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时间序列协变量添加 #58

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xuwenlong123 opened this issue Sep 27, 2022 · 0 comments
Open

时间序列协变量添加 #58

xuwenlong123 opened this issue Sep 27, 2022 · 0 comments
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enhancement New feature or request

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@xuwenlong123
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目前时间序列协变量严格来讲分为过去协变量和未来协变量
过去协变量是只有过去有值,未来没有值,比如我要预测话务量,话务量指标和订单量是相关的,但未来订单量没有值,只在过去有值
未来协变量是过去和未来都有值,比如日期的年份,月份,星期,节假日等等

目前协变量只支持未来协变量,我理解就是只能添加和日期相关的特征,能否提供自动化添加的能力,不需要人工来进行构造,提升使用便捷性。比如可以自动生成基于日期一系列的特征如年月日和节假日,距离节假日第几天等等
同时,也希望模型可以支持添加过去协变量,这样就可以增加其他业务量以及滞后变量来作为特征

@zhangxjohn zhangxjohn added the enhancement New feature or request label Sep 30, 2022
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