Module

pycaret.time_series

Time-series forecasting task — PyCaret 4.0.

PyCaret 4.0 is OOP-only; the 3.x functional API was removed.

The 3.x class name TSForecastingExperiment was renamed to the cleaner TimeSeriesExperiment in 4.0 to match the task's module name.

from pycaret.time_series import TimeSeriesExperiment
exp = TimeSeriesExperiment(fh=12, session_id=42).fit(y)
best = exp.compare_models().best
forecast = exp.predict_model(best).predictions