3 ms·
Does it apply any kind of persistence/memory on the instantaneous exogenous variables you feed it? E.g. if you feed it the exogenous variable of "temperature ri
by fighterpilot 5y ago
Does it apply any kind of persistence/memory on the instantaneous exogenous variables you feed it? E.g. if you feed it the exogenous variable of "temperature right now", is it able to create a new exogenous feature "average temperature over the last three time steps"?
- em500 5y agoNo, you have to handcraft all (transformations) of exogenous features. But since it's really all linear regression, that's usually reasonably straightforward.
- deleted 5y ago[deleted]