Python Exogenous Resources

Skforecast is a python library that eases using scikit-learn regressors as multi-step forecasters. It also works with any regressor compatible with the scikit-learn API (pipelines, CatBoost, LightGBM, XGBoost, Ranger...).

PyAF (Python Automatic Forecasting) PyAF is an Open Source Python library for Automatic Forecasting built on top of popular data science python module

NBEATSx: Neural basis expansion analysis with exogenous variables We extend the NBEATS model to incorporate exogenous factors. The resulting method, c