CODEWITHSUNDEEP
pythontime-seriesregressionlstm
Julio Reckin
Julio Reckin

Reputation: 156

LSTM - how implement holiday features

You can see in the following picture a demand problem.

My question relates to how one can/should implement fixed holidays in a LSTM model, which as seen here contain no demand and therefore cause sudden strong 1-day deviations from the average. I am specifically not referring to the change in trend between December and January

An Arima model, for example, can handle such days well.
After hours of searching the internet, all I could find was things how to deal with a change in trend. However, this is not the case, the trend remains the same and is only suspended for one day. I Hope there is someone here who has a paper or an approach for this kind of problem.

enter image description here

Upvotes: 2

Views: 490

Answers (1)

Saad el harchi
Saad el harchi

Reputation: 59

since the holydays have predefined dates, why not change the value of the data at that specific date to another value that wouldn't disturb the learning much, maybe the previous one, or the one after. or you could just remove the holydays data from your data and the sequence would be now unharmed by their drastic effect.

Upvotes: 0

Related Questions