Hands-on Time Series Analysis with Python: From Basics to Bleeding Edge Techniques

© B V Vishwas and Ashish Patel 2020

B. V. Vishwas, A. PATELHands-on Time Series Analysis with Pythonhttps://doi.org/10.1007/978-1-4842-5992-4_7

7. Bleeding-Edge Techniques for Multivariate Time Series

B V Vishwas¹  and Ashish Patel²

(1)

Infosys, Bengaluru, India

(2)

Cygnet Infotech Pvt Ltd, Ahmedabad, India

 

In the previous chapter, you learned how to perform univariate time-series forecasting. In this chapter, you will look at single-step and horizon-style time-series forecasting data preparation and solve some multivariate time-series problems. A multivariate time series is a method where more than one variable is time dependent, and we use these variables to try to estimate a target variable.

LSTM Multivariate Horizon Style in Action

In this section, ...