Skforecast is a Python library for time series forecasting using machine learning models.
Skforecast works with any regressor compatible with the scikit-learn API, including popular options like LightGBM, XGBoost, CatBoost, Keras, and many others.
skforecast shines with probabilistic forecasting.
When trying to anticipate future values, most forecasting models try to predict what will be the most likely value.