How to use data about future while doing prediction on LSTM

Question

Let's say I am training a model for predicting tomorrow's sales. I have data about previous days and future days and I know my previous sales. About tomorrow I know that it is a weekday there will be rain and it is a holiday. How can I use this data to make predictions?

Dataset looks like this.

Weekday	Holiday	Weather	Sales
1	0	Rainy	25
1	0	Rainy	27
1	1	Sunny	23
0	0	Sunny	24
0	0	Cloudy	31

I created the training set by using the previous 150 days with multivariant lstm. However to do prediction I use only previous days' data.

I have data about tomorrow and want to use it. How can I do that?

Answer 1

You can shift Weekday/Holiday/Weather data by -1 and use it as an input during training. Than at inference time you use tomorrows data as an input.

As an example please see "Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow, 3rd Edition", by Aurélien Géron, p. 559:

"...df_mulvar["next_day_type"] = df["day_type"].shift(-1) # we know tomorrow's type"

This example is also available at (see section "Multivariate time series"): https://github.com/ageron/handson-ml3/blob/main/15_processing_sequences_using_rnns_and_cnns.ipynb