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I've been searching for a long time to answer my question, but I haven't found anything. So I hope you can help.

I'm searching for an opportunity to add a regressor to my prophet model in python. I know the 'model.add_regressor' method but they don't solve my problem. Because I will add data I don't know in the future, rather only in the past, as a regressor. I want to predict 6 time steps (monthly data, so 6 months into the future).

So, know anybody an opportunity to solve this?

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Perhaps your repressor is for one time step behind. For e.g. if you are predicting tomorrow's stock price, then the repressor say market volume can be from today.

The other thing you can do is build a separate model that estimates the regressor for the next day and then use that in prophet. Be aware that your regressor is then becomes imperfect since it represents an estimate and not the true value. Depending on your use case, this may or may mot be a problem.

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  • $\begingroup$ Sorry, i forget to mention about this. I want to predict 6 time steps (monthly data, so 6 months into the future). I have actually implement a separate model to predict these 6 month, but this had only increase the error. $\endgroup$
    – Andi
    May 7, 2021 at 7:22

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