zemlyansky / arima

ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting in the browser and Node.js

Home Page:https://www.npmjs.com/arima

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Can I train on more than one time series?

arthurwolf opened this issue · comments

In the examples in the code, it looks like I can only feed it one time series (contrary to say a tensorflow neural net, where I feed it many time series).

What if my dataset is something like:

  • Series 1: 1,2,3,300
  • Series 2: 4,5,6,600
  • Series 3: 10,11,12,1200

How do I get this library to provide useful predictions?

Would just "stitching"/concatenating the series together into a single series work? That somehow feels wrong.

Thanks for anyone with any idea about this.