forecastxgb-r-package
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ellisp
An R package for time series models and forecasts with xgboost compatible with {forecast} S3 classes
It looks like you've already setup the coviates to feed into xgboost using lagged values of the timseries--a sensible approach. It could also make sense to included fixed effects for...
for example, here are the four different seasonal adjustment methods with differencing on: ``` model5
not sure how to do this because I don't know of a large scale testing suite of data equivalent to Mcomp with explanatory variables
We're reluctant to add this xgboost functionality to forecastHybrid until 1. this time series implementation has been proven to work in a wide variety of situations (eg against Mcomp and...