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kdgutier / esrnn_torch

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how to use continuous exogenous variable in the future for forecasting problem #40

Closed ramdhan1989 closed 2 years ago

ramdhan1989 commented 2 years ago

Hi, I need to forecast a target variable and I have two time series variable as continuous exog variables that can be used to forecast target series for multistep ahead. I can access the future values of exog variable and for production purpose I would like to simulate the impact of exog variable in the future to the forecasted target. So, I need to use exog at time t+1 to forecast target at time t+1 and so on. can I do that?

thank you

kdgutier commented 2 years ago

Hi @ramdhan1989,

I pointed you in the NeuralForecast library to N-BEATSx. For the moment we have not worked throughly in the ES-RNNx model, I would advice against it until proven.