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

Arsenal

classification::kernel_based

MatthewMiddlehurst & kachayev

AutoARIMA

forecasting

Markus Löning & Hongyi Yang

AutoCorrelationTransformer

transformations::series

Afzal Ansari

AutoETS

forecasting

Hongyi Yang

AutoEnsembleForecaster

forecasting::compose

mloning, GuzalBulatova, aiwalter & RNKuhns

BATS

forecasting

Martin Walter

BOSSEnsemble

classification::dictionary_based

Matthew Middlehurst

BoxCoxTransformer

transformations::series

Markus Löning

CanonicalIntervalForest

classification::interval_based

MatthewMiddlehurst

Catch22

transformations::panel

Matthew Middlehurst

Catch22Classifier

classification::feature_based

Matthew Middlehurst & RavenRudi

Catch22ForestClassifier

classification::hybrid

Matthew Middlehurst

ColumnConcatenator

transformations::panel

Markus Löning & Sajay Ganesh

ColumnEnsembleClassifier

classification::compose

Aaron Bostrom

ColumnEnsembleForecaster

forecasting::compose

GuzalBulatova & mloning

ColumnTransformer

transformations::panel

Markus Löning & Sajay Ganesh

ColumnwiseTransformer

transformations::series

aiwalter & SveaMeyer13

ComposableTimeSeriesForestClassifier

classification::compose

Markus Löning & Ayushmaan Seth

ComposableTimeSeriesForestRegressor

regression::compose

Markus Löning & Ayushmaan Seth

ConditionalDeseasonalizer

transformations::series::detrend

mloning

ContractableBOSS

classification::dictionary_based

MatthewMiddlehurst & BINAYKUMAR943

ContractedShapeletTransform

transformations::panel

Jason Lines & David Guijo

CosineTransformer

transformations::series

Afzal Ansari

Croston

forecasting

no author info

DWTTransformer

transformations::panel

Vincent Nicholson

DerivativeSlopeTransformer

transformations::panel::summarize

no author info

Deseasonalizer

transformations::series::detrend

mloning

Detrender

transformations::series::detrend

mloning & SveaMeyer13

Differencer

transformations::series

Ryan Kuhns

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

DrCIF

classification::interval_based

MatthewMiddlehurst

ElasticEnsemble

classification::distance_based

Jason Lines

EnsembleForecaster

forecasting::compose

mloning, GuzalBulatova, aiwalter & RNKuhns

ExponentTransformer

transformations::series

Ryan Kuhns

ExponentialSmoothing

forecasting

mloning & big-o

FeatureSelection

transformations::series

aiwalter

FeatureUnion

series_as_features::compose

Markus Löning

FittedParamExtractor

transformations::panel::summarize

no author info

ForecastingGridSearchCV

forecasting::model_selection

mloning

ForecastingPipeline

forecasting::compose

mloning & aiwalter

ForecastingRandomizedSearchCV

forecasting::model_selection

mloning

HCrystalBallForecaster

forecasting

no author info

HIVECOTEV1

classification::hybrid

Matthew Middlehurst

HIVECOTEV2

classification::hybrid

Matthew Middlehurst

HOG1DTransformer

transformations::panel

no author info

HampelFilter

transformations::series

Martin Walter

Imputer

transformations::series

Martin Walter

IndividualBOSS

classification::dictionary_based

Matthew Middlehurst

IndividualTDE

classification::dictionary_based

MatthewMiddlehurst

IntervalSegmenter

transformations::panel

no author info

KNeighborsTimeSeriesClassifier

classification::distance_based

Jason Lines & TonyBagnall

LogTransformer

transformations::series

Markus Löning

MUSE

classification::dictionary_based

patrickzib & BINAYKUMAR943

MatrixProfile

transformations::panel

no author info

MatrixProfileClassifier

classification::feature_based

Matthew Middlehurst

MatrixProfileTransformer

transformations::series

Markus Löning

MeanTransformer

transformations::series

Markus Löning

MiniRocket

transformations::panel::rocket

Angus Dempster

MiniRocketMultivariate

transformations::panel::rocket

Angus Dempster

MrSEQLClassifier

classification::shapelet_based::mrseql

Thach Le Nguyen

