Hi @Stefan Wiegand
For a fair comparison in the NHITS paper we only compare with univariate methods because most of the Transformer methods from the forecasting literature are restrict to univariate inputs (no exogenous).
08/30/2023, 3:25 PM
Complementing Kin's answer, while we didn't include exogenous in the paper, the implementation of the
for general use in the library allows for exogenous variables