Machine Learning for Forecasting: Supervised Learning with Multivariate Time Series

An Introduction to the Auto-regressive Distributed Lags Model using Python.

Figure 1: Multivariate time series about monthly wine sales. Link for the data source here. Image by Author.

Here, you’ll learn how to create forecasting models with multivariate time series.

This is a follow up to my previous post. There, I describe the main steps for supervised…