https://github.com/nixtla logo
t

Tomasz

12/20/2022, 1:18 PM
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?
c

Cristian (Nixtla)

12/20/2022, 1:37 PM
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
.
🙏 2
t

Tomasz

12/22/2022, 5:14 PM
Thanks, it looks promising. I get down to implementing this :)
2 Views