Hi @Majid Yazdani. The library does not support mixing temporal variables with different resolutions. Both the target variable and exogenous variables should be included as columns in the same input dataframe with the same datestamps. We have a tutorial on adding exogenous variables: https://nixtla.github.io/neuralforecast/examples/exogenous_variables.html
Cristian (Nixtla)
01/27/2023, 2:56 PM
The easiest solution is to repeat the monthly value for every day of the month. Current models assume all temporal variables have information at every timestamp.