Hi team, first of all, I think nhits is a great tool to work with, so, thank you for getting this out! Unfortunately, I am having trouble here and there with the documentation. I am trying to bring in holidays as exogenous data as we have more demand on those but I don't get to shape X_df correctly. I am following this colab. I am using Y_df=final_df[['unique_id', 'ds', 'y', 'time_index']] and X_df=final_df[['unique_id', 'ds', 'is_holiday']], but it throws me an error (ERRORhyperopt.fminjob exception: mat1 and mat2 shapes cannot be multiplied (154x91 and 49x256)). Also later on I want to use holiday names, as we have less contracts, eg over Christmas than over Labor Day. Would I just onehotencode those days? And how to shape that. I would appreciate some hints or pointing me at documentation where to find how X_df has to look like or any or all of it 🙂 Thanks!

Hi @Sebastian Deimen, thanks for your interest on our N-HiTS model. We just released a new version of our library with a much easier interface. We will incorporate exogenous variables for the N-HiTS in the following days, so I suggest you to try our new interface 🙂

Hey Crisitan, thank you coming back on that! Sweet, then I'll look for the new release and the new documentation in a few days! Thanks!!

The first version of the new release is out 🙂

I started playing with the new release - do I get this right that the 'auto' models are used for like hyperopt or what is the difference between those AutoNHITS and NHITS model classes?

The 'auto' models already perform hyperparameter using Ray Tune