Multivariate and Multi Time Series in BigQuery ML

Question

I need to create a prediction of sales, for each category. Also, I know that there are some "events" with peak sales, in some dates. I was trying to use the following bigquery regressions:

    ARIMA PLUS :       Univariate      Multi Time Series
    ARIMA PLUS XREG:   Multivariate    Single Time Series

Is there any simple model that can combine multivariable but for multi time series? I was thinking using the ARIMA PLUS XREG multiple times.. but there are about 300 series and definitely is not the best idea.

Thanks

Answer 1

The multivariate model does not support multiple time series yet. For your case with special event, this "custom holiday" feature is designed for that: https://cloud.google.com/blog/products/data-analytics/customized-holiday-modeling-with-bigquery-ml-forecasting It can handle the peak sales for the special dates.