I have had a dataset below:
sensor1 sensor2 sensor3 ... 2021-01-01 1.32 2.2 1.0 2021-01-02 4.3 2.0 0.8 ... ...
I know ARMA models are useful for time-series forecasting:
However, how can I use an ARMA model for data with multiple attributes?
If data with a single attribute can be an input for an ARMA model, should I aggregate the attribute set? (For example, after normalizing each attribute, I add up all values in every row to transform all the attributes to a single attribute).