[ANN] MachineLearningForecast.jl: forecasting with any MLJ regressor

MachineLearningForecast.jl: Forecasting with any MLJ regressor I’m happy to share MachineLearningForecast.jl, a package for time-series forecasting that turns any MLJ Deterministic regressor into a forecaster. EvoTrees, XGBoost, LightGBM, random forests, linear models: nothing is hard-coded, so you bring the learner and the package handles the lag features, the recursion, and the backtesting. Two things it tries to get right. Features built from the target’s history can only see rows strictly b...