6–9 Jul 2026
Europe/Warsaw timezone

mlr3forecast: Extending mlr3 to time series forecasting

7 Jul 2026, 10:50
20m
Talks (15-20 minutes) Talks

Speaker

Maximilian Mücke (LMU Munich)

Description

mlr3forecast extends the mlr3 ecosystem to support time series forecasting workflows. It introduces a dedicated forecasting task class and resampling strategies that respect temporal ordering, enabling forecasting models to be benchmarked, tuned, and combined in a systematic way. Learners wrapping established forecasting methods such as ARIMA and ETS can be used alongside any mlr3 learner adapted to forecasting tasks, enabling hyperparameter tuning with mlr3tuning, preprocessing pipelines with mlr3pipelines, and benchmarking within a single consistent interface. In this talk, we will give an overview of mlr3forecast's design and key features and demonstrate its application in practical forecasting and benchmarking scenarios. https://github.com/mlr-org/mlr3forecast

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Keywords: Please list up to 5 keywords to help us find the right session for your contribution. time series, machine learning, package development, mlr3
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Author

Maximilian Mücke (LMU Munich)

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