dotnet / machinelearning

ML.NET is an open source and cross-platform machine learning framework for .NET.
https://dot.net/ml
MIT License
8.93k stars 1.86k forks source link

Autoregression with ml.net #6856

Open superichmann opened 9 months ago

superichmann commented 9 months ago

I have a use case which involves predicting using regression 10 days into the future. One day at a time. I need to use the predicted Score column from past predicted days as lagged inputs for the next day prediction. I cannot use predefined classes for the IDataView schema. I am using C#. I am using database. I tried to update the database with the values and then re SELECT but it can't handle the load.

Is there a way to do this with ml.net?

luisquintanilla commented 7 months ago

Hi @superichmann,

Here's a sample that might help.

https://github.com/dotnet/csharp-notebooks/blob/main/machine-learning/E2E-Forecasting%20using%20Autoregressive%20with%20Luna%20Dataset.ipynb