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Given a set of temperatures of different cities for a month, which prediction model should I use for a two day look ahead prediction? Regression models or Time series?

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    $\begingroup$ It seems to me, that a regression model for time series is in order. How do you think that regression and time series are mutually excluding? $\endgroup$
    – Bernhard
    Commented Mar 23, 2020 at 11:16

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In lieu of an absolute or a priori answer, you could use your existing temperature data to evaluate the performance of the different prediction methods.

E.g. say you have 30 days of temperature data. Perform a set of trials, for both models, where you train the model on some initial segment of the data, say, days 1..n, where n<28, and record the prediction of the model for day n+2. This will give you some empirical evidence of the performance of the different models, given your data.

If you need more temperature data, you could always use a massive dataset like Berkeley Earth.

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