Nixtla's Open Source Time Series Ecosystem.

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hey <@U04GN9NQV9C>! Currently, only AutoARIMA and MSTL (with AutoARIMA as a trend forecaster) can handle exogenous variables. Do not hesitate to open an issue if you want other models to support exogenous variables. :slightly_smiling_face:

Thanks, I will keep that in mind in case I find out how to do it (and the approach seems successful).

<https://stats.stackexchange.com/questions/220830/holt-winters-with-exogenous-regressors-in-r>

<https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp02-15.pdf>

I was personally interested in doing it for exponential smoothing, however no such implementation seems to be publicly available.