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linkedin / greykite

A flexible, intuitive and fast forecasting library
BSD 2-Clause "Simplified" License
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Implemening regressors #107

Open Petrified799 opened 1 year ago

Petrified799 commented 1 year ago

Hi guys, I have a dataframe that has lagged columns of the target value and SMA columns along with year,date,month, WoW etc.. Is there a way in Greykite to accomadate those lagged and SMA columns? Please do let me know if there's anything. Thanks in advance

amyfei2015 commented 1 year ago

Hi! Do you mean that you have these columns ready and want to use them as regressors? You can specify them as extra_pred_cols in the custom parameter. Please read the document here for more details. Thanks!

Petrified799 commented 1 year ago

Thank you for the reply.

Yes, my original dataset does contain these features already.

Also, I wanted to know regarding training the model and predicting the test data. After which I would like to predict future values? Is there a way to do this ?

amyfei2015 commented 1 year ago

Hi! To forecast for future values, you can set forecast horizon to a desired number, and the forecasted values will be stored in result.forecast(more details here.) You can also use the stored model to predict for future timepoints, there's instructions on the same page. Let me know if you have more specific question on this, thanks!