SDanciu
commented
4 years ago just info to help me analyze: Suppose we have to forecast the temperate, dew point, cloud percent, etc. for the next two months using data from the last two years. One possible method is to keep the data for the last two months aside and train the model on the remaining 22 months.
pietergobin
Multivariate regression https://medium.com/pew-research-center-decoded/using-fixed-and-random-effects-models-for-panel-data-in-python-a795865736ab Time series https://www.mathworks.com/discovery/time-series-regression.html https://www.analyticsvidhya.com/blog/2018/09/multivariate-time-series-guide-forecasting-modeling-python-codes/ https://www.mathworks.com/help/econ/examples/time-series-regression-i-linear-models.html https://www.kaggle.com/kashnitsky/topic-9-part-1-time-series-analysis-in-python Multivariate time series analysis http://www.eco.uc3m.es/~jgonzalo/teaching/TecnicasEconometricas/WooldridgeCh10-12.pdf https://analyticsindiamag.com/multivariate-time-series-analysis-for-data-science-rookies/ https://towardsdatascience.com/prediction-task-with-multivariate-timeseries-and-var-model-47003f629f9 https://blog.edugrad.com/forecasting-and-modeling-with-a-multivariate-time-series-in-python/ https://machinelearningmastery.com/how-to-develop-machine-learning-models-for-multivariate-multi-step-air-pollution-time-series-forecasting/ K-fold CV: https://towardsdatascience.com/machine-learning-algorithms-part-14-cross-validation-and-ridge-regression-example-in-python-2d9e0c4de875