LLM Driven AutoForecasting with Sktime’s `craft()`
A new approach integrates Large Language Models (LLMs) with the sktime library to automate time series forecasting pipeline selection. This method, dubbed `LLMBlueprintForecaster`, uses an LLM to generate Python constructor strings for sktime estimators. The `craft()` function within sktime then interprets these strings to build and evaluate forecasting pipelines iteratively, aiming to find the optimal model without extensive manual tuning. AI
IMPACT This method could streamline the process of building accurate time series forecasting models by leveraging LLMs to automate pipeline selection.