I came across these two pages - page 1 and page 2 which use LSTM for forecasting. Thing that confused me is how/if they are using past Y variable values to predict future Y variable values - for example Y variable from time 1,2, 3 to predict Y variable for time 4,5,6
Currently these models are seem to be using consecutive data points of x variables to predict Y variable in future. For example x variables from time 1,2 and 3 to predict y variable in time 4, 5 and 6 etc. Would it be okay to use Y variable along with x variables? for example Y variable from time 1,2, and 3 along with x variables from that same time period to predict y variable in time 4, 5 and 6. I could do this just by adding Y variable as new x variable in the data. Rest of the process (function custom_ts_multi_data_prep) that prepares data for modelling will remain exactly the same
Please suggest if there is any better link that employs similar LSTMs and clarify questions from paragraph 1 and 2