jan rathfelder
10/26/2023, 12:56 PMChris Gervais
10/26/2023, 12:59 PMjan rathfelder
10/26/2023, 1:04 PMJosé Morales
10/26/2023, 4:04 PMhist_exog_list
and futr_exog_list
. For the Auto models they should be defined in the config as you're doing here. The point of being there is that allows you to also try including them or not in your trialsChris Gervais
10/26/2023, 4:06 PMjan rathfelder
10/27/2023, 9:21 AMlobbie lobbie
11/04/2023, 12:13 PMfutr_exog_list = ['gen_forecast', 'week_day'], # <- Future exogenous variables
hist_exog_list = ['system_load'], # <- Historical exogenous variables
stat_exog_list = ['market_0', 'market_1'], # <- Static exogenous variables
thanks.Chris Gervais
11/04/2023, 12:25 PMJosé Morales
11/16/2023, 3:54 PMYes. If you have those features both when training and at inference you have to provide them throughHey folks, just wanted to correct this statement. If you have a feature available both when training and at inference it should be specified only inandhist_exog_list
.futr_exog_list
futr_exog_list
. As Chris points out they're entirely separate columns, the difference is that when passing the inputs to the model for the historic features we provide input_size
samples and for the future features we provide input_size + h
samples. So if you specify them in both you'll have the same information in a portion of the inputs, which will just be wasted computation.