Dear Nixtla-Team, in your Exogenous Variable Notebook (https://github.com/Nixtla/neuralforecast/blob/main/nbs/examples/Exogenous_Variables.ipynb) you use NHITS but from the NHITS Paper (https://arxiv.org/pdf/2201.12886.pdf) I understand that it does not make use of Exogenous Variables: "Our model, operating in the univariate regime and accepting only the predicted time-series’ history,". Have you just used the wrong model to demonstrate Exogenous Vars or am I misunderstanding the paper?

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.