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A given process has multiple variables moving to a target point. I can collect data of several realizations of this process. What forecasts methods exist for this? I'm familiar with exponential smoothing and ARIMA methods but they use only the data of the ongoing process, not previous realizations.

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  • $\begingroup$ Could you give us more details on what exactly is your data? $\endgroup$ – Tim Oct 14 at 14:55

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