Is it possible to do multivariate multi-step forecasting using FB Prophet?
You can add additional variables in Prophet using the add_regressor method. For example if we want to predict variable y using also the values of the additional variables add1 and add2. Let’s first create a sample df: import pandas as pd df = pd.DataFrame(pd.date_range(start=”2019-09-01″, end=”2019-09-30″, freq=’D’, name=”ds”)) df[“y”] = range(1,31) df[“add1”] = range(101,131) df[“add2”] = … Read more