I am trying a binary classification on a Time Series data using XGBOOST and have sales variables with different currencies for different customers. Will different currencies (basically variable with different range) have a significant impact on the model? The two solutions I could think of is:
- Conversion for all rows for sales variable in a single currency.
- Adding a region of sales/currency as a categorical variable.
Will the second solution work or I should stick with the first one.