I believe this is correct and was wondering if it was possible to have historical exo features too. I'm not sure if the algos allow for it. Thanks for asking the question and I look forward to what the folks at Nixtla say.
j
José Morales
10/16/2023, 3:51 PM
Yes, that's correct. Some models in neuralforecast support that but machine learning models in general require the same features to be used for training and inference