Estimator Overview#

The table below gives an overview of all estimators in sktime.


Class Name

Estimator Type

Authors

ARIMA

forecasting

Markus Löning & Hongyi Yang

AggrDist

dists_kernels

fkiraly

Aggregator

transformations::hierarchical

ciaran-g

AlignerDTW

alignment

fkiraly

AlignerDTWfromDist

alignment

fkiraly

Arsenal

classification::kernel_based

MatthewMiddlehurst & kachayev

AutoARIMA

forecasting

Markus Löning & Hongyi Yang

AutoCorrelationTransformer

transformations::series

afzal442

AutoETS

forecasting

hyang1996

AutoEnsembleForecaster

forecasting::compose

mloning, GuzalBulatova, aiwalter & RNKuhns

BATS

forecasting

Martin Walter

BOSSEnsemble

classification::dictionary_based

MatthewMiddlehurst

BoxCoxTransformer

transformations::series

mloning, aiwalter, fkiraly

CanonicalIntervalForest

classification::interval_based

MatthewMiddlehurst

Catch22

transformations::panel

MatthewMiddlehurst

Catch22Classifier

classification::feature_based

MatthewMiddlehurst & RavenRudi

ClaSPSegmentation

annotation

ermshaua & patrickzib

ClaSPTransformer

transformations::series

ermshaua & patrickzib

ClassifierPipeline

classification::compose

fkiraly

ColumnConcatenator

transformations::panel

mloning & sajaysurya

ColumnEnsembleClassifier

classification::compose

abostrom

ColumnEnsembleForecaster

forecasting::compose

GuzalBulatova & mloning

ColumnTransformer

transformations::panel

mloning & sajaysurya

ColumnwiseTransformer

transformations::series

aiwalter & SveaMeyer13

ComposableTimeSeriesForestClassifier

classification::compose

mloning & Ayushmaan Seth

ConditionalDeseasonalizer

transformations::series::detrend

mloning, eyalshafran & aiwalter

ContractableBOSS

classification::dictionary_based

MatthewMiddlehurst & BINAYKUMAR943

CosineTransformer

transformations::series

afzal442

Croston

forecasting

no author info

DWTTransformer

transformations::panel

Vincent Nicholson

DateTimeFeatures

transformations::series

danbartl

DerivativeSlopeTransformer

transformations::panel::summarize

mloning

Deseasonalizer

transformations::series::detrend

mloning, eyalshafran & aiwalter

Detrender

transformations::series::detrend

mloning & SveaMeyer13

Differencer

transformations::series

RNKuhns

DirRecTabularRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

DirRecTimeSeriesRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

DirectTabularRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

DirectTimeSeriesRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

DistFromAligner

dists_kernels

fkiraly

DrCIF

classification::interval_based

MatthewMiddlehurst

DtwDist

dists_kernels

fkiraly

ElasticEnsemble

classification::distance_based

jasonlines & TonyBagnall

EnsembleForecaster

forecasting::compose

mloning, GuzalBulatova, aiwalter & RNKuhns

ExponentTransformer

transformations::series

Ryan Kuhns

ExponentialSmoothing

forecasting

mloning & big-o

FeatureSelection

transformations::series

aiwalter

FeatureUnion

transformations

fkiraly & mloning

FitInTransform

transformations

fkiraly & mloning

FittedParamExtractor

transformations::panel::summarize

mloning

ForecastingGridSearchCV

forecasting::model_selection

mloning

ForecastingPipeline

forecasting::compose

mloning & aiwalter

ForecastingRandomizedSearchCV

forecasting::model_selection

mloning

FreshPRINCE

classification::feature_based

MatthewMiddlehurst

FunctionTransformer

transformations::series

BoukePostma

HCrystalBallForecaster

forecasting

no author info

HIVECOTEV1

classification::hybrid

MatthewMiddlehurst

HIVECOTEV2

classification::hybrid

MatthewMiddlehurst

HOG1DTransformer

transformations::panel

no author info

HampelFilter

transformations::series

aiwalter

Imputer

transformations::series

aiwalter

IndividualBOSS

classification::dictionary_based

MatthewMiddlehurst

IndividualTDE

classification::dictionary_based

MatthewMiddlehurst

IntervalSegmenter

transformations::panel

no author info

InvertAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

KNeighborsTimeSeriesClassifier

classification::distance_based

jasonlines, TonyBagnall & chrisholder

LogTransformer

transformations::series

mloning, aiwalter, fkiraly

MUSE

classification::dictionary_based

patrickzib & BINAYKUMAR943

MatrixProfile

transformations::panel

Claudia Rincon Sanchez

MatrixProfileClassifier

classification::feature_based

MatthewMiddlehurst

MatrixProfileTransformer

transformations::series

mloning

MiniRocket

transformations::panel::rocket

angus924

MiniRocketMultivariate

transformations::panel::rocket

angus924

MovingBlockBootstrapTransformer

transformations::bootstrap

ltsaprounis

MultiRocket

transformations::panel::rocket

no author info

MultiRocketMultivariate

transformations::panel::rocket

no author info

MultioutputTabularRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

MultioutputTimeSeriesRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

MultiplexForecaster

forecasting::compose

kkoralturk, aiwalter, fkiraly & miraep8

NaiveForecaster

forecasting

mloning, Piyush Gade, Flix6x, aiwalter & IlyasMoutawwakil

NaiveVariance

forecasting

mloning, Piyush Gade, Flix6x, aiwalter & IlyasMoutawwakil

OnlineEnsembleForecaster

forecasting::online_learning

magittan, mloning

OptionalPassthrough

transformations::series

aiwalter & SveaMeyer13

PAA

transformations::panel::dictionary_based

Matthew Middlehurst

PCATransformer

transformations::panel

prockenschaub & fkiraly

PaddingTransformer

transformations::panel

abostrom

PartialAutoCorrelationTransformer

transformations::series

afzal442

PlateauFinder

transformations::panel::summarize

mloning

PolynomialTrendForecaster

forecasting

Anthony Jancso, mloning & aiwalter

ProbabilityThresholdEarlyClassifier

classification::early_classification

MatthewMiddlehurst

Prophet

forecasting

aiwalter

ProximityForest

classification::distance_based

goastler

ProximityStump

classification::distance_based

George Oastler (linkedin.com/goastler; github.com/goastler)

