09/21/2023, 6:14 PM
My understanding is that forecasts can become erratic when too many exogenous variables are introduced. Does anyone have data on what the upper limit of exogenous variables is?
09/23/2023, 1:00 PM
we're successfully training with thousands of exogenous variables (lagged and future) without issue
if the model output is erratic, it's almost certainly your training + optimization process
09/23/2023, 6:39 PM
Got it. Thanks Chris!