├── .gitattributes ├── .github ├── ISSUE_TEMPLATE │ ├── bug-report.yml │ ├── config.yml │ ├── documentation-issue.yml │ └── feature-request.yml ├── dependabot.yml ├── pull_request_template.md ├── release-drafter.yml └── workflows │ ├── build-docs.yaml │ ├── ci.yaml │ ├── lint.yaml │ ├── no-response.yaml │ ├── pytest.yml │ ├── release-drafter.yml │ └── release.yml ├── .gitignore ├── .gitmodules ├── .pre-commit-config.yaml ├── CODE_OF_CONDUCT.md ├── CONTRIBUTING.md ├── LICENSE ├── MANIFEST.in ├── Makefile ├── README.md ├── THIRD_PARTY_LICENSES.md ├── action_files ├── clean_nbs ├── lint └── remove_logs_cells ├── docs ├── mintlify │ ├── favicon.svg │ └── mint.json └── to_mdx.py ├── mlforecast ├── __init__.py ├── auto.py ├── callbacks.py ├── compat.py ├── core.py ├── distributed │ ├── __init__.py │ ├── forecast.py │ └── models │ │ ├── __init__.py │ │ ├── dask │ │ ├── __init__.py │ │ ├── lgb.py │ │ └── xgb.py │ │ ├── ray │ │ ├── __init__.py │ │ ├── lgb.py │ │ └── xgb.py │ │ └── spark │ │ ├── __init__.py │ │ ├── lgb.py │ │ └── xgb.py ├── feature_engineering.py ├── flavor.py ├── forecast.py ├── grouped_array.py ├── lag_transforms.py ├── lgb_cv.py ├── optimization.py ├── py.typed ├── target_transforms.py └── utils.py ├── nbs ├── .gitignore ├── _quarto.yml ├── docs │ ├── getting-started │ │ ├── end_to_end_walkthrough.ipynb │ │ ├── install.ipynb │ │ ├── quick_start_distributed.ipynb │ │ └── quick_start_local.ipynb │ ├── how-to-guides │ │ ├── analyzing_models.ipynb │ │ ├── cross_validation.ipynb │ │ ├── custom_date_features.ipynb │ │ ├── custom_training.ipynb │ │ ├── exogenous_features.ipynb │ │ ├── hyperparameter_optimization.ipynb │ │ ├── lag_transforms_guide.ipynb │ │ ├── mlflow.ipynb │ │ ├── one_model_per_horizon.ipynb │ │ ├── predict_callbacks.ipynb │ │ ├── predict_subset.ipynb │ │ ├── prediction_intervals.ipynb │ │ ├── sample_weights.ipynb │ │ ├── sklearn_pipelines.ipynb │ │ ├── target_transforms_guide.ipynb │ │ ├── training_with_numpy.ipynb │ │ ├── transfer_learning.ipynb │ │ └── transforming_exog.ipynb │ └── tutorials │ │ ├── electricity_load_forecasting.ipynb │ │ ├── electricity_peak_forecasting.ipynb │ │ └── prediction_intervals_in_forecasting_models.ipynb └── figs │ ├── cross_validation__predictions.png │ ├── cross_validation__series.png │ ├── electricity_peak_forecasting__eda.png │ ├── electricity_peak_forecasting__predicted_peak.png │ ├── end_to_end_walkthrough__cv.png │ ├── end_to_end_walkthrough__differences.png │ ├── end_to_end_walkthrough__eda.png │ ├── end_to_end_walkthrough__final_forecast.png │ ├── end_to_end_walkthrough__lgbcv.png │ ├── end_to_end_walkthrough__predictions.png │ ├── forecast__cross_validation.png │ ├── forecast__cross_validation_intervals.png │ ├── forecast__ercot.png │ ├── forecast__predict.png │ ├── forecast__predict_intervals.png │ ├── forecast__predict_intervals_window_size_1.png │ ├── index.png │ ├── load_forecasting__differences.png │ ├── load_forecasting__prediction_intervals.png │ ├── load_forecasting__predictions.png │ ├── load_forecasting__raw.png │ ├── load_forecasting__transformed.png │ ├── logo.png │ ├── prediction_intervals__eda.png │ ├── prediction_intervals__knn.png │ ├── prediction_intervals__lasso.png │ ├── prediction_intervals__lr.png │ ├── prediction_intervals__mlp.png │ ├── prediction_intervals__ridge.png │ ├── prediction_intervals_in_forecasting_models__autocorrelation.png │ ├── prediction_intervals_in_forecasting_models__eda.png │ ├── prediction_intervals_in_forecasting_models__plot_forecasting_intervals.png │ ├── prediction_intervals_in_forecasting_models__plot_residual_model.png │ ├── prediction_intervals_in_forecasting_models__plot_values.png │ ├── prediction_intervals_in_forecasting_models__seasonal_decompose_aditive.png │ ├── prediction_intervals_in_forecasting_models__seasonal_decompose_multiplicative.png │ ├── prediction_intervals_in_forecasting_models__train_test.png │ ├── quick_start_local__eda.png │ ├── quick_start_local__predictions.png │ 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