What does target lags = [0] in Azure AutoML mean?

Question

Hello,

I'm training a time-series forecasting model with AutoML, and I've set target_lags = "auto". After training, the output shows '``forecasting_target_lags': '[0]'. Could you clarify what this represents? Does the model effectively use only the most recent value to predict the upcoming forecast horizon?

Answer 1

Hey Hadjmbarek Nadia ,

Thanks for reaching out on Microsoft Q&A.

Good question! So, you've got target_lags = [0] in your AutoML experiment. This means the model's only looking at the current value to predict the future. It's kind of like trying to predict tomorrow's weather based solely on today's conditions, without considering past weather patterns.

If you want the model to learn from the past, you can either manually set specific lags (like [1, 2, 3] to look at the previous 1, 2, and 3 time steps) or let AutoML choose the best lags for you by setting target_lags = "auto".

Hope this helps!

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