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#general
Title
# general
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Farzad E

05/19/2023, 6:50 PM
Has anyone tried AutoCES with exogenous features? The model accepts exogenous features but it makes no difference in the prediction. The predictions are exactly the same with or without them. I tried with holidays as exogenous feature. I did the same with AutoARIMA too and it made a difference in the output but it seems with AutoCES the model is not really using the exogenous feature.
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Rafael Correia Da Silva

05/19/2023, 6:55 PM
I was having the same doubts with NBEATSx, but I solved it with a simple experiment. I literally gave a slightly modified version of the prediction (yhat) as exogenous feature, and the model was able to capture it. So maybe try that just to check that it can do that.
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Farzad E

05/19/2023, 9:22 PM
Like you purposefully introduced data leakage to see if the model can use it to improve? I'll give it a try.
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Rafael Correia Da Silva

05/19/2023, 9:24 PM
Precisely! My logic was - If exogenous variables are truly informative for the model, then it should be able to capture the leak and reproduce the results.
So I did just that, and after some tuning (namely, improving the size of the NN) it worked wonders
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