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2nde question :
Is there a way to use exogenous variables with AutoNHITs ? :(

Hey <@U05DZSANW8Y>,

All models except vanilla NBEATS accept exogenous variables.
You can send them through Y_df, and static_df and control them with `hist_exog_list`,`futr_exog_list`, `static_exog_list` parameters in the initialization of the model. Example:
<https://nixtla.github.io/neuralforecast/examples/exogenous_variables.html>

If you are using an AutoNHITS it should be possible to send the exogenous variables through the nhits_config in a tune.choice argument:
<https://nixtla.github.io/neuralforecast/examples/automatic_hyperparameter_tuning.html>

oh i see, thank you. I was not passing `hist_exog_list`,`futr_exog_list`, `static_exog_list`  through the nhits_config.
Thank you