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business-science / modeltime.gluonts

GluonTS Deep Learning with Modeltime
https://business-science.github.io/modeltime.gluonts/
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External Regressors in modeltime.gluonts models #39

Open bonddr opened 2 years ago

bonddr commented 2 years ago

Is there a way to understand the use of external regressors in DEEPAR or DEEPSTATE models using tidymodels syntax? I can see strong improvement from inclusion vs. exclusion, but i'd like to know which features the model is relying on.

jdmosquera commented 2 years ago

Hi @bonddr, how did you add the external regressors to the glounts model. I have tried to do it the same way as in the xgboost model but I see no improvement. Thanks!