Recursive Forecasting with Machine Learning | Forecasting with Machine Learning

In this video, you will learn how to implement recursive forecasting using a LASSO regression model and the Python library skforecast. We'll discuss how to set up and fit the ForecasterAutoRegressor, create lag features, and evaluate model performance with an example. Skforecast is a fairly new open source Python library that will make your forecasting life much easier. So check it out, and let me know what you think in the comments. Want to learn more? Check out our course: https://www.trainindata.com/p/forecasting-with-machine-learning