Pandula
04/06/2022, 8:47 AMCristian (Nixtla)
04/06/2022, 2:54 PMKin Gtz. Olivares
04/06/2022, 2:55 PMY_df
and exogenous data X_df
with columns unique_id, ds
Pandula
04/06/2022, 9:24 PMX_df
now, specially how to structure it. I guess unique_id
is used to differentiate between different series? If I keep the ds
and unique_id
columns plus all other exogenous vars in the X_df
, it would work right? (apologies for not trying it out and asking, it’s pretty late and I only saw this message now)
I scanned through the notebooks in /nbs
and saw examples, would they be the best source of documentation to refer to?one model will be used to forecast all ts)
does it mean the model act similar to VAR models or each ts is separately forecasted as univariate ts?Cristian (Nixtla)
04/06/2022, 9:29 PMPandula
04/07/2022, 6:18 AM