NeuralProphet Tutorial (II) — AR + Lagged and Future Regressors

Chris Kuo/Dr. Dataman
17 min readJan 9, 2024

In the previous post “NeuralProphet (I) — Trend + Seasonality + Holidays”, I demonstrate how to build a time series forecasting model with NeuralProphet. We have covered the trend, the seasonality, and the holidays & events components. In this post, I will continue to expand our model with the auto-regressive, the lagged regressors, and the future regressors components. I will also…

--

--

Chris Kuo/Dr. Dataman

The Dataman articles are my reflections on data science and teaching notes at Columbia University https://sps.columbia.edu/faculty/chris-kuo