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How can I include past and future covariates in autots?
I like to use a historical training set and then apply it to different segments in the future. For example training stops on Sunday and forecast starts either Monday, Tuesday, Wednesday...
Thank you
The text was updated successfully, but these errors were encountered:
I am not quite sure I follow, but you have a few ways of passing in data like this. future_regressor handles data you will definitely know about the future. A covariate without known future can be reshaped like this with create_regressor
You can pass in covariates as multivariate data, and some models, multivariate models, will handle them.
It is definitely a bit confusing
How can I include past and future covariates in autots?
I like to use a historical training set and then apply it to different segments in the future. For example training stops on Sunday and forecast starts either Monday, Tuesday, Wednesday...
Thank you
The text was updated successfully, but these errors were encountered: