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Future regressor data about greykite HOT 3 CLOSED

linkedin avatar linkedin commented on June 22, 2024
Future regressor data

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Comments (3)

al-bert avatar al-bert commented on June 22, 2024 2

Could you share what your dataframe looks like? It should include future values for the regressors (but not for the variable you want to forecast).

Relevant docs:

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bash-j avatar bash-j commented on June 22, 2024 1

Thanks for pointing me in the right direction. I missed that the df had to contain future dates with no values populated for the target value. I used this code to extend my original data and it then was able to run the forecaster.

future = pd.DataFrame({'ds': pd.date_range(start=(data['ds'].max() + timedelta(weeks=1)),
                                           end=(data['ds'].max() + timedelta(weeks=52)),
                                           freq='W')})
future['a'] = data['a'].iloc[-1]
future['b'] = data['b'].iloc[-1]
future['c'] = 0

data = pd.concat([data, future], ignore_index=True)

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al-bert avatar al-bert commented on June 22, 2024 1

Great to hear! I know this is simplified code, but it's worth noting that you may opt to forecast 'a' and 'b' (using greykite, or any other method) first and use those as inputs to forecast 'c'.

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