Aditya Bhattacharya
1 min readJul 6, 2020

Hi Sarit,

Thanks for your response, and quite a fair point. For multi-variate time series, I found VAR to be quite useful but anyways that's just my observation. But for using XGBoost or LSTM, did you find any caveats? Or something to be cautious about when using in MVTS data?

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