ProximityTree

classification::distance_based

goastler

PyODAnnotator

annotation::adapters

mloning, satya-pattnaik & fkiraly

RandomIntervalClassifier

classification::feature_based

MatthewMiddlehurst

RandomIntervalFeatureExtractor

transformations::panel::summarize

mloning

RandomIntervalSegmenter

transformations::panel

no author info

RandomIntervalSpectralEnsemble

classification::interval_based

TonyBagnall

RandomIntervals

transformations::panel

MatthewMiddlehurst

RandomSamplesAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

RandomShapeletTransform

transformations::panel

MatthewMiddlehurst, jasonlines & dguijo

Reconciler

transformations::hierarchical

ciaran-g, eenticott-shell & k1m190r

RecursiveTabularRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

RecursiveTimeSeriesRegressionForecaster

forecasting::compose

Ayushmaan Seth, Kavin Anand, Luis Zugasti, Lovkush Agarwal & Markus Löning

ReverseAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

Rocket

transformations::panel::rocket

angus924

RocketClassifier

classification::kernel_based

MatthewMiddlehurst & victordremov

SARIMAX

forecasting

TNTran92

SAX

transformations::panel::dictionary_based

Matthew Middlehurst

SFA

transformations::panel::dictionary_based

Matthew Middlehurst & Patrick Schäfer

STLBootstrapTransformer

transformations::bootstrap

ltsaprounis

STLForecaster

forecasting

Anthony Jancso, mloning & aiwalter

STLTransformer

transformations::series::detrend

mloning, eyalshafran & aiwalter

ScaledLogitTransformer

transformations::series

ltsaprounis

ScipyDist

dists_kernels

fkiraly

SeriesToPrimitivesRowTransformer

transformations::panel

mloning & sajaysurya

SeriesToSeriesRowTransformer

transformations::panel

mloning & sajaysurya

ShapeDTW

classification::distance_based

vincent-nich12

ShapeletTransformClassifier

classification::shapelet_based

TonyBagnall & MatthewMiddlehurst

SignatureClassifier

classification::feature_based

no author info

SignatureTransformer

transformations::panel::signature_based

no author info

SlidingWindowSegmenter

transformations::panel

no author info

SlopeTransformer

transformations::panel

mloning

SqrtTransformer

transformations::series

Ryan Kuhns

StackingForecaster

forecasting::compose

mloning & fkiraly

StatsForecastAutoARIMA

forecasting

FedericoGarza

SummaryClassifier

classification::feature_based

MatthewMiddlehurst

SummaryTransformer

transformations::series

mloning, RNKuhns, danbartl & grzegorzrut

SupervisedTimeSeriesForest

classification::interval_based

Matthew Middlehurst

TBATS

forecasting

Martin Walter

TEASER

classification::early_classification

MatthewMiddlehurst & patrickzib

TSFreshClassifier

classification::feature_based

MatthewMiddlehurst

TSFreshFeatureExtractor

transformations::panel

Ayushmaan Seth, Markus Löning & Alwin Wang

TSFreshRelevantFeatureExtractor

transformations::panel

Ayushmaan Seth, Markus Löning & Alwin Wang

TSInterpolator

transformations::panel

mloning

TabularToSeriesAdaptor

transformations::series

mloning

Tabularizer

transformations::panel

mloning & fkiraly

TemporalDictionaryEnsemble

classification::dictionary_based

MatthewMiddlehurst

ThetaForecaster

forecasting

big-o, mloning, kejsitake & fkiraly

ThetaLinesTransformer

transformations::series

GuzalBulatova & mloning

TimeSeriesForestClassifier

classification::interval_based

kkoziara, luiszugasti & kanand77

TimeSeriesForestRegressor

regression::interval_based

Tony Bagnall, kkoziara, luiszugasti, kanand77 & Markus Löning

TimeSeriesKMeans

clustering

chrisholder & TonyBagnall

TimeSeriesKMedoids

clustering

chrisholder & TonyBagnall

TimeSeriesKShapes

clustering

no author info

TimeSeriesKernelKMeans

clustering

no author info

TransformedTargetForecaster

forecasting::compose

mloning & aiwalter

TransformerPipeline

transformations

fkiraly & mloning

TrendForecaster

forecasting

Anthony Jancso, mloning & aiwalter

TruncationTransformer

transformations::panel

abostrom

UnobservedComponents

forecasting

juanitorduz

UpdateRefitsEvery

forecasting::stream

fkiraly

VAR

forecasting

thayeylolu & aiwalter

WEASEL

classification::dictionary_based

patrickzib & Arik Ermshaus

WhiteNoiseAugmenter

transformations::series

MrPr3ntice, MFehsenfeld & iljamaurer

WindowSummarizer

transformations::series

mloning, RNKuhns, danbartl & grzegorzrut