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Future covariates

Open CSharpDummy opened this issue 1 year ago • 1 comments

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

CSharpDummy avatar Jun 19 '23 22:06 CSharpDummy

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

winedarksea avatar Jun 20 '23 02:06 winedarksea