Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Future covariates #187

Open
CSharpDummy opened this issue Jun 19, 2023 · 1 comment
Open

Future covariates #187

CSharpDummy opened this issue Jun 19, 2023 · 1 comment

Comments

@CSharpDummy
Copy link

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

@winedarksea
Copy link
Owner

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

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants