I'm using Facebook Prophet as a forecasting model and I want to use weather data (temp for example) as additional regressor (exogenous data or external variable).
Additional regressors are integrated in a linear way into Prophet and need future values at forecast time.
My question is: If I know that I can have pretty good weather forecasts say at day-4:
- Should I train the model using D-4 weather forecasts in the past and use the D-4 weather forecasts at prediction time ?
- Or, train the model using day's actual temperature (D-0) and then use the D-4 temperature forecast at prediction time (as if it was the same as D-0 or actual weather in 4 days) ?
I assume in this case that the predictand has a relationship only with the actual temperature values and not with the lagged weather forecasts.