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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).

Complementing Kin's answer, while we didn't include exogenous in the paper, the implementation of the

NHITS

for general use in the library allows for exogenous variables

Great, thanks for making this clear.