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Implemening regressors

Open Petrified799 opened this issue 1 year ago • 3 comments

Hi guys, I have a dataframe that has lagged columns of the target value and SMA columns along with year,date,month, WoW etc.. Is there a way in Greykite to accomadate those lagged and SMA columns? Please do let me know if there's anything. Thanks in advance

Petrified799 avatar Apr 24 '23 13:04 Petrified799

Hi! Do you mean that you have these columns ready and want to use them as regressors? You can specify them as extra_pred_cols in the custom parameter. Please read the document here for more details. Thanks!

amyfei2015 avatar Apr 28 '23 20:04 amyfei2015

Thank you for the reply.

Yes, my original dataset does contain these features already.

Also, I wanted to know regarding training the model and predicting the test data. After which I would like to predict future values? Is there a way to do this ?

Petrified799 avatar May 15 '23 05:05 Petrified799

Hi! To forecast for future values, you can set forecast horizon to a desired number, and the forecasted values will be stored in result.forecast(more details here.) You can also use the stored model to predict for future timepoints, there's instructions on the same page. Let me know if you have more specific question on this, thanks!

amyfei2015 avatar May 18 '23 01:05 amyfei2015