Hello All, Can we use the Global models (N-BITS, N-HITS, etc.) for the multiple irregular time series?

Hi @kushagra kumar, currently these models assume the data is sampled at regular intervals

Hello @Cristian (Nixtla), Thanks for answering the query. What would happen if we try to fit multiple irregular time series in these Global models. whether the model will fit the data or it will fail with an error?

During training, the ds column is only used for sorting the time-series, so it shouldn't fail with an error. However, the performance will be seriously affected as the lags will correspond to different times. Some methods and their parameters also assume regular time-series. For example, the val_size and test_size are in terms of number of time-stamps, so the splits wont be correct if series are irregular.

Thanks, @Cristian (Nixtla) for the clarification and suggestion.