Hi everyone, I really appreciate your great work with neuroforecast ! I am missing in the documentation information on how to use future, lagged and static exogenous variables. Do you have any example?

Hi @Tomasz, thanks for using our library! We are currently working on a tutorial on how to use exogenous variables, it will be posted later this week. In the meantime, there is a simple example in the usage example section of each model, such as https://nixtla.github.io/neuralforecast/models.nhits.html. In short, you need to define the temporal variables (future and lagged) as columns in the

df

input dataframe of the

fit

method, and the static variables with the

static_df

input. Also, you need to specify the names of the variables in the corresponding model inputs, such as

futr_exog_list

.

Thanks, it looks promising. I get down to implementing this :)