---
title: "Discussion on \"Time Series Forecasting Lab (Part 3) - Machine Learning with Workflows\" | Hashnode"
description: "Discussion on \"Time Series Forecasting Lab (Part 3) - Machine Learning with Workflows\". Cover photo by Solen Feyissa on Unsplash\nGo to R-bloggers for R news and tutorials contributed by hundreds of R bloggers.\nIntroduction\nThis is the third of a series  of 6 articles about time series forecasting with panel data and ensemble stacking wi..."
url: "https://hashnode.com/posts/time-series-forecasting-lab-part-3-machine-learning-with-workflows/61d7fc9f4b84101d2c3eda89"
---

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Discussion

# [Time Series Forecasting Lab (Part 3) - Machine Learning with Workflows](https://blog.bguarisma.com/time-series-forecasting-lab-part-3-machine-learning-with-workflows?utm_source=hashnode&utm_medium=feed)

Cover photo by Solen Feyissa on Unsplash Go to R-bloggers for R news and tutorials contributed by hundreds of R bloggers. Introduction This is the third of a series of 6 articles about time series forecasting with panel data and ensemble stacking wi...

Jan 7, 2022 · 13 min read · blog.bguarisma.com  
Updated Jun 24, 2022  
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## Written by

[Boris Guarisma](https://hashnode.com/@bguarisma)

@bguarisma · Paris, France

  
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Data Science, AI & Quantum Computing

Avec curiosité et humilité, je partage ici mes explorations en IA, data science et au-delà. Un carnet de bord pour apprendre, douter, comprendre — loin du buzz, proche du vrai.

## Responses 1

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[Tamer Koksal](https://hashnode.com/@tamerk)

[Nov 4, 2023](https://hashnode.com/posts/time-series-forecasting-lab-part-3-machine-learning-with-workflows/61d7fc9f4b84101d2c3eda89/comment/6546472d08e6f2d0c473a3de)

Thank you for puting all these together. This series was exactly what I was looking for. I would highly appreciated it if you could suggest what kind of modeling strategy you would follow if you had say thousands of 'industries' (as opposed to 20 here) in the panel data. Would you still go with one-hot-encoding (dummy encoding) the industies? If not what would be the solution to this. Thanks.