I am given a set of data of energy consumption of some households in some given areas for a period of several months. For some households I have the complete dataset, for others the last month is missing and I have to estimate it in Python. I am trying to find an estimation technique that allows me to merge two aspects:
- historical time-series analysis: I want to consider past consumptions in order to estimate the last month;
- "similar" households consumptions: I want to integrate in the analysis also information for those similar households that have a complete dataset, with the assumptions that there exists external variables (like temperature) that affects all households in similar ways.
The datasets for each household are univariate (consisting in just month/consumption).
Is there a Python module that allows me to do forecast considering both aspects?
Thanks!