xgboost_forecaster#

XGBoost-based forecasting models for probabilistic energy forecasting.

Provides gradient boosting tree models using XGBoost for multi-quantile energy forecasting. Optimized for time series data with specialized loss functions and comprehensive hyperparameter control for production forecasting workflows.

Classes#

XGBoostForecaster(**data)

XGBoost-based forecaster for probabilistic energy forecasting.

XGBoostHyperParams(**data)

XGBoost hyperparameters for gradient boosting tree models.