intive-DataScience / tbats

BATS and TBATS forecasting methods
MIT License
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Include other regressors in auto arima part? #39

Closed 3zhang closed 1 year ago

3zhang commented 1 year ago

I'm currently working on electricity demand data which is highly seasonal but also affected by temperature. I think it is helpful if the the model can handle extra regressors.

cotterpl commented 1 year ago

Original tbats package in R doesn't have it. There is a reason for this: https://robjhyndman.com/hyndsight/tbats-with-regressors/