I have a time series dataset that has 63 features with
traffic_volume as the target.
print(main_data.columns) Index(['air_pollution_index', 'clouds_all', 'humidity', 'temperature', 'wind_direction', 'wind_speed', 'is_holiday_0', 'is_holiday_1', 'is_holiday_2', 'is_holiday_3', 'is_holiday_4', 'is_holiday_5', 'is_holiday_6', 'is_holiday_7', 'is_holiday_8', 'is_holiday_9', 'is_holiday_10', 'is_holiday_11', 'weather_descr_0', 'weather_descr_1', 'weather_descr_2', 'weather_descr_3', 'weather_descr_4', 'weather_descr_5', 'weather_descr_6', 'weather_descr_7', 'weather_descr_8', 'weather_descr_9', 'weather_descr_10', 'weather_descr_11', 'weather_descr_12', 'weather_descr_13', 'weather_descr_14', 'weather_descr_15', 'weather_descr_16', 'weather_descr_17', 'weather_descr_18', 'weather_descr_19', 'weather_descr_20', 'weather_descr_21', 'weather_descr_22', 'weather_descr_23', 'weather_type_0', 'weather_type_1', 'weather_type_2', 'weather_type_3', 'weather_type_4', 'weather_type_5', 'weather_type_6', 'weather_type_7', 'weather_type_8', 'weather_type_9', 'weather_type_10', 'dew_point_1', 'dew_point_2', 'dew_point_3', 'dew_point_4', 'dew_point_5', 'dew_point_6', 'dew_point_7', 'dew_point_8', 'dew_point_9', 'is_weekend', 'traffic_volume'], dtype='object')
All variables are univariate including the target. However, I would like to have differences between autocorrelation and collinearity to be clarified since this has been my first major time series project and some terms are certainly different than statistics. From what I've analysed, there are collinear variables present and they seem to be hindering the accuracy of predictions but visualising the auto and partial correlation doesn't seem to be suggest that. Can someone help me out on pointing out anything wrong with this data and does it need some removal of variables to make it more robust? I've ued XGBoost algorithms with a MAE of 1635 which is not a good score. The first plot is the correlation matrix while the rest are the auto and partial correlation plots.
Please note the partial and auto correlation plots relate to response variable only.