Hi! I have a quick question about NBEATSx. I noticed that the both exogenous basis detailed in the paper aren't currently available in neuralforecast atm so I'm trying to add them in myself based on the research paper repo. For these two basis, what is the "proper" way to use historical exogenous variables? It looks like the research code handles all variables as future exog variables (unless I'm mistaken). Thanks again for the help!
Kin Gtz. Olivares
05/18/2023, 4:48 PM
Hey @Nakul Upadhya,
Thanks for using the library.
Are you trying to use the research paper repo, to complement NeuralForecast's NBEATSx?
In the original NBEATSx paper we only used future exogenous variables with a TCN to create its basis.
Lets schedule a meeting to discuss the historic exogenous variables. Send me a Google meets invite.
Meanwhile if you manage to add into NeuralForecast the future TCN basis, it would be a great addition!
05/18/2023, 5:08 PM
Hey @Kin Gtz. Olivares! Yup, I've been using the TFT and NHITS implementations in NF as a basis for my own work, and I've been working on getting nbeatsx in the same environment.
Also thanks for the clarification on the exogenous variables. I'd love to set up a meeting with you maybe on Tuesday or Wednesday next week to discuss how the historical exogenous should be handled. What time would work for you?