ml_forecast
Builds a bagged ridge time-series forecaster from lag and rolling features, evaluates holdout accuracy against baseline models, and forecasts future periods, falling back to a linear forecast when supervised training fails.
Instructions
Fit a seeded machine-learning forecaster (bagged ridge on causal lag and rolling features), evaluate it on a temporal holdout against persistence/mean/linear baselines with RMSE/MAE/MAPE/R², and forecast future periods. Falls back to the deterministic linear forecast when supervised training is not viable. Read-only.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lags | No | ||
| seed | No | ||
| alpha | No | ||
| column | Yes | ||
| window | No | ||
| horizon | No | ||
| periods | No | ||
| file_path | Yes | ||
| sheet_name | Yes | ||
| n_estimators | No | ||
| test_fraction | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||