Comments (2)
Hi Satya,
To answer Q1:
Silverkite model accommodates both regular regressors and lagged regressors.
We have implemented a feature which creates "lagged regressors" and use that in the model. However that feature is NOT available in this release and should become available in the next one.
Please note that the current release does support regular regressors, in which case the values of those regressors are to be available in the future (as opposed to lagged regressors.)
Reza
from greykite.
Hi Satya,
To answer Q2:
The reconcile method imposes additive constraints (not necessarily hierarchical) on a set of forecasts, in a way that hopefully preserves or even improves forecast quality. It's a newer feature so we don't have a tutorial yet, but you are welcome to try it out. Our docstrings are fairly comprehensive, and you can check test cases for examples.
Albert
from greykite.
Related Issues (20)
- problems with additional regressors in low-level template HOT 1
- Different Precision Causes IndexError HOT 2
- pip3 install fail, osqp HOT 3
- Does multi-stage forecasting supports weekly aggregation as-well HOT 4
- Greykite Forecaster Model is Unpickle-able HOT 7
- Multivariate Support
- How to extract future trend? HOT 1
- support python 3.10 HOT 5
- No seasonal terms are included with seasonality options set to 'auto' with monthly data
- Forecasts appear too smooth for dataset original variability HOT 1
- can t set time col in metadata HOT 1
- Parallel execution on Spark, HOT 2
- ResourceWarning: Unclosed file... messages when deserializing a model. HOT 1
- The default performance of greykite silverkite is far worse than default prophet HOT 3
- Enforcing positive output, or how to tell the model not to produce negative results HOT 1
- Regressors Already Forecastd, No Lag Needed. But, getting AttributeError: 'dict' object has no attribute 'lagged_regressors' HOT 7
- Greykite feature scaling HOT 6
- Support for pandas 1.3 HOT 2
- Training the model on all data after benchmarking HOT 2
- regularization_strength Default value HOT 1
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from greykite.