Can't be Kats Multivariate forecasting only one target(Y) variable?
See original GitHub issueHi. 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?

Issue Analytics
- State:
- Created 2 years ago
- Comments:5 (3 by maintainers)
Thanks for your awesome explanation and example! I could do this due to you! I will close this issue 😆
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)