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Tag: Multivariate

Unleash the Power of Multivariate Time Series Forecasting with Vector Autoregression (VAR) Models: a theoretical introduction
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Unleash the Power of Multivariate Time Series Forecasting with Vector Autoregression (VAR) Models: a theoretical introduction

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July 17, 2023

Author(s): David Andres Originally published on Towards AI. Photo by Veronica Reverse on Unsplash There are times when we need to forecast several variables at the same time. For these occasions, traditional methods such as ARIMA or Exponential Smoothing are not sufficient …

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