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I'm not even sure how you can get it to work on time series...
by istinetz 4y ago
I'm not even sure how you can get it to work on time series...
- bayan1234 4y agoCreate features for day of week, day of year, month of year, lagged values of y, lagged values of y for each period (eg: 1, 2, 3 weeks and years ago etc). You then predict forward 1 time step at a time.
- isoprophlex 4y agoCheck out my top level comment in this thread for a (hopefully clear) example. Sometimes you can rephrase a time series problem into boring classical regression. It can make the implementation and maintainability of a codebase better (IMHO), without sacrificing predictive power.