awslabs/gluonts

Add exogenous features to `statsforecast` model wrappers

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#2 410 ouverte le 2 nov. 2022

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Description

Description

The wrapper for statsforecast models added in #2360 does not use any exogenous features (only the past target is passed on to the model). It would be good to allow other standard fields from data entries, like at least feat_dynamic_real (or the past_ one) and feat_static_real, to be used.

Reference

See statsforecast's documentation on exogenous features: https://nixtla.github.io/statsforecast/examples/exogenous.html

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