Closed elephaint closed 7 months ago
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If TSMixerx does support exog variables while TSMixer does not, should something like this be added to TSMixer?
# TSMixer does not support historic exogenous variables
if hist_exog_list is not None:
raise Exception("TSMixer does not support historic exogenous variables.")
# ... same for futr and static
As in models that do not support exog variables (NBEATS, PatchTST etc.)
If TSMixerx does support exog variables while TSMixer does not, should something like this be added to TSMixer?
# TSMixer does not support historic exogenous variables if hist_exog_list is not None: raise Exception("TSMixer does not support historic exogenous variables.") # ... same for futr and static
As in models that do not support exog variables (NBEATS, PatchTST etc.)
You're right - thanks for the suggestion. I'll make it part of the tsmixerx PR.
This PR adds the TSMixerx model into neuralforecast (in the paper referred to as
TSMixerExt
), which provides support for exogenous inputs, and demonstrates its applicaiton in a Multivariate_with_TSMixer example notebook.