Hi, I am reading about Feature Engineering part of utilsforecast and I think it is a great and useful module. It will be even better if we can use it in MLForecast/NeuralForecast directly when creating features. Just making sure in case I missed the information, can't utilsforecast method (
pipeline
,
fourier
,
trend
) be used in MLForecast like how
lags
,
date_features
,
lag_transforms
, and
target_transforms
are defined?
o
Olivier
03/04/2025, 2:44 PM
You can use it to create features like mentioned here (simply adding stuff to your dataset): Exogenous features - Nixtla
m
Mikhael Chris
03/05/2025, 1:25 AM
Okay, so it must be created manually outside the MLForecast instance. Thank you!