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I went through the documentation of Facebook Prophet and was able to build a similar model for my time series dataset. The additional regressors I used were numeric. I achieved a reasonable MAPE score. However, I also want to analyse this time series on a zip code level, which adds a categorical variable to the mix. Would one-hot encoding do the trick? I'm doubtful about it's efficiency as I would need to individually add each category (zip code) as a separate additional regressor.

My dataset is in the following format: Zip code | Date | Numeric Attr 1 | Sales (predictor)

I am also open to switching to a different model, should there be a good one which does both time series and regression. Any pointers would be appreciated.

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