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Hello! You have to add them manually 🙂

Thanks for the speedy response! Thoughts on building them automatically like gluonts does? It's a really nice feature to have done automatically for the end-user.

You can use the utils module of neuralforecast to automatically generate that kind of features. The documentation is here: https://nixtlaverse.nixtla.io/neuralforecast/utils.html#4-time-features