How to Handle an Autoregressive Model over Multiple Time Series | by Oleg Żero | Nov, 2022
Pipelines can get complicated at times. Poland 2022. (Photo by the author).Autoregressive models are among the “more difficult” to implement when it comes to data preparation. As the models are expected to yield daily or hourly predictions, the datasets themselves are expected to grow and expand with every new observation requiring the models to undergo regular retraining. Consequently, handling the data becomes a highly dynamic process where one has to be extra careful to ensure that no data leakage is present at any…