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Can we use XGboost to do predition in time series data ? Could anyone explain the logic of mathematics behind that ?

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    $\begingroup$ Yes you can but traditional time-series tools (ARIMA, ETS etc.) would probably give you better results. $\endgroup$ – Tim Nov 16 '17 at 16:15
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Yes, I recommend reviewing this package, its documentation and citations:

https://github.com/ellisp/forecastxgb-r-package

Keep in mind, XGB does not typically outperform current time-series methods such as exponential smoothing or ARIMA.

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