Data Aggregation Assumptions
Forecast doesn't assume that your data is from any specific time zone. However, it makes the following assumptions when aggregating time series data:
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All data is from the same time zone.
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All forecasts are in the same time zone as the data in the dataset.
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If you specify the SupplementaryFeature holiday feature in the InputDataConfig parameter for the CreatePredictor operation, the input data is from the same country.