Open volcanomao opened 2 months ago
It's caused by the covariate handling. What the function does under the hood is that it will fit a linear model on the time points of the whole batch. It is WAI that you'll see different results if the batching is different.
Hi everyone,
I’m working on a time series forecasting problem where I use a function forecast_with_covariates that accepts various covariates and input data. I’ve encountered a puzzling issue: the predictions differ significantly when I feed the data in batches versus when I process each batch individually in a loop.
Here’s what I’ve tried:
Could anyone help explain why there is such a noticeable difference between these two approaches? Is there a known issue with batching, or could it be related to the covariates handling in the model?
Output: