Manuel Chabier Escolá Pérez
07/16/2023, 4:58 PMCristian (Nixtla)
07/16/2023, 5:47 PMX_1
and X_2
.
2. At a timestamp t
you have previous values and forecasts for both variables.
3. The values of the variables update, so at t
the value of t+2
for variable X_1
is A. But then, at t+1
you update the previous value (still in the future, now one timestamp ahead), to A'.
Is this setting correct?historic
and future
. For the former, the model to make a forecast at t
can only access historic values <=t
, and for the later it can use both historic and future values, up to t+horizon
. In this case both variables should be future
values, so models can access the forecasts.X_1
done at timestamp t" (so taking values A in your diagram and so on).Y_df
and futr_df
, and then calling the predict
method.Manuel Chabier Escolá Pérez
07/16/2023, 6:34 PMX_1
done at timestamp t"), but I wanted to make sure that there was not another approach. However, I had not thought about the loop for the testing set, and that is a very simple but great idea! I will try it. Thank you very much!