MLforecast.fit does not handle missing values

[Ehsan86]

I always receive data with a 3-day delay. This means that at time T I have data only from T-4 back to T-100. Therefore, I do not have access to data for T-1, T-2, and T-3. I want to train a model based on data from T-100 to T-3 and then test it for time T. How can MLForecast handle this? When I use mlforecast.predict, it gives me an error indicating that the data is missing, referring to the missing data from T-1 to T-3. Can anyone help me with this issue?

[jmoralez]

Hey. Which features are you using? I believe in that case your minimum lag should be 4