalysisScope
        • TargetMetadata
        • VisualizationOutput
      • plots
        • forecast_time_series_plotter
        • grouped_target_metric_plotter
        • precision_recall_curve_plotter
        • quantile_calibration_box_plotter
        • quantile_probability_plotter
        • summary_table_plotter
        • windowed_metric_plotter
        • ForecastTimeSeriesPlotter
        • GroupedTargetMetricPlotter
        • PrecisionRecallCurvePlotter
        • QuantileCalibrationBoxPlotter
        • QuantileProbabilityPlotter
        • SummaryTablePlotter
        • WindowedMetricPlotter
      • visualizations
        • base
        • grouped_target_metric_visualization
        • precision_recall_curve_visualization
        • quantile_calibration_box_visualization
        • quantile_probability_visualization
        • summary_table_visualization
        • timeseries_visualization
        • windowed_metric_visualization
        • GroupedTargetMetricVisualization
        • PrecisionRecallCurveVisualization
        • QuantileCalibrationBoxVisualization
        • QuantileProbabilityVisualization
        • SummaryTableVisualization
        • TimeSeriesVisualization
        • VisualizationProvider
        • WindowedMetricVisualization
      • AnalysisConfig
      • AnalysisOutput
      • AnalysisPipeline
      • AnalysisScope
      • VisualizationOutput
    • evaluation
      • evaluation_pipeline
        • EvaluationConfig
        • EvaluationPipeline
      • models
        • report
        • subset
        • window
        • EvaluationReport
        • EvaluationSubsetReport
        • SubsetMetric
        • Window
      • window_iterators
        • iterate_by_window
        • iterate_subsets_by_window
      • metric_providers
        • MAPEProvider
        • MeanAbsoluteCalibrationErrorProvider
        • MetricProvider
        • ObservedProbabilityProvider
        • PeakMetricProvider
        • R2Provider
        • RCRPSProvider
        • RIQDProvider
        • RMAEPeakHoursProvider
        • RMAEProvider
        • RelativePinballLossProvider
      • EvaluationConfig
      • EvaluationPipeline
      • EvaluationReport
      • EvaluationSubsetReport
      • SubsetMetric
      • Window
    • benchmarking
      • baselines
        • openstef4
      • benchmark_comparison_pipeline
        • BenchmarkComparisonPipeline
      • benchmark_pipeline
        • read_evaluation_reports
        • BenchmarkContext
        • BenchmarkPipeline
      • benchmarks
        • liander2024
        • create_liander2024_benchmark_runner
      • callbacks
        • base
        • strict_execution_callback
        • BenchmarkCallback
        • BenchmarkCallbackManager
        • StrictExecutionCallback
      • models
        • benchmark_target
        • BenchmarkTarget
      • storage
        • base
        • local_storage
        • s3_storage
        • BenchmarkStorage
        • InMemoryBenchmarkStorage
        • LocalBenchmarkStorage
        • S3BenchmarkStorage
      • target_provider
        • filter_away_flatline_chunks
        • SimpleTargetProvider
        • TargetProvider
        • TargetProviderConfig
      • read_evaluation_reports
      • BenchmarkCallback
      • BenchmarkCallbackManager
      • BenchmarkComparisonPipeline
      • BenchmarkContext
      • BenchmarkPipeline
      • BenchmarkStorage
      • BenchmarkTarget
      • InMemoryBenchmarkStorage
      • LocalBenchmarkStorage
      • S3BenchmarkStorage
      • SimpleTargetProvider
      • StrictExecutionCallback
      • TargetProvider
      • TargetProviderConfig
  • Meta Package (openstef_meta)
    • models
      • ensemble_forecasting_model
        • EnsembleForecastingModel
        • EnsembleModelFitResult
        • ModelFitResult
      • forecast_combiners
        • forecast_combiner
        • learned_weights_combiner
        • stacking_combiner
        • ForecastCombiner
        • LGBMCombinerHyperParams
        • LogisticCombinerHyperParams
        • RFCombinerHyperParams
        • StackingCombiner
        • WeightsCombiner
        • XGBCombinerHyperParams
    • presets
      • forecasting_workflow
        • create_ensemble_forecasting_workflow
        • EnsembleForecastingWorkflowConfig
      • create_ensemble_forecasting_workflow
      • EnsembleForecastingWorkflowConfig
    • utils
      • datasets
        • combine_forecast_input_datasets
      • combine_forecast_input_datasets
  • API Reference
  • Meta Package (openstef_meta)
  • models

models#

Meta Forecasting models.

Submodules#

ensemble_forecasting_model

Ensemble forecasting model combining multiple base forecasters.

forecast_combiners

Forecast Combiners.

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Meta Package (openstef_meta)

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ensemble_forecasting_model
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