© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2021
J. KorstanjeAdvanced Forecasting with Pythonhttps://doi.org/10.1007/978-1-4842-7150-6_11

11. The Linear Regression

Joos Korstanje1  
(1)
Maisons Alfort, France
 

In the following chapters, you will see the most common supervised machine learning models. As you’ll remember from Chapter 1, supervised machine learning algorithms work differently than time series models.

In supervised machine learning models, you try to identify relations between different variables:
  • Target variable: The variable that you try to forecast

  • Explanatory variables: Variables that help you to predict the target variable

For forecasting, it is important to understand which types of explanatory ...

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