tensorflow / tensorflow/probability
where to include external regressor while forecasting incase of multivariate analysis
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Description
where to include external regressor while forecasting incase of multivariate analysis.
temperature_effect = sts.LinearRegression(design_matrix=tf.reshape(temperature - np.mean(temperature),(-1, 1)), name='temperature_effect')
but while forecasting ,
tfp.sts.forecast(model,observed_time_series,parameter_samples=q_samples_co2_,num_steps_forecast=1)
where to include temperature_effect here ?
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Research direction
Start by reading the sts.LinearRegression construction and tfp.sts.forecast call shown in the issue, along with the surrounding TensorFlow Probability forecasting documentation. Determine where an external temperature regressor belongs during forecasting and document the supported usage, including a clear example or reference to the relevant API. The issue is stale and has no linked pull request.
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Assessment
- Tech stack
- tensorflow
- Domain
- machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100