Hi @Merlin. We just added a multivariate model based on graph neural networks (StemGNN) in NeuralForecast. We are preparing a tutorial on how to use it.
03/02/2023, 8:49 AM
Wow, thank you so much for all of your replies. This will certainly help me a lot!
For a start, I am developing a baseline with univariate ts. Would this methodology be correct (I have a background in ML but no real ts knowledge)?
I have 6 years' worth of data (24 h freq), and a 7-day target. So I would split 5 y -> training / 1y -> test. For the windows sampling, I was thinking to go for a 3 weeks input 1-week target scenario since I do not have any trend.
03/02/2023, 12:14 PM
Hi Merlin, If you are new to time series, I'd suggest you follow the examples in the documentation (that are great BTW).
I'd start with statsforecast and then move to other models available in mlforecast and neuralforecast.
Run then line by line and you will learn a lot. You will probably be able to adapt one of those examples to your data.