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Does it make sense for a financial predictive models to use each day in a time series as a model input?
Jan. 19, 2022, 5:38 p.m. | /u/Reddit_Account_C-137
Data Science www.reddit.com
I know ML models can accept any number of inputs but does too many cause issues? I’m considering taking a time series of a key metric and using every daily value as an input instead of 24 hour change, 7 day change, etc.
So rather than 10 features I will likely have 1000’s. could this cause issues other than a longer runtime? Would the data become overfit?
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