Question: Does Orbit support multi-instance time-series data?

[tszumowski]

I understand from the README that Orbit supports multi-variate models, i.e multiple regressors. I was curious to know if it supports multi-instance. For example, consider the iclaims dataset in the readme. Can it take in multiple instances of that claims data, different data for say, each US state?

As a more concrete example, consider this OJ Sales Dataset. In this case, the data contains weekly sales of orange juice over 121 weeks. There are 3,991 stores included and three brands of orange juice per store so that 11,973 models can be trained. I understand one can train independent models for each of the stores. However, I was interested in knowing if Orbit can take in data from multiple stores to learn correlations between them.

[edwinnglabs]

Thank you for checking in. My understanding is you are asking whether orbit models can make forecast by taking the entire panel data as an input. This is currently not supported but we do consider it as part of the items in the future.