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hi all i am following the nixtila mlforecast tutor...
# mlforecast
d
divas verma
09/19/2024, 3:00 PM
hi all i am following the nixtila mlforecast tutorial here and see that input dataset has multiple unique_id time series but only one model is trained. i had two questions • Is it possible to train separate models for each unique time series? • also does the library one handle this in
Hierarchical Series
example where we use ETS method which to my understanding can only be used for univariate time series?
https://nixtlaverse.nixtla.io/mlforecast/index.html
https://nixtlaverse.nixtla.io/hierarchicalforecast/examples/australiandomestictourism.html
j
José Morales
09/19/2024, 4:10 PM
mlforecast always trains a single global model. However, you can use sklearn models in statsforecast, which will train one per serie (
guide
)
d
divas verma
09/19/2024, 4:31 PM
got it thanks for clarifying 😄
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