awslabs/gluonts

Add exogenous features to `statsforecast` model wrappers

Open

#2.410 aberto em 2 de nov. de 2022

Ver no GitHub
 (0 comments) (0 reactions) (0 assignees)Python (753 forks)batch import
enhancementgood first issue

Métricas do repositório

Stars
 (3.888 stars)
Métricas de merge de PR
 (Nenhuma PRs mesclada em 30d)

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

Guia do colaborador