Does Prophet require feature engineering for regressors?
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Description
When applying Linear Regression or Autoreg to a timeseries it is usually beneficial to create new features based on exogenous variables to extract temporal information, for example lags, moving averages and so on.
1) Does Prophet require such a step or is there a mechanism in place to extract or account for temporal dependencies provided by regressors?
2) Do we need to standardize regressors with z-score?
3) Does Prophet have built-in feature selection for regressors?
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