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Nico Tom
Nico Tom

Reputation: 11

Example for Azure AutoML Forecasting for time series with multiple covariate features

I would like to use Azure AutoML for forecasting where I have multiple features for one timeseries. Is there any example which I can replicate?

I have been looking into: https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/auto-ml-forecasting-beer-remote.ipynb and https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.ipynb but no luck using multiple features instead of only one timeseries.

Any help is greatly appreciated

Upvotes: 1

Views: 1934

Answers (2)

Ram
Ram

Reputation: 2754

Please check here, Auto-train a time-series forecast model - Azure Machine Learning | Microsoft Docs

Please check the below many models accelerator which models timeseries data (but in a different domain). This can be useful. buswrecker/energy-many-models: An offshoot of the original AML Many-Models - for the Energy Sector (github.com)

AML AutoML forecasting models address missing data in featurization stage via forward fill if missing value is in target column or median value if in feature column. Also libraries like Prophet which are supported via Auto ML can be robust.

Upvotes: 0

Sabina Cartacio
Sabina Cartacio

Reputation: 131

It looks like you are trying to find a notebook that shows how to predict a target variable when exogenous features are provided. The OJ sample notebook you included is actually a good example to reference for this scenario.

On a second glance, you'll find that in the OJ sample, `Quantity' is a function of 'Price' and other variables. We suggest trying to focus on a single time series within the OJ dataset (a single store & brand combo) as the concept could be lost in the focus on multiple series. Also note that in this example, the OJ dataset does have multiple features, we just only specify which features need to be excluded.

OJ Sample Notebook: https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.ipynb

-Sabina, Azure Machine Learning PM

Upvotes: 1

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