Regression Algorithm while passing in future values?

External question — Data Science Stack Exchange Author: Ryan Gaudion Original post: https://datascience.stackexchange.com/questions/115602 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Very similar to this question here: https://stats.stackexchange.com/questions/406416/including-future-values-in-a-regression Is it possible to pass future (expected) values into a regression algorithm in order to tune the results. For example, training & predicting stock market prices but with 3 predictions, 1 if macroeconomic factor increases by x% (such as inflation or interest rates), 1 if it decreases by x% and 1 if it stays the same? What regressions machine learning algorithms allow us to pass in the future expected values to see multiple "what-if" predictions? EDIT: To explain a bit further. I would like to predict Time-Series based data while passing in an additional independent variables (other than time). Is this possible & if so, which algorithms allow it?

External answer — Data Science Stack Exchange Author: Nicolas Martin Original post: https://datascience.stackexchange.com/a/115643 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Is it a multi-variate time-series forecast? If yes, you can add several features that could improve predictions. The most common one is using LSTM neural networks: https://machinelearningmastery.com/multivariate-time-series-forecasting-lstms-keras/ But you might have better results with XGBoost: https://cprosenjit.medium.com/multivariate-time-series-forecasting-using-xgboost-1728762a9eeb If you have several features that don't change much with time, random forest could be interesting: https://towardsdatascience.com/multivariate-time-series-forecasting-using-random-forest-2372f3ecbad1 In every case, some data analysis to know the correlations in your data and some patterns could be necessary before choosing the right algorithm: https://www.analyticsvidhya.com/blog/2021/10/a-comprehensive-guide-to-time-series-analysis/