flexmeasures.data.models.forecasting.custom_models.lgbm_model

Classes

class flexmeasures.data.models.forecasting.custom_models.lgbm_model.CustomLGBM(max_forecast_horizon=48, probabilistic=True, models_params=None, auto_regressive=True, use_past_covariates=False, use_future_covariates=False)

Multi-horizon forecasting model using LightGBM.

This class implements a forecasting model that utilizes LightGBM (LGBM) for multi-horizon forecasting. It inherits from BaseModel and is designed to forecast multiple horizons into the future based on the provided maximum forecast horizon.

Attributes:

max_forecast_horizon (int): The maximum number of hours into the future for forecasting. probabilistic (bool): Flag indicating whether the model is probabilistic. models (List): List to hold multiple LGBM models.

__init__(max_forecast_horizon=48, probabilistic=True, models_params=None, auto_regressive=True, use_past_covariates=False, use_future_covariates=False)

_setup() → None

Set up the model. This method should be implemented by subclasses to perform any additional initialization or configuration specific to the model.