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Hi @Avi. Almost all of the models in

neuralforecast

can incorporate exogenous variables (TFT, NHITS, NBEATSx, LSTM, TCN, etc.)! You simply need to add them in the input dataframe as columns, or in the

static_df

input. Here is a tutorial on how to add exogenous variables: https://nixtla.github.io/neuralforecast/examples/exogenous_variables.html

Hi Cristian, actually I tried experimenting with different models like TFT, NBeats and LSTMs, but not getting good forecasts. The issue is I need to do a long horizon forecasting but I don't have much data since I need to do modelling on a monthly level (around 300 data points). What do you suggest would be the best model for this case