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What regressor should I use? Lagged or Future? #1659

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kkckk1110 opened this issue Nov 9, 2024 · 0 comments
Open

What regressor should I use? Lagged or Future? #1659

kkckk1110 opened this issue Nov 9, 2024 · 0 comments

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@kkckk1110
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Hello, I found neural prophet quite useful in my task and would like to thank the authors. However, I have a question about the selection of lagged and future regressors. In my task, when I forecast y at time t, it is expected that the regressors at time t, t-1, t-2..., t-p, are included. But the future information of the regressor is unknown. I read the tutorial and noticed that, if I treat it as a lagged regressor, I can only access to its value up to t-1. So I am confused that, what regressor should I use in this case? I am looking forward to your reply. Thanks a lot.

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