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Can't be Kats Multivariate forecasting only one target(Y) variable?

See original GitHub issue

Hi. thanks for your awesome project! I am following your tutorial and learning Kats library for multi-variate forecasting. But in the tutorial(201_forecasting.ipynb), I learned multi-variate forecasting(VAR model in tutorial) and I have a question about this. As usual, multi-variate forecasting means to predict only one target value(Y variable) using multi features(X variables). But this tutorial doesn’t provide me with the multi-variate forecasting that I want. This tutorial(VAR model) say me that this is multi-variate forecasting but it has two X features and finally predicts two Y target values. How can I predict multi-variate forecasting that I want? Or VAR model can’t be used to predict only one Y target value using more than two X features?

스크린샷 2021-07-25 오후 1 24 16

Issue Analytics

  • State:closed
  • Created 2 years ago
  • Comments:5 (3 by maintainers)

github_iconTop GitHub Comments

1reaction
young-hun-jocommented, Jul 30, 2021

Thanks for your awesome explanation and example! I could do this due to you! I will close this issue 😆

1reaction
Axemencommented, Jul 27, 2021

The key is to make sure that the exog variable is a numpy array with the shape (length_of_data, number_of_variables).

In this example the length of the training data is 144 and the number of exog variables is 2 so the shape for exog needs to be (144, 2)

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