Yes, I had some questions about using the neuralforecast package. First question I had was on which model to use. I have a time series of daily frequency with yearly and weekly seasonality, and there are also holiday effects I would need to include as exogenous variables. I was thinking of using NBEATSx or NHITS to model the series, but given that I'm only forecasting 7 days out would there be any benefit to using NHITS over NBEATSx? In my understanding the benefits of NHITS are mainly for longer horizon forecasting? Thank you

Hi Mark, thanks for using our package! Yes, for short horizons the benefits of NHITS over NBEATSx diminish. For a forecasting horizon of 7 I suggest using the NBEATSx first.

Awesome, thanks for developing the package and the quick reply! If I could ask a follow up, in order to capture the yearly seasonality, would you recommend using a long n_time_in (365) or including a representation of the day of year as another exogenous variable? (I was thinking that the latter would work better)

no problem! yes, I suggest adding the day of year as an exogenous variable

Great, appreciate the answers here