Friday, 10 September 2021

How to add future feature data to STS model - TensorFlow

I went through this case study of Structural Time Series Modeling in TensorFlow, but I couldn't find a way to add future values of features. I would like to add holidays effect, but when I am following these steps my holidays starts to repeat in forecast period.

Below is visualisation from case study, you can see that temperature_effect starts from begginig.

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Is it possible to feed the model with actual future data?



from How to add future feature data to STS model - TensorFlow

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