Defining the forecasting pipeline
Now you'll define the forecasting model and parameters for the MLForecast pipeline. This step prepares the model configuration that will be used for time series forecasting in the pipeline.
This exercise is part of the course
Designing Forecasting Pipelines for Production
Exercise instructions
- Import
LGBMRegressorfromlightgbm. - Instantiate a
LGBMRegressormodel with100estimators and a learning rate of0.05. - Create a dictionary named
paramsthat includes the frequency ("h"), lags (1-24), and date features ("month","day","dayofweek","week", and"hour").
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Import LGBMRegressor from lightgbm
from lightgbm import LGBMRegressor
# Instantiate the model
model = ____(____=____, ____=____)
# Set the model parameters
params = {
"freq": ____,
"lags": list(range(____, ____)),
"date_features": ["month", ____, ____, ____, "hour"]
}