ml-lib/CodeLib

[Feature]: Random forest timeseries method

bdiptesh opened this issue · 0 comments

Is your feature request related to a problem? Please describe.

Time series method to predict the next n intervals.

Describe the solution you'd like

Add a time series method for building forecasting models with/without exogenous variables using Random forest.

Expected input(s)

df: pandas.DataFrame
y_var: List[str]
x_var: List[str]
method: Union[str]
param: Dict

Expected output(s)

predict

Additional context

No response

Acceptance criteria

Integration tests:

  • Ensure that predictions is not flat after a certain intervals.

Version

v0.4.0