awslabs/gluonts

Add exogenous features to `statsforecast` model wrappers

Aperta

#2410 aperta il 2 nov 2022

 (0 commenti) (0 reazioni) (0 assegnatari)Python (753 fork)batch import
enhancementgood first issue

Metriche repository

Star
 (3888 stelle)
Metriche merge PR
 (Merge medio 26g 17h) (4 PR mergiate in 30 g)

Descrizione

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

Guida contributor