gblinear_forecaster

Gradient Boosted linear forecaster.

Provides a model that uses a linear booster (gb_linear) from the Gradient Boosting framework for forecasting. This model does not suffer from the extrapolation issues of tree-based models and can be more suitable for certain types of time series data where it is important to predict values outside the range of the training data.

Classes

GBLinearForecaster(**data)	GBLinear-based forecaster for probabilistic energy forecasting.
GBLinearHyperParams(**data)	Hyperparameter configuration for GBLinear forecaster.