Is it possible to do multivariate multi-step forecasting using FB Prophet?
This might be late, however if you are reading this in 2019, you can implement multivariate time series using LSTM, Keras.
I'm working on a multivariate (100+ variables) multi-step (t1 to t30) forecasting problem where the time series frequency is every 1 minute. The problem requires to forecast one of the 100+ variables as target.
I'm interested to know if it's possible to do it using FB Prophet's Python API. I was able to do it in a univariate fashion using only the target variable and the datetime variable. Any help and direction is appreciated. Please let me know if any further input or clarity is needed on the question.