Please help me. I have a time series $$ x^{(1)}, x^{(2)}, \ldots, x^{(n)} $$ where $x^{(i)}=(x_1^{(i)}, x_2^{(i)}, \ldots, x_m^{(i)})$, $x_j^{(i)} \in \{0,1\}$, that is every $x^{(i)}$ is a binary vector of fixed length $m$.

And I have to predict the next element $x^{(n+1)}$ of this time series.

As I see, it is the $m$-dimensional (multivariate) time series but its components are categorical (binary) variables.

What model is the most suitable for this task? What tool do I need to use for it?

  • What's the problem in using some libraries such as prophet in python to do this work? – OmG Dec 3 at 9:27

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