I am new to time series analysis, and I am wondering how I can approach forecasting having time series of different lengths. Specifically, each time series contains a sequence of ages and value. E.g.,
age_t value_t age_t-1 value_t-1
12 210 11 205 10 203 9 203 ... 2 340 1 350 3 340 2 335 1 392
I want to forecast
value_t+1. My problem is that I have time series of different lengths: for certain machines I have 15 years of history, for other machines I have 1-2 years of history.
Could anyone suggest a general way of approaching forecasting in this case, e.g., how to pre-process/transform the time series, or a method that is typically indicated in cases like this?