Answers.Body: <p>The short answer is no.</p>
  <p>Time series models model a single time series. If you want to model N time series you need N time series models. XGBoost is no different when used for time series modeling. The only exception to this would be deep learning using transfer learning but that is a different animal.</p>
  
Answers.ContentLicense: CC BY-SA 4.0
Answers.CreationDate: 2022-11-10T13:01:27.097Z
Answers.LastActivityDate: 2022-11-10T13:01:27.097Z
Answers.UserDisplayName: Brian O'Donnell
Body: <p>I built an xgboost model to predict stock it now trains on 1 stock at a time its a csv file I use pandas to load it.
  Is there a way to train the model on multiple stocks at the same time? What would be the best approach?
  I don't need code just guidance as all my research has failed</p>
  
Tags: <time-series><gradient-boosting><boosting>
Title: Can i train xgboost on multiple time series csv files at the same time?
UserDisplayName: AJB
ThreadText: # Can i train xgboost on multiple time series csv files at the same time?
  
  (Asked by: username_0 on 2022-11-08)
  
  I built an xgboost model to predict stock it now trains on 1 stock at a time its a csv file I use pandas to load it.
  Is there a way to train the model on multiple stocks at the same time? What would be the best approach?
  I don't need code just guidance as all my research has failed
  
  **Tags:** time-series, gradient-boosting, boosting
  
  
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  ## 1 answers
  
  ### Answer by username_1 on 2022-11-10. Score: 1
  
  The short answer is no.
  
  Time series models model a single time series. If you want to model N time series you need N time series models. XGBoost is no different when used for time series modeling. The only exception to this would be deep learning using transfer learning but that is a different animal.
  
  
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