Team
Is it possible to do multivariate time series using automated analytics in SAP PA.
I did try modeling using multiple variables it seems like it only considered one extra variable rest were ignored.
We use VAR models in R to generally model these type of scenarios.
Even in Expert Analytics for time series only Triple exponential smoothing is available , I am not sure we can model it here as well.
As a solution for this we will have to use R algorithms ??
Hi Sainath, the short answer is you cannot have multiple target in Automated Analytics time series analysis.
See (and vote?) the idea here:
Kind regards
Antoine
Hi Antoine
Let me clarify on what I was asking with an example. I have time series data of the variable that I need to predict (which in this case would be the target variable) . Most of the time this data itself (time based lag data of this variable) is used to predict the and build the model . I believe this is called Uni-variate Time series Analysis.
In my case I have predictor variables with time series data as well , in this case I have multiple variables to predict the target variable .
Therefore when I use the time series based predictor variables to predict the target the automated analytics is automatically using only the default functionality . In R I would use VaR -Vector Auto regressive models to do such type of modeling.