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

NaiveForecaster

forecasting

mloning, Piyush Gade, Flix6x & aiwalter

OnlineEnsembleForecaster

forecasting::online_learning

magittan, mloning

OptionalPassthrough

transformations::series

aiwalter & SveaMeyer13

PAA

transformations::panel::dictionary_based

Matthew Middlehurst

PCATransformer

transformations::panel

Patrick Rockenschaub

PaddingTransformer

transformations::panel

Aaron Bostrom

PartialAutoCorrelationTransformer

transformations::series

Afzal Ansari

PlateauFinder

transformations::panel::summarize

no author info

PolynomialTrendForecaster

forecasting

Anthony Jancso & mloning

Prophet

forecasting

Martin Walter

ProximityForest

classification::distance_based

George Oastler

ProximityStump

classification::distance_based

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

ProximityTree

classification::distance_based

George Oastler

PyODAnnotator

annotation::adapters

mloning, satya-pattnaik & fkiraly

ROCKETClassifier

classification::kernel_based

MatthewMiddlehurst & victordremov

RandomIntervalFeatureExtractor

transformations::panel::summarize

no author info

RandomIntervalSegmenter

transformations::panel

no author info

RandomIntervalSpectralForest

classification::interval_based

Tony Bagnall & Yi-Xuan Xu

RandomShapeletTransform

transformations::panel

MatthewMiddlehurst, jasonlines & dguijo

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

Rocket

transformations::panel::rocket

Angus Dempster

SAX

transformations::panel::dictionary_based

Matthew Middlehurst

SFA

transformations::panel::dictionary_based

Matthew Middlehurst & Patrick Schäfer

ScipyDist

dists_kernels

fkiraly

SeriesToPrimitivesRowTransformer

transformations::panel

Markus Löning & Sajay Ganesh

SeriesToSeriesRowTransformer

transformations::panel

Markus Löning & Sajay Ganesh

ShapeDTW

classification::distance_based

Vincent Nicholson

ShapeletTransform

transformations::panel

Jason Lines & David Guijo

ShapeletTransformClassifier

classification::shapelet_based

TonyBagnall & MatthewMiddlehurst

SignatureClassifier

classification::signature_based

no author info

SignatureClassifier

classification::feature_based

no author info

SignatureTransformer

transformations::panel::signature_based

no author info

SlidingWindowSegmenter

transformations::panel

no author info

SlopeTransformer

transformations::panel

no author info

SqrtTransformer

transformations::series

Ryan Kuhns

StackingForecaster

forecasting::compose

mloning

SupervisedTimeSeriesForest

classification::interval_based

Matthew Middlehurst

TBATS

forecasting

Martin Walter

TSFreshClassifier

classification::feature_based

Matthew Middlehurst

TSFreshFeatureExtractor

transformations::panel

Ayushmaan Seth, Markus Löning & Alwin Wang

TSFreshRelevantFeatureExtractor

transformations::panel

Ayushmaan Seth, Markus Löning & Alwin Wang

TSInterpolator

transformations::panel

no author info

TabularToSeriesAdaptor

transformations::series

mloning

Tabularizer

transformations::panel

Markus Löning

TemporalDictionaryEnsemble

classification::dictionary_based

MatthewMiddlehurst

ThetaForecaster

forecasting

big-o & mloning

ThetaLinesTransformer

transformations::series

GuzalBulatova & mloning

TimeSeriesForestClassifier

classification::interval_based

Tony Bagnall, kkoziara, luiszugasti & kanand77

TimeSeriesForestRegressor

regression::interval_based

Tony Bagnall, kkoziara, luiszugasti, kanand77 & Markus Löning

TimeSeriesKMeans

clustering

chrisholder & TonyBagnall

TimeSeriesKMedoids

clustering

Christopher Holder & Tony Bagnall

TransformedTargetForecaster

forecasting::compose

mloning & aiwalter

TrendForecaster

forecasting

Anthony Jancso & mloning

TruncationTransformer

transformations::panel

Aaron Bostrom

UnobservedComponents

forecasting

juanitorduz

VAR

forecasting

thayeylolu & aiwalter

WEASEL

classification::dictionary_based

Patrick Schäfer & Arik Ermshaus