sample_weighter

Sample weighting for time series forecasting models.

Assigns importance weights to training samples based on target values, emphasizing high-value periods for improved model performance on peak loads.

Functions

exponential_sample_weight(x[, ...])	Calculate exponentially-scaled sample weights from target values.
inverse_frequency_sample_weight(x[, n_bins, ...])	Calculate sample weights based on inverse frequency using histogram binning.

Classes

SampleWeightConfig(**data)	Configuration for sample weighting parameters.
SampleWeighter(**data)	Transform that adds sample weights based on target variable distribution.