[Request] Multivariate model example

[jacmag]

finn_forecast <- forecast_time_series(
input_data = m750 %>% dplyr::rename(Date = date),
combo_variables = c("id"),
target_variable = "value",
date_type = "month",
forecast_horizon = 3,
run_model_parallel = FALSE,
models_to_run = c("arima", "ets", "snaive"))

Hello, can you provide an example like this using a multivariate model xgboost/arima-boost/prophet-boost? Thank you!

[Mike Tokic (mitokic)]

You can either set models_to_run = NULL to run all models in Finn, including multivariate models like xgboost. Or you can specifically call out models you want ran instead of running all of them by doing something like models_to_run = c("glmnet", "xgboost", "cubist", "arima-boost").

More information on all models used in Finn can be found on the documentation site.