airline_lgbm.py

from sktime.transformations.series.detrend import Deseasonalizer

def create_forecaster_w_desesonalizer(sp=12, degree=1):

    # creating forecaster with LightGBM
    regressor = lgb.LGBMRegressor()
    forecaster = TransformedTargetForecaster(
        [
            ("deseasonalize", Deseasonalizer(model="multiplicative", sp=sp)),
            ("detrend", Detrender(forecaster=PolynomialTrendForecaster(degree=degree))),
            (
                "forecast",
                make_reduction(regressor, window_length=12, strategy="recursive"),
            ),
        ]
    )

    return forecaster
    
forecaster = create_forecaster_w_desesonalizer()
param_grid = {"forecast__window_length": [6, 12, 18, 24, 30, 36]}

al_lgb_mae, al_lgb_mape = grid_serch_forecaster(
    al_train, al_test, forecaster, param_grid
)