This is sort of related to a previous question, but now I don't have the requirement of generating customer-level forecasts.

I've acquired a set of card customers every month for the last 3 years. I want to generate 24-month forecasts for the my most recent 3 cohorts (which have 1,2,and 3 months of spend data).

My data is at the customer-level, but I can aggregate it up to the cohort level.

I've essentially boiled down the problem statement to "generate a time-series forecast with little historical data, but where I have other past similar time-series".

I've heard of two potentially promising techniques and was hoping others could point me to either other techniques I can explore or help me understand whether the following techniques actually are promising:

  • Panel Data Regression
  • Bayesian Time-series structural models

Thank you; let me know if I can provide more insight.


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