utils#

Utility functions and modules for OpenSTEF model implementations.

Provides supporting utilities for model training, evaluation, and optimization. Currently includes specialized loss functions for quantile regression with XGBoost.

Submodules#

data_split

Time series dataset splitting utilities for training and evaluation.

evaluation_functions

Utility functions for evaluation metrics in forecasting models.

feature_selection

Feature selection utilities for transforms.

loss_functions

Loss functions for quantile regression with XGBoost.

multi_quantile_regressor

Adaptor for multi-quantile regression using a base quantile regressor.

xgboost

XGBoost-specific utility helpers.