hello, i might be missing something but is there a way to train NHITS on a timeseries with two target variables?

Hi @Tomáš Halama. Not currently, the NHITS is an univariate model. You can train a single global model that will forecast both target variables independently. You need to specify them in separate

unique_id

values

that doesn't work for my use case sadly, i have several thousands independent timeseries where each has two components 😕