plan
Build a forecasting configuration from a profile and horizon, specifying lags, window features, metric, preprocessing, and prediction interval; returns its ID.
Instructions
Build a forecasting plan (lags, window features, metric, preprocessing, interval) from a profile and a horizon. Returns a plan id.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lags | No | Lags: an integer n for 1..n, or a list of distinct positive integers. Null for the selection from the partial autocorrelation. | |
| steps | Yes | Forecast horizon: number of steps ahead to predict, from 1 to the length of the longest series (12 for a year of monthly data). | |
| metric | No | Metric, or list of metrics whose first one is the primary metric (the one that ranks); only the ones given are computed. Null for the metric selected from the data (MAE for one series, MASE for several) and its default panel. | |
| interval | No | Prediction interval as two quantiles [lower, upper] with 0 < lower < upper < 1, e.g. [0.1, 0.9] for 80 %. The baseline and ForecasterStats only take symmetric ones (lower + upper = 1). Null for no interval. | |
| use_exog | No | Whether to use the exogenous columns of the data: false leaves them out (forecast then takes no exog_path); true fails when the data has none or the forecaster cannot use them. Null uses them whenever the forecaster can. | |
| estimator | No | Estimator: one of ['CatBoostRegressor', 'HistGradientBoostingRegressor', 'LGBMRegressor', 'RandomForestRegressor', 'Ridge', 'XGBRegressor'] for the machine learning forecasters, 'Arima' for ForecasterStats, or the Hugging Face model id of a foundation model for ForecasterFoundation (default 'autogluon/chronos-2-small'; model id prefixes: ['amazon/chronos-2', 'autogluon/chronos-2', 'google/timesfm-2.5', 'google/timesfm-3.0', 'Salesforce/moirai-2', 'soda-inria/tabicl', 'priorlabs/tabpfn', 'theforecastingcompany/t0', 'Synthefy/Nori', 'taharnbl/TS-ICL']). ForecasterEquivalentDate takes none. Null for the recommendation. | |
| forecaster | No | skforecast forecaster class: ForecasterRecursive or ForecasterDirect (one series, machine learning), ForecasterRecursiveMultiSeries (several series), ForecasterDirectMultiVariate (one series predicted from several), ForecasterStats (Auto-ARIMA), ForecasterFoundation (pre-trained foundation model, no training) or ForecasterEquivalentDate (seasonal naive baseline). Null for the recommendation of the profile. | |
| profile_id | Yes | Id returned by `profile`. | |
| differentiation | No | Order of differencing of the target before training (an integer of at least 1, usually 1 for a trend); predictions are integrated back. Machine learning forecasters only. Null for none. | |
| window_features | No | Rolling features, one entry per window size: {'stats': [...], 'window_size': n}, with stats among ['mean', 'std', 'min', 'max', 'sum', 'median', 'ratio_min_max', 'coef_variation', 'ewm'], e.g. [{'stats': ['mean', 'std'], 'window_size': 7}]. Null for the deterministic selection. | |
| estimator_kwargs | No | Keyword arguments of the estimator, e.g. {'n_estimators': 200}. A foundation model only takes context_length, cross_learning, point_estimate, max_horizon, add_calendar_features and n_fourier_terms. Null for the defaults. | |
| calendar_features | No | Calendar features generated from the dates (an empty list for none); the encoding follows the estimator. A feature whose column is already an exogenous column used by the plan is rejected. Machine learning forecasters with a datetime index only. Null for those selected from the frequency. | |
| dropna_from_series | No | Whether to drop the training rows with missing values; false fails when the data has missing values and the estimator does not accept them. Machine learning forecasters only. Null for the rule. | |
| target_transformer | No | Scaler of the target: 'StandardScaler', or 'none' for no scaling. Machine learning forecasters only. Null for the rule. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| id | Yes | ||
| cost | No | ||
| kind | Yes | ||
| files | No | ||
| links | No | ||
| notices | No | ||
| summary | Yes | ||
| changeable | No | ||
| notices_omitted | No | ||
| values_included | No | ||
| summary_truncated | No |