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Can data argumetn be multivariate? #10
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Currently, AutoTS() runs a single series at a time. You should supply a data.table with a date column and a target column (in that order), like the example in the help file. If you want to run through multiple series, create a loop and subset the data before each AutoTS() run. This works for me:
P.S. I keep the code in a single file because it's easier for me to develop that way. I understand it's more challenging to find specific code blocks that way and I'll be splitting them up eventually, when development slows down. |
I would like to add that I added in the functionality to remove all extraneous columns you may put in your data along with ensuring the ordering of columns are correct. |
Ok, it works now. Thanks. It would be to incorporate multivariate models in the future. |
You should check out AutoCatBoostCARMA(). It's a multivariate catboost forecasting function. It utilizes calendar, trend, and ARMA variables, and replicates an ARMA forecasting process. I tested it recently on some Walmart store / department data and was able to generate forecasts for 2660 store / dept's in about 15 minutes on GPU. You need to have your data in long format - that is, you need a date column, values column, and categorical columns such that, by filtering for a unique set of factor levels you will have an individual series. So basically, stacked data. |
I have just tried your package. I am not sure is data argument in AutoTS univariate time series or it can contain multiplie variables?
I tried with more than one variable, but I got final graph with two time series (instead of one, target variable).
EDIT: One more issue
I have following data:
When I tried to estimate model using AutoTS:
I got an error:
P. S. Why do you have R code in one file?
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