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Hi,
As to the training, there are multiple reasons why you are not getting the expected results. Are you scaling the data by variable using TSStandardize(by_var=True)? I've noticed the target and variable are in very different scales, which might have a large impact on the RMSE. |
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I have a dataset like this:
and for each multivariate panel time-series I want to forecast n steps ahead for the target variable baed on many features (the example here only shows a single one) as well as the history of the target variable itself. How do I need to define the
y_func
?So far I am simply using the sliding window panel fucntion with a specific forecast horizon
Is this the correct way? Or do I need to perform any future considerations?
What I mean is: #36 (comment) I am unsure about the
get_y
if this is used correctly here as I want to use many dimensions of a multivariate time series to forecast a single dimension.However, so far the results seem to be rather not well forecastable at all - the RMSE converges to 2.7 after a very short while of training.
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