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[ENH] forecast broadcaster for applying univariate forecasters to multivariate time series #3005

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TonyBagnall
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resolves #3004

draft version, will need to sort out testing

@TonyBagnall TonyBagnall added the forecasting Forecasting package label Aug 6, 2025
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I would have added the following labels to this PR based on the changes made: [ forecasting ], however some package labels are already present.

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@TonyBagnall TonyBagnall changed the title draft forecast broadcaster for multivariate [ENH ] forecast broadcaster for applying univariate forecasters to multivariate time series Aug 7, 2025
@MatthewMiddlehurst MatthewMiddlehurst changed the title [ENH ] forecast broadcaster for applying univariate forecasters to multivariate time series [ENH] forecast broadcaster for applying univariate forecasters to multivariate time series Aug 8, 2025
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Needs some tests IMO as we dont really have anything that does multivariate currently in forecasting. Possibly a more descriptive name.

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Needs some tests IMO as we dont really have anything that does multivariate currently in forecasting. Possibly a more descriptive name.

any ideas on the name? still draft, not written tests yet, need to decide on whether output polymorphism is an issue or not

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oh, not draft!

@TonyBagnall TonyBagnall marked this pull request as draft August 9, 2025 18:17
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Maybe just MultivariateBroadcastForecaster

@MatthewMiddlehurst MatthewMiddlehurst added the enhancement New feature, improvement request or other non-bug code enhancement label Aug 11, 2025
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[ENH] Forecaster broadcaster for multivariate forecasting
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