can it be used for categorical data multivariate time series ?

[Sandy4321]

• ahead version:
• Python version:
• Operating System: windows

Description

can it be used for categorical data multivariate time series ?
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[Sandy4321]

can it be used for categorical data multivariate time series ?

[thierrymoudiki]

Hi @Sandy4321

I'm not sure that I understand "categorical data multivariate time series". What do you mean?

[thierrymoudiki]

@Sandy4321 Shall we close the issue?

[Sandy4321]

for exampel
F1 F2 F2 target
time1 q b c 67
time2 d b f 45
time3 a k u 12

[thierrymoudiki]

@Sandy4321 You can one-hot encode the categorical columns and use the R version's (ahead::dynrmf) arguments xreg_fit, xreg_predict. In Python, it's not possible yet.