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Time series prediction with exogenous variable

Time series prediction with exogenous variable

I have read the article Data Setup for Time Series Predictions and do some trails in time series model.


In the following case,


If I want to forecast Sales between 6/15/14 to 6/21/14, the values of exogenous variables (such as Num_Employees, Num_Customers, etc.) is necessary in general.

I want to know how's the exogenous variables  be generated by DataRobot?

It depends on the Missing Values Imputed method in preprocessing, just the last value (72 in 6/15/14) or others?

1 Reply
DataRobot Alumni

Hi @irene lin Welcome to the community! 

I see @Tony gave you an answer to this question, but over here. Hoping you can check that out and follow up over there. We'll try to close out this post here (soon) so the questions/answers are easy to find, in one place.

Let me know if that doesn't work for you.



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