AI Stack Exchange
2022-09-05 10:18 UTC
By Arashsyh
AI-110-20220905-social-media-81334c29
Multi-Variate Time-Series forecasting with XGBoost
I have trained an XGBoost model on a time-series dataset for predicting a value. The time series has 5 features and one label (the target value). The trained model works fine on both training and testing data, so far so good. As I said, this dataset has some features that I have used for training the XGBoost model (i.e. a multi-variate dataset). The problem is that currently, I have values of these 5 features in my current dataset, so I can train the model with, and do the testing as well. But, I do not know these features values in future. My question is, how can I predict the target value for future (Ex. next year) When I don't know the values of features in future to feed them into the trained model to do the prediction.
I have trained an XGBoost model on a time-series dataset for predicting a value. The time series has 5 features and one label (the target value). The trained model works fine on both training and testing data, so far so good. As I said, this dataset has some features that I have used for training the XGBoost model (i.e. a multi-variate dataset). The problem is that currently, I have values of these 5 features in my current dataset, so I can train the model with, and do the testing as well. But, I do not know these features values in future. My question is, how can I predict the target value for future (Ex. next year) When I don't know the values of features in future to feed them into the trained model to do the prediction.
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