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本文介绍了如何使用sktime库进行时间序列预测模型的超参数调优，特别是针对KNN回归器。通过 ForecastingGridSearchCV 进行交叉验证网格搜索，寻找最优模型参数。同时，文章讨论了如何结合外生变量和EnsembleForecaster进行多元时间序列建模，利用exog变量增强预测能力。最后，比较了EnsembleForecaster和AutoEnsembleForecaster的表现，强调了模型选择和参数优化的重要性。
ts12_Multi-step Forecast_sktime_bold_Linear Regress_sMAPE MASE_warn_plotly acf vlines_season_summary : ts12_Multi-step Forecast_sktime_bold_Linear Regress_sMAPE MASE_warn_plotly acf vlines_season_summary_LIQING LIN的博客-CSDN博客
Optimizing a forecasting model with hyperparameter tuning
You trained different regression models using default parameter values in the previous recipe. A common term for such parameters is hyperparameters, as these are not learned by the model but instead supplied by the user, influencing the model's architecture and behavior.
In this recipe, you will examine how you can fin
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