Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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Explanation for stemgnn static_df in fit method #552

Open jzicker opened 1 year ago

jzicker commented 1 year ago

I need some help explaining this line of code in the example for the stemgnn model

fcst.fit(df=Y_train_df, static_df=AirPassengersStatic, val_size=12)

I don't understand what the purpose is of the static_df parameter

jzicker commented 1 year ago

I read the documentation on using exogenous variables and compared to the stemggn example. Is the intent to create a graph adjacency matrix? Also noticed when setting up the model in the stemgnn model it sets this parameter to one value stat_exog_list=['airline1'] unlike the example in the exogenous variables example which sets to both columns market_0 and market_1