A Skforecast fork that makes it possible to use and optimise Sktime transformers within Skforecast

Python functions to calculate macroaveraged MAE and RMSE for ordinal classification.

A Python function to calculate the Directional Accuracy Score and Pesaran-Timmermann statistic.

An example applying MajorClust to build semantic clusters of words. The MajorClust code with scikit-learn API can be found here.