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# general
s
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v
We’ve been using granger forecastability tests to that end.
a
@Viet Yen Nguyen any specific library you found useful? or is it the one implemented in
statsmodel
library?
v
We use the one in statsmodel too. But it’s also not so difficult to implement one yourself to suit specific needs.
🙏 1
@Afiq Johari just out of curiosity: what kind of data are you working on?
a
I'm working on monthly time interval, mostly internal business data as my target and economics data as my features.
👍 2
m
me too. You working with very sparse/intermittent data?
p
Have you ever worked with Tsfresh? https://tsfresh.readthedocs.io/en/latest/ I've used it before for automatic feature extraction
a
@Mark for the time being, my data is not really sparse/intermittent
m
ah ok. @Phil good results with it?
p
It worked really well for my use case. I was training a metalearning model which predicted which timeseries forecasting model would give me the best MAPE forecast based on feature of the input timeseries. https://robjhyndman.com/papers/fforms.pdf
👍 3
m
@Monica Scott