I have a product which has univariate and also multivariate time series data from multiple customers. I have variable amount of data available. Ranging between couple of years to couple of months. What I want to achieve is a model which takes as input training data from all my customers and forecast for 1 at a time. Thus utilizing patterns from all of them and then forecast for one customer at a time.
Train: Date Customer Variable 2018-01-01 A 10 2018-01-01 B 5 2018-01-01 C 13 2018-01-02 A 9 2018-01-02 B 7 2018-01-02 C 15 Predict: 2018-01-03 B ?
Any help on how to formulate this problem and what would be the best model for this?