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#general
Title
# general
g

Grady Matthias Oktavian

05/02/2022, 9:01 AM
Is there a way to implement it in
mlforecast
? Thank you!
k

Kin Gtz. Olivares

05/02/2022, 2:09 PM
Hi @Grady Matthias Oktavian, You can forecast several series with a LGBM model, in fact that is one of the reasons machine learning and neural network forecasting has been doing really well in the forecasting competitions. Their ability to leverage shared information across time series with a single global model. jmoralez made an M5 example of the
mlforecast
library, you may want to create a discussion or issue to reach him.