awslabs/gluonts

Add exogenous features to `statsforecast` model wrappers

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#2,410 opened on 2022/11/02

 (0 件のコメント) (0 件のリアクション) (0 人の担当者)Python (753 件のフォーク)batch import
enhancementgood first issue

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説明

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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