Metadata-Version: 2.4
Name: forecast-combo
Version: 0.1.1
Summary: A package for Forecast Combination
Author-email: Filippo Busetto <Filippo.Busetto@bankofengland.co.uk>, Paul Labonne <Paul.Labonne@bankofengland.co.uk>, James McConachie <James.McConachie@bankofengland.co.uk>, Roshni Tara <Roshni.Tara@bankofengland.co.uk>
Maintainer-email: Paul Labonne <paul.labonne@bankofengland.co.uk>, Filippo Busetto <Filippo.Busetto@bankofengland.co.uk>, James McConachie <James.McConachie@bankofengland.co.uk>
License: MIT License
        
        Copyright (c) 2026 Bank of England
        
        Permission is hereby granted, free of charge, to any person obtaining a copy
        of this software and associated documentation files (the "Software"), to deal
        in the Software without restriction, including without limitation the rights
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Project-URL: Homepage, https://github.com/bank-of-england/forecast-combo
Project-URL: Issues, https://github.com/bank-of-england/forecast-combo/issues
Keywords: forecasting,forecast combination,econometrics,time series
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Science/Research
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3 :: Only
Requires-Python: >=3.10
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: forecast_evaluation>=0.1.13
Requires-Dist: jax
Requires-Dist: pandas
Requires-Dist: tqdm
Requires-Dist: numpy
Requires-Dist: scipy
Provides-Extra: plots
Requires-Dist: matplotlib; extra == "plots"
Provides-Extra: dashboard
Requires-Dist: matplotlib; extra == "dashboard"
Requires-Dist: shiny; extra == "dashboard"
Provides-Extra: dev
Requires-Dist: matplotlib; extra == "dev"
Requires-Dist: pre_commit; extra == "dev"
Requires-Dist: pydoclint; extra == "dev"
Requires-Dist: pytest; extra == "dev"
Requires-Dist: pytest-xdist; extra == "dev"
Requires-Dist: pytest-cov; extra == "dev"
Requires-Dist: ruff; extra == "dev"
Requires-Dist: build; extra == "dev"
Requires-Dist: shiny; extra == "dev"
Requires-Dist: syrupy; extra == "dev"
Provides-Extra: docs
Requires-Dist: mkdocstrings[python]; extra == "docs"
Requires-Dist: zensical; extra == "docs"
Dynamic: license-file

# Forecast Combination Package

A Python package for combining forecasts.


## Installation

Python 3.10 or newer is required.

### Install from PyPI
```sh
pip install forecast-combo[dashboard]
# Omit the extra when you need only the core package.
```

### Install the development version
```sh
git clone https://github.com/bank-of-england/forecast-combo.git
cd forecast-combo
pip install -e .
```

## Quick Start
```python
import forecast_evaluation as fe
import forecast_combo as fc

# Load the FER dataset.
forecast_data = fe.ForecastData(load_fer=True)

# Create the combiner.
combo = fc.ForecastCombo(forecast_data=forecast_data)

# Fit two combination methods.
combo.fit(
    sources=["mpr", "baseline ar(p) model"],
    variables=["gdpkp", "cpisa"],
    method=["average", "least_squares"],
    training_start="2020-01-01",
)

# Start the forecast evaluation dashboard.
combo.run_forecast_dashboard()
```

## Data Classification
Bank of England Data Classification: OFFICIAL BLUE
