Hi, I would like to ask if there are any guidelines to determine the input variables for the time series model. If I want to use the Artificial Neural Network (ANN) model, what is the suitable input for the ANN model?
I suggest a kind of decomposition approach. First start with as much data as you have (or can) to train the network than try to reduce the data until you reach a point where the result is still acceptable. Of course the concrete answer highly depends on the domain.
Thank you for your response. Is it possible to use decomposition approach in the initial step to determine the number of inputs for univariate data?. If I am not mistaken, the decomposition approach only starts after deciding the number of input variables. Correct me if I am wrong.
There are no specific "guidelines", if your are working with Python you can read/import your variables directly from a .csv file and after that you can normalize your data. It much depends on the task you're performing; if you are working with financial data you may need to perform an Augmented Dickey-Fuller test after doing the normalization.
I agree with Enrique Gonzalez N. It very much depends on your domain. And to answer your question, yes. You have to make a decision at the beginning for yourself. I suggest to try to find a paper where a similar data set was processed and use the same input variables as a starting point.
László Csépányi-Fürjes Thank You. My case study right now using streamflow data a univariate times series data. Do you have any suggestions on how to decide on which input should I start?
So you are talking about a river... A typical univariate data is the water level. So maybe you could build a NN to predict the water level based on previous time series. This seems to be a useful paper for you: Article Water Level Prediction with Artificial Neural Network Models