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Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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Exogenous variables on AutoNBEATSx #791

Closed Yasslight90 closed 9 months ago

Yasslight90 commented 10 months ago

Hello,

To pass exogenous variables to NBEATSx, there are three attributes ( futr_exog_list, hist_exog_list and stat_exog_list). I can't however find these attributes in AutoNBEATSx. How can we pass exogenous variables to it ?

Thanks

Yass

Versions / Dependencies

neuralforecast 1.6.4

Reproduction script

config = dict(input_size=24) models = [AutoNBEATSx(h=12, cpus=4, config = config)] nf = NeuralForecast(models=models, freq='MS') nf.fit(df=df, static_df=static_df) Y_hat_df = nf.predict(futr_df=futr_df)

where can I pass the exogenous variables ?

Issue Severity

None

jmoralez commented 10 months ago

Hey. You can provide them in the config, e.g. config = dict(input_size=24, futr_exog_list=['x1']).

github-actions[bot] commented 9 months ago

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