Comments (7)
I can work on that. For my undergraduate dissertation, I will use M5 data for Walmart sales up to department level (item is too much and involves intermittent demand that is another problem) and I will compare usage of classical models and ML ones with and without exogenous variables.
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Any update on this? I was looking for a way to use external regressors in hierarchical Prophet models
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@rohan-gt I'll try getting to this in the next week or 2
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Hey @carlomazzaferro
Are there any updates? I am currently working on a problem where having exogenous variables would really help a lot. Are you planning to fix that in the near future? If not, probably I could work on that too and make a PR.
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Help is definitely wanted. If you want to take a stab, please go ahead. I'm a bit backlogged but very much willing to coordinate with you
As you can tell, my initial timeline got sidetracked. Let me know if you plan on working on this to avoid double work.
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I can provide you with a test case based on Kaggle's store item demand challenge. You can grab the data here.
The objective, complete code and results so far can be found in this SO question.
In this example, we only have 4 nodes (2 stores and 2 items) for which I end up with either negative values or off the scale ones.
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Any updates?
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Related Issues (20)
- revise_forecasts() method raises an attribute error. AttributeError: 'Series' object has no attribute 'yhat' HOT 9
- How to make forecasts strictly positive? HOT 6
- [BUG] Bug with prediction output since 0.5.4 HOT 1
- Still a bug in the current implementation of exogenous variables HOT 8
- [BUG] Probably a bug in how reconciliation works now HOT 2
- [BUG] Possible bug in how a summing matrix is created HOT 2
- [BUG] KeyError when using custom root name HOT 2
- [BUG] Error when forecasting with exogenous regressors for each of the nodes HOT 4
- [BUG] Error installing with pip install scikit-hts[all] HOT 1
- [BUG] Bug report ValueError: Shape of passed values is (249, 150), indices imply (249, 152)
- [BUG] Possible error in computation of WLSV???
- [BUG] After calling fbporphet model.fit(), no forecasts all null
- [DOCS] Documentation
- Pkl file not found error when running fbprophet HOT 1
- Error while fitting data
- [BUG] SarimaxModel fails with to fit with exogenous data
- [FEATURE] Feature request
- [BUG] Bug report - Predicted forecasts frequency not same as training data.
- Zero forecast for middle level time series using optimal reconciliation HOT 2
- [BUG] Iterable abstract class was removed from collections in Python 3.10 HOT 1
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