Nixtla's Open Source Time Series Ecosystem.

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Hi <@U04UKKD2F4K>! Yes, all variables are padded at the beginning. We have not tried the "real_data" dummy, but it sounds intuitive. We previously had an "available_mask" dummy to directly mask missing/padded data with zeros. This is a little bit different but related. The scaling is done after padding the variable, but it shouldn't affect the information provided by the variable

Also note that most models use only the information in the input window of size `input_size`. If the time series have a lot of history then it should not be necessary to add the "real_data" variable.

<@U03619XRWKD> Thank you! Yes the problem in my specific case is that many time series have a limited history which is shorter than the input_size I need for modeling the yearly seasonality in an acceptable way.