Hello everyone, I have a couple of question regarding the use of the AI Catalog and Feature Discovery in DataRobot. Most of the times I am working with time series modelling, so my question is whether it is possible to join two datasets containing the same time stamps but different information? For example dataset 1 contains operation data for each day from the 01-01-2015 until the 10-07-2020. Dataset 2 contains weather data for the same days. The steps in between the days are similar in both datasets. I tried joining those two datasets with the feature "date" but DataRobot didn't generate any new features. Same with other datasets that I tried working with. Is this just not possible the way I did it or did I forgot something? Thank you very much for the help!
The easiest way to solve your problem is to use Paxata to join the weather dataset with your operation data and then use AutoTS. Using Feature Discovery you can use the date feature as a join key but you cannot have the date feature as a time index simultaneously.
Hope this helps and let me know if you need more help. Thanks