Machine Learning From Weather Forecast (IT Best Kept Secret Is Optimization)

Using weather data in machine learning is promising. For instance, everyone knows that weather forecast influences buying patterns, be it for apparel, food, or travel. Wouldn't it be nice to capture weather forecast effect on these? All we need to do is to use weather data in addition to other data we have, then use our favorite machine learning toolbox. It sounds simple but there is a catch.