These are plots of some of my features and rest of the others having similar pattern. The data here is spanned for 2 days and I need to predict labels for 3rd day. It has 60,000 samples (seconds).
Any popular time series regression methods or repos I must be aware of to solve this kind of problems? I don’t need to forecast as I have labels for validation.
Also what are current trends for statistical models vs ML models.
Does considering lag or sliding window the only popular and effective option?
R AutoQuant has ML based models that handle single series and panel data with lots of feature engineering options.