My problem statement is as follows:
I have thousands of customers and have data for each of the customers for the past 30 months. What I want to do is predict the sales of each of these customers for the next six months.
My current set up:
I built several lag variables and created response variables that are essentially a 6 month lookforward from the given month. See table below for an example of one customer (numbers represent the data for a specific month):
customer Predictors (62 Features) Response 111111 13 19 111111 14 20 111111 15 21 111111 16 22 111111 17 23 111111 18 24
I'm not getting the greatest results when I try this so I'm looking for some alternatives. Any help would be much appreciated
Just to clarify, for each month, each customer will have approx 62 features.