This message was deleted.

Maybe the DeepAR implementation could be changed to allow for a

lags

parameter (as in

mlforecast

), or to accept a list of lags as

input_size

(instead of a single integer), so that we can include only some lags as with GluonTS's lags_seq parameter instead of the full input_size range? @Kin Gtz. Olivares

Hi! Thanks for the suggestion. We will add the

lags_sec

parameter soon!