Hello everyone, could anyone provide working documents on incorporating exogenous variables in hierarchical forecasting? Alternatively, any key points or guidance on how to work with them would also be appreciated.

The

aggregate

utility function of hf supports providing the exogenous variables that you'd like to aggregate too, feed them in as a dict containing the name of the exog var and the aggregation that you'd want to do, e.g.

exog_vars={'exog_1': 'sum'}

or

exog_vars={'exog_1': 'mean'}

. We don't yet have a tutorial on this.

Thank you, Oliver! 💯 Sorry for the late reply—I’ve been dealing with some health issues.

Hope you're better 🙏