Forecast Holidays

Open oguchihy opened this issue 3 years ago • 2 comments

Holidays need to be accounted for in the forecast; not just as a regressor in training. For example, a forecast for Christmas Day 2022 should be zero if Christmas is an observed holiday

Sep 14 '22 15:09 oguchihy

Holidays need to be accounted for in the forecast; not just as a regressor in training. For example, a forecast for Christmas Day 2022 should be zero if Christmas is an observed holiday

I disagree. I can think of several scenario's where a forecast would spike on days marked as holiday. You can always do some post processing on your forecasts, if you need Christmas Day to be zero.

Sep 14 '22 17:09 LeoTimmermans

I disagree as well, Christmas say at a Chinese Restaurant in NY is going to be very busy.

Sep 15 '22 01:09 spsanderson