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Bleeding-Edge Techniques for Multivariate Time Series

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Abstract

In the previous chapter, you learned how to perform univariate time-series forecasting. In this chapter, you will look at single-step and horizon-style time-series forecasting data preparation and solve some multivariate time-series problems. A multivariate time series is a method where more than one variable is time dependent, and we use these variables to try to estimate a target variable.

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© 2020 B V Vishwas and Ashish Patel

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Vishwas, B.V., Patel, A. (2020). Bleeding-Edge Techniques for Multivariate Time Series. In: Hands-on Time Series Analysis with Python. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-5992-4_7

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