Tutorials request on multivariate time series (multiple target columns) using BlockRNN model (RNN,LSTM,GRU) and VARIMA

unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.

https://unit8co.github.io/darts/

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Tutorials request on multivariate time series (multiple target columns) using BlockRNN model (RNN,LSTM,GRU) and VARIMA #851

Closed rahul4tripathi2 closed 1 year ago

rahul4tripathi2 commented 2 years ago

Hi Team,

Can you share a tutorial link to do multivariate (multiple target columns) using statsmodel,ml and deep learning models

Like below link i want to do multivariate time series https://www.machinelearningplus.com/time-series/vector-autoregression-examples-python/

Regards Rahul

taudataid commented 2 years ago

I second this. I have managed to use multivariate BlockRNN, yet still unable to implement multivariate VARIMA. Been looking for an example, but still have no luck.