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0 pointslordgrenville4y ago0 comments

Just as well, in my experience, since it's curve-fitting and not autoregressive.

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Does it apply any kind of persistence/memory on the instantaneous exogenous variables you feed it? E.g. if you feed it the exogenous variable of "temperature right now", is it able to create a new exogenous feature "average temperature over the last three time steps"?

em5004y ago

No, you have to handcraft all (transformations) of exogenous features. But since it's really all linear regression, that's usually reasonably straightforward.

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fighterpilot4y ago

em5004y ago

No, you have to handcraft all (transformations) of exogenous features. But since it's really all linear regression, that's usually reasonably straightforward.